0001062993-17-003355.txt : 20170724
0001062993-17-003355.hdr.sgml : 20170724
20170724131515
ACCESSION NUMBER: 0001062993-17-003355
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170724
DATE AS OF CHANGE: 20170724
EFFECTIVENESS DATE: 20170724
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Breton Hill Capital Ltd.
CENTRAL INDEX KEY: 0001531987
IRS NUMBER: 000000000
STATE OF INCORPORATION: A6
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-15258
FILM NUMBER: 17978003
BUSINESS ADDRESS:
STREET 1: 2 BLOOR STREET EAST, SUITE 2830
STREET 2: P.O. BOX 152
CITY: TORONTO
STATE: A6
ZIP: M4W 1A8
BUSINESS PHONE: 647-347-9376
MAIL ADDRESS:
STREET 1: 2 BLOOR STREET EAST, SUITE 2830
STREET 2: P.O. BOX 152
CITY: TORONTO
STATE: A6
ZIP: M4W 1A8
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001531987
XXXXXXXX
06-30-2017
06-30-2017
Breton Hill Capital Ltd.
2 BLOOR STREET EAST, SUITE 2830
TORONTO
A6
M4W 1A8
13F HOLDINGS REPORT
028-15258
N
Evgeny Dunaevsky
Chief Compliance Officer
647-347-9374
/s/ Evgeny Dunaevsky
Toronto
A6
07-24-2017
0
330
535821
false
INFORMATION TABLE
2
form13fInfoTable.xml
FORM 13F INFORMATION TABLE
MACYS INC
COM
55616P104
2
150
SH
Put
SOLE
150
0
0
HP INC
COM
40434L105
3
200
SH
Put
SOLE
200
0
0
NUCOR CORP
COM
670346105
3
150
SH
Put
SOLE
150
0
0
APPLE INC
COM
037833100
3
50
SH
Put
SOLE
50
0
0
AMAZON COM INC
COM
023135106
3
8
SH
Put
SOLE
8
0
0
AFLAC INC
COM
001055102
713
9183
SH
SOLE
9183
0
0
AGNC INVT CORP
COM
00123Q104
1324
62185
SH
SOLE
62185
0
0
AES CORP
COM
00130H105
981
88265
SH
SOLE
88265
0
0
AT&T INC
COM
00206R102
11670
309308
SH
SOLE
309308
0
0
AVX CORP NEW
COM
002444107
1375
84165
SH
SOLE
84165
0
0
ABBVIE INC
COM
00287Y109
10385
143225
SH
SOLE
143225
0
0
ADOBE SYS INC
COM
00724F101
697
4925
SH
SOLE
4925
0
0
ADVANCED ENERGY INDS
COM
007973100
927
14327
SH
SOLE
14327
0
0
AETNA INC NEW
COM
00817Y108
911
6003
SH
SOLE
6003
0
0
ALASKA AIR GROUP INC
COM
011659109
260
2900
SH
SOLE
2900
0
0
ALIBABA GROUP HLDG LTD
SPONSORED ADS
01609W102
983
6980
SH
SOLE
6980
0
0
ALIGN TECHNOLOGY INC
COM
016255101
330
2200
SH
SOLE
2200
0
0
ALLETE INC
COM NEW
018522300
1254
17491
SH
SOLE
17491
0
0
ALLSTATE CORP
COM
020002101
1076
12170
SH
SOLE
12170
0
0
ALPHABET INC
CAP STK CL A
02079K305
1263
1359
SH
SOLE
1359
0
0
ALTRIA GROUP INC
COM
02209S103
13263
178096
SH
SOLE
178096
0
0
AMAZON COM INC
COM
023135106
1287
1330
SH
SOLE
1330
0
0
AMEREN CORP
COM
023608102
1013
18530
SH
SOLE
18530
0
0
AMERICAN ELEC PWR INC
COM
025537101
9682
139376
SH
SOLE
139376
0
0
AMERICAN EXPRESS CO
COM
025816109
927
11004
SH
SOLE
11004
0
0
AMERICAN FINL GROUP INC OHIO
COM
025932104
244
2452
SH
SOLE
2452
0
0
AMGEN INC
COM
031162100
431
2500
SH
SOLE
2500
0
0
AMKOR TECHNOLOGY INC
COM
031652100
157
16100
SH
SOLE
16100
0
0
ANNALY CAP MGMT INC
COM
035710409
821
68139
SH
SOLE
68139
0
0
ANTHEM INC
COM
036752103
1383
7350
SH
SOLE
7350
0
0
APPLE INC
COM
037833100
2613
18141
SH
SOLE
18141
0
0
APPLE HOSPITALITY REIT INC
COM NEW
03784Y200
557
29745
SH
SOLE
29745
0
0
APPLIED INDL TECHNOLOGIES IN
COM
03820C105
893
15121
SH
SOLE
15121
0
0
APPLIED MATLS INC
COM
038222105
971
23509
SH
SOLE
23509
0
0
ARCHER DANIELS MIDLAND CO
COM
039483102
1646
39788
SH
SOLE
39788
0
0
ARROW ELECTRS INC
COM
042735100
306
3900
SH
SOLE
3900
0
0
ASPEN TECHNOLOGY INC
COM
045327103
284
5138
SH
SOLE
5138
0
0
AUTOMATIC DATA PROCESSING IN
COM
053015103
233
2275
SH
SOLE
2275
0
0
AVANGRID INC
COM
05351W103
640
14491
SH
SOLE
14491
0
0
AVNET INC
COM
053807103
683
17558
SH
SOLE
17558
0
0
BB&T CORP
COM
054937107
1436
31625
SH
SOLE
31625
0
0
BANK AMER CORP
COM
060505104
4038
166459
SH
SOLE
166459
0
0
BAXTER INTL INC
COM
071813109
1398
23094
SH
SOLE
23094
0
0
BEMIS INC
COM
081437105
1565
33848
SH
SOLE
33848
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
440
2600
SH
SOLE
2600
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
566
9931
SH
SOLE
9931
0
0
BEST BUY INC
COM
086516101
2960
51627
SH
SOLE
51627
0
0
BIG LOTS INC
COM
089302103
299
6200
SH
SOLE
6200
0
0
BIO RAD LABS INC
CL A
090572207
277
1226
SH
SOLE
1226
0
0
BOEING CO
COM
097023105
616
3116
SH
SOLE
3116
0
0
BRISTOL MYERS SQUIBB CO
COM
110122108
1594
28614
SH
SOLE
28614
0
0
BURLINGTON STORES INC
COM
122017106
941
10232
SH
SOLE
10232
0
0
CBL & ASSOC PPTYS INC
COM
124830100
459
54441
SH
SOLE
54441
0
0
CDW CORP
COM
12514G108
1020
16319
SH
SOLE
16319
0
0
CIGNA CORPORATION
COM
125509109
1304
7793
SH
SOLE
7793
0
0
CNA FINL CORP
COM
126117100
1096
22492
SH
SOLE
22492
0
0
CNO FINL GROUP INC
COM
12621E103
217
10400
SH
SOLE
10400
0
0
CVR ENERGY INC
COM
12662P108
728
33434
SH
SOLE
33434
0
0
CVS HEALTH CORP
COM
126650100
1343
16689
SH
SOLE
16689
0
0
CA INC
COM
12673P105
2192
63583
SH
SOLE
63583
0
0
CABLE ONE INC
COM
12685J105
1100
1547
SH
SOLE
1547
0
0
CABOT CORP
COM
127055101
1632
30552
SH
SOLE
30552
0
0
CAMDEN PPTY TR
SH BEN INT
133131102
9946
116310
SH
SOLE
116310
0
0
CAPITAL ONE FINL CORP
COM
14040H105
940
11378
SH
SOLE
11378
0
0
CARDINAL HEALTH INC
COM
14149Y108
1046
13424
SH
SOLE
13424
0
0
CARNIVAL CORP
UNIT 99/99/9999
143658300
775
11823
SH
SOLE
11823
0
0
CELANESE CORP DEL
COM SER A
150870103
256
2694
SH
SOLE
2694
0
0
CENTENE CORP DEL
COM
15135B101
304
3800
SH
SOLE
3800
0
0
CENTERPOINT ENERGY INC
COM
15189T107
1663
60748
SH
SOLE
60748
0
0
CENTURYLINK INC
COM
156700106
1110
46462
SH
SOLE
46462
0
0
CHARTER COMMUNICATIONS INC N
CL A
16119P108
888
2635
SH
SOLE
2635
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
835
17139
SH
SOLE
17139
0
0
CHEVRON CORP NEW
COM
166764100
1218
11670
SH
SOLE
11670
0
0
CHIMERA INVT CORP
COM NEW
16934Q208
1429
76686
SH
SOLE
76686
0
0
CISCO SYS INC
COM
17275R102
3413
109054
SH
SOLE
109054
0
0
CITIGROUP INC
COM NEW
172967424
1726
25807
SH
SOLE
25807
0
0
CITIZENS FINL GROUP INC
COM
174610105
936
26228
SH
SOLE
26228
0
0
COLGATE PALMOLIVE CO
COM
194162103
445
6000
SH
SOLE
6000
0
0
COLONY NORTHSTAR INC
CL A COM
19625W104
149
10600
SH
SOLE
10600
0
0
COLUMBIA PPTY TR INC
COM NEW
198287203
840
37542
SH
SOLE
37542
0
0
COMMERCIAL METALS CO
COM
201723103
700
36030
SH
SOLE
36030
0
0
CONAGRA BRANDS INC
COM
205887102
1199
33523
SH
SOLE
33523
0
0
CONSOLIDATED EDISON INC
COM
209115104
1778
22000
SH
SOLE
22000
0
0
CONSTELLATION BRANDS INC
CL A
21036P108
909
4693
SH
SOLE
4693
0
0
COOPER STD HLDGS INC
COM
21676P103
689
6833
SH
SOLE
6833
0
0
COPART INC
COM
217204106
1077
33883
SH
SOLE
33883
0
0
CORNING INC
COM
219350105
2872
95577
SH
SOLE
95577
0
0
CORPORATE OFFICE PPTYS TR
SH BEN INT
22002T108
1214
34670
SH
SOLE
34670
0
0
CRACKER BARREL OLD CTRY STOR
COM
22410J106
362
2164
SH
SOLE
2164
0
0
CRANE CO
COM
224399105
271
3409
SH
SOLE
3409
0
0
CUMMINS INC
COM
231021106
1482
9138
SH
SOLE
9138
0
0
DTE ENERGY CO
COM
233331107
923
8722
SH
SOLE
8722
0
0
DANAHER CORP DEL
COM
235851102
266
3156
SH
SOLE
3156
0
0
DARDEN RESTAURANTS INC
COM
237194105
983
10867
SH
SOLE
10867
0
0
DEAN FOODS CO NEW
COM NEW
242370203
653
38387
SH
SOLE
38387
0
0
DIAMONDROCK HOSPITALITY CO
COM
252784301
840
76716
SH
SOLE
76716
0
0
DISCOVER FINL SVCS
COM
254709108
1261
20269
SH
SOLE
20269
0
0
DOMINION ENERGY INC
COM
25746U109
421
5500
SH
SOLE
5500
0
0
DOMINOS PIZZA INC
COM
25754A201
1150
5437
SH
SOLE
5437
0
0
DOMTAR CORP
COM NEW
257559203
1418
36897
SH
SOLE
36897
0
0
DOW CHEM CO
COM
260543103
2786
44172
SH
SOLE
44172
0
0
DUKE REALTY CORP
COM NEW
264411505
232
8293
SH
SOLE
8293
0
0
DUKE ENERGY CORP NEW
COM NEW
26441C204
9349
111842
SH
SOLE
111842
0
0
EPR PPTYS
COM SH BEN INT
26884U109
1434
19954
SH
SOLE
19954
0
0
EDISON INTL
COM
281020107
231
2948
SH
SOLE
2948
0
0
EMERSON ELEC CO
COM
291011104
1881
31555
SH
SOLE
31555
0
0
EMPIRE ST RLTY TR INC
CL A
292104106
998
48041
SH
SOLE
48041
0
0
EQUITY RESIDENTIAL
SH BEN INT
29476L107
329
5000
SH
SOLE
5000
0
0
EXELON CORP
COM
30161N101
213
5895
SH
SOLE
5895
0
0
EXXON MOBIL CORP
COM
30231G102
2786
34510
SH
SOLE
34510
0
0
FACEBOOK INC
CL A
30303M102
850
5628
SH
SOLE
5628
0
0
FEDEX CORP
COM
31428X106
283
1300
SH
SOLE
1300
0
0
FIFTH THIRD BANCORP
COM
316773100
1750
67407
SH
SOLE
67407
0
0
FLOWERS FOODS INC
COM
343498101
215
12400
SH
SOLE
12400
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
11698
1045401
SH
SOLE
1045401
0
0
FRANKLIN STREET PPTYS CORP
COM
35471R106
365
32965
SH
SOLE
32965
0
0
GATX CORP
COM
361448103
927
14422
SH
SOLE
14422
0
0
GAMING & LEISURE PPTYS INC
COM
36467J108
721
19128
SH
SOLE
19128
0
0
GAP INC DEL
COM
364760108
1914
87048
SH
SOLE
87048
0
0
GENERAL DYNAMICS CORP
COM
369550108
265
1340
SH
SOLE
1340
0
0
GENERAL MLS INC
COM
370334104
1460
26356
SH
SOLE
26356
0
0
GENERAL MTRS CO
COM
37045V100
11296
323377
SH
SOLE
323377
0
0
GENTEX CORP
COM
371901109
220
11577
SH
SOLE
11577
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1324
5966
SH
SOLE
5966
0
0
GOODYEAR TIRE & RUBR CO
COM
382550101
785
22460
SH
SOLE
22460
0
0
GRAINGER W W INC
COM
384802104
331
1836
SH
SOLE
1836
0
0
GREAT PLAINS ENERGY INC
COM
391164100
827
28260
SH
SOLE
28260
0
0
HRG GROUP INC
COM
40434J100
655
36968
SH
SOLE
36968
0
0
HP INC
COM
40434L105
2652
151719
SH
SOLE
151719
0
0
HANCOCK HLDG CO
COM
410120109
820
16725
SH
SOLE
16725
0
0
HANOVER INS GROUP INC
COM
410867105
615
6937
SH
SOLE
6937
0
0
HARRIS CORP DEL
COM
413875105
456
4177
SH
SOLE
4177
0
0
HARTFORD FINL SVCS GROUP INC
COM
416515104
609
11593
SH
SOLE
11593
0
0
HAWAIIAN ELEC INDUSTRIES
COM
419870100
621
19183
SH
SOLE
19183
0
0
HAWAIIAN HOLDINGS INC
COM
419879101
814
17332
SH
SOLE
17332
0
0
HEALTHSOUTH CORP
COM NEW
421924309
506
10455
SH
SOLE
10455
0
0
HERSHEY CO
COM
427866108
376
3500
SH
SOLE
3500
0
0
HEWLETT PACKARD ENTERPRISE C
COM
42824C109
325
19600
SH
SOLE
19600
0
0
HOSPITALITY PPTYS TR
COM SH BEN INT
44106M102
1293
44352
SH
SOLE
44352
0
0
HOST HOTELS & RESORTS INC
COM
44107P104
206
11300
SH
SOLE
11300
0
0
HUNTINGTON BANCSHARES INC
COM
446150104
1057
78173
SH
SOLE
78173
0
0
HUNTINGTON INGALLS INDS INC
COM
446413106
969
5203
SH
SOLE
5203
0
0
HUNTSMAN CORP
COM
447011107
702
27157
SH
SOLE
27157
0
0
IDEXX LABS INC
COM
45168D104
1009
6248
SH
SOLE
6248
0
0
ILLINOIS TOOL WKS INC
COM
452308109
1104
7704
SH
SOLE
7704
0
0
INGEVITY CORP
COM
45688C107
234
4078
SH
SOLE
4078
0
0
INGREDION INC
COM
457187102
285
2390
SH
SOLE
2390
0
0
INTEGRA LIFESCIENCES HLDGS C
COM NEW
457985208
843
15472
SH
SOLE
15472
0
0
INTEL CORP
COM
458140100
896
26552
SH
SOLE
26552
0
0
INTERDIGITAL INC
COM
45867G101
961
12435
SH
SOLE
12435
0
0
INTERNATIONAL BUSINESS MACHS
COM
459200101
1390
9035
SH
SOLE
9035
0
0
INTL PAPER CO
COM
460146103
2201
38875
SH
SOLE
38875
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
884
945
SH
SOLE
945
0
0
ITRON INC
COM
465741106
1056
15584
SH
SOLE
15584
0
0
JPMORGAN CHASE & CO
COM
46625H100
3623
39635
SH
SOLE
39635
0
0
JABIL INC
COM
466313103
289
9900
SH
SOLE
9900
0
0
JD COM INC
SPON ADR CL A
47215P106
825
21027
SH
SOLE
21027
0
0
JETBLUE AIRWAYS CORP
COM
477143101
283
12398
SH
SOLE
12398
0
0
JOHNSON & JOHNSON
COM
478160104
4440
33566
SH
SOLE
33566
0
0
KLA-TENCOR CORP
COM
482480100
1873
20467
SH
SOLE
20467
0
0
KEYCORP NEW
COM
493267108
1230
65640
SH
SOLE
65640
0
0
KIMBERLY CLARK CORP
COM
494368103
1850
14329
SH
SOLE
14329
0
0
KITE RLTY GROUP TR
COM NEW
49803T300
496
26221
SH
SOLE
26221
0
0
KOHLS CORP
COM
500255104
577
14926
SH
SOLE
14926
0
0
L BRANDS INC
COM
501797104
1082
20087
SH
SOLE
20087
0
0
LAM RESEARCH CORP
COM
512807108
454
3211
SH
SOLE
3211
0
0
LAMAR ADVERTISING CO NEW
CL A
512816109
1077
14642
SH
SOLE
14642
0
0
LAS VEGAS SANDS CORP
COM
517834107
10695
167400
SH
SOLE
167400
0
0
LASALLE HOTEL PPTYS
COM SH BEN INT
517942108
1598
53636
SH
SOLE
53636
0
0
LEAR CORP
COM NEW
521865204
313
2200
SH
SOLE
2200
0
0
LEVEL 3 COMMUNICATIONS INC
COM NEW
52729N308
291
4900
SH
SOLE
4900
0
0
LEXINGTON REALTY TRUST
COM
529043101
438
44232
SH
SOLE
44232
0
0
LIBERTY PPTY TR
SH BEN INT
531172104
9536
234244
SH
SOLE
234244
0
0
LIBERTY MEDIA CORP DELAWARE
COM C SIRIUSXM
531229607
225
5390
SH
SOLE
5390
0
0
LIFEPOINT HEALTH INC
COM
53219L109
912
13576
SH
SOLE
13576
0
0
LINCOLN NATL CORP IND
COM
534187109
620
9167
SH
SOLE
9167
0
0
LOUISIANA PAC CORP
COM
546347105
939
38938
SH
SOLE
38938
0
0
M & T BK CORP
COM
55261F104
335
2071
SH
SOLE
2071
0
0
MDU RES GROUP INC
COM
552690109
976
37250
SH
SOLE
37250
0
0
MFA FINL INC
COM
55272X102
675
80483
SH
SOLE
80483
0
0
MACYS INC
COM
55616P104
12794
550502
SH
SOLE
550502
0
0
MANPOWERGROUP INC
COM
56418H100
1199
10736
SH
SOLE
10736
0
0
MARATHON PETE CORP
COM
56585A102
3542
67693
SH
SOLE
67693
0
0
MASIMO CORP
COM
574795100
863
9470
SH
SOLE
9470
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
869
7153
SH
SOLE
7153
0
0
MAXIM INTEGRATED PRODS INC
COM
57772K101
351
7828
SH
SOLE
7828
0
0
MCDONALDS CORP
COM
580135101
2250
14692
SH
SOLE
14692
0
0
MERCK & CO INC
COM
58933Y105
3881
60559
SH
SOLE
60559
0
0
METLIFE INC
COM
59156R108
681
12400
SH
SOLE
12400
0
0
MICROSOFT CORP
COM
594918104
1114
16161
SH
SOLE
16161
0
0
MID AMER APT CMNTYS INC
COM
59522J103
9968
94587
SH
SOLE
94587
0
0
MOHAWK INDS INC
COM
608190104
880
3642
SH
SOLE
3642
0
0
MONSANTO CO NEW
COM
61166W101
1286
10862
SH
SOLE
10862
0
0
MORGAN STANLEY
COM NEW
617446448
1350
30304
SH
SOLE
30304
0
0
NETAPP INC
COM
64110D104
692
17290
SH
SOLE
17290
0
0
NEW RESIDENTIAL INVT CORP
COM NEW
64828T201
460
29594
SH
SOLE
29594
0
0
NEW YORK CMNTY BANCORP INC
COM
649445103
1844
140434
SH
SOLE
140434
0
0
NORTHROP GRUMMAN CORP
COM
666807102
308
1200
SH
SOLE
1200
0
0
NU SKIN ENTERPRISES INC
CL A
67018T105
1559
24812
SH
SOLE
24812
0
0
NUCOR CORP
COM
670346105
2805
48475
SH
SOLE
48475
0
0
O REILLY AUTOMOTIVE INC NEW
COM
67103H107
717
3279
SH
SOLE
3279
0
0
OFFICE DEPOT INC
COM
676220106
153
27200
SH
SOLE
27200
0
0
OLD REP INTL CORP
COM
680223104
1459
74713
SH
SOLE
74713
0
0
ONEOK INC NEW
COM
682680103
2221
42577
SH
SOLE
42577
0
0
OUTFRONT MEDIA INC
COM
69007J106
1001
43315
SH
SOLE
43315
0
0
OWENS & MINOR INC NEW
COM
690732102
1150
35719
SH
SOLE
35719
0
0
OWENS CORNING NEW
COM
690742101
1504
22473
SH
SOLE
22473
0
0
PBF ENERGY INC
CL A
69318G106
739
33213
SH
SOLE
33213
0
0
PNC FINL SVCS GROUP INC
COM
693475105
2342
18752
SH
SOLE
18752
0
0
PPL CORP
COM
69351T106
9482
245277
SH
SOLE
245277
0
0
PS BUSINESS PKS INC CALIF
COM
69360J107
1128
8524
SH
SOLE
8524
0
0
PACCAR INC
COM
693718108
429
6500
SH
SOLE
6500
0
0
PACKAGING CORP AMER
COM
695156109
971
8714
SH
SOLE
8714
0
0
PAYCHEX INC
COM
704326107
407
7156
SH
SOLE
7156
0
0
PAYPAL HLDGS INC
COM
70450Y103
311
5800
SH
SOLE
5800
0
0
PEOPLES UNITED FINANCIAL INC
COM
712704105
1855
105060
SH
SOLE
105060
0
0
PEPSICO INC
COM
713448108
421
3642
SH
SOLE
3642
0
0
PFIZER INC
COM
717081103
12964
385937
SH
SOLE
385937
0
0
PHILIP MORRIS INTL INC
COM
718172109
12215
103998
SH
SOLE
103998
0
0
PHILLIPS 66
COM
718546104
2018
24405
SH
SOLE
24405
0
0
PIEDMONT OFFICE REALTY TR IN
COM CL A
720190206
963
45695
SH
SOLE
45695
0
0
PINNACLE FOODS INC DEL
COM
72348P104
964
16231
SH
SOLE
16231
0
0
PITNEY BOWES INC
COM
724479100
8777
581284
SH
SOLE
581284
0
0
POOL CORPORATION
COM
73278L105
1052
8949
SH
SOLE
8949
0
0
PRICELINE GRP INC
COM NEW
741503403
874
467
SH
SOLE
467
0
0
PRINCIPAL FINL GROUP INC
COM
74251V102
611
9530
SH
SOLE
9530
0
0
PROLOGIS INC
COM
74340W103
243
4137
SH
SOLE
4137
0
0
PRUDENTIAL FINL INC
COM
744320102
1678
15521
SH
SOLE
15521
0
0
PULTE GROUP INC
COM
745867101
368
15000
SH
SOLE
15000
0
0
QUALCOMM INC
COM
747525103
701
12702
SH
SOLE
12702
0
0
QUEST DIAGNOSTICS INC
COM
74834L100
1539
13845
SH
SOLE
13845
0
0
RLJ LODGING TR
COM
74965L101
977
49165
SH
SOLE
49165
0
0
RAYTHEON CO
COM NEW
755111507
1063
6583
SH
SOLE
6583
0
0
REGAL ENTMT GROUP
CL A
758766109
330
16126
SH
SOLE
16126
0
0
REGIONS FINL CORP NEW
COM
7591EP100
2776
189626
SH
SOLE
189626
0
0
REINSURANCE GROUP AMER INC
COM NEW
759351604
1165
9071
SH
SOLE
9071
0
0
RELIANCE STEEL & ALUMINUM CO
COM
759509102
975
13389
SH
SOLE
13389
0
0
REPUBLIC SVCS INC
COM
760759100
1065
16713
SH
SOLE
16713
0
0
REYNOLDS AMERICAN INC
COM
761713106
9268
142491
SH
SOLE
142491
0
0
RYDER SYS INC
COM
783549108
606
8419
SH
SOLE
8419
0
0
SPDR GOLD TRUST
GOLD SHS
78463V107
613
5195
SH
SOLE
5195
0
0
SABRA HEALTH CARE REIT INC
COM
78573L106
492
20400
SH
SOLE
20400
0
0
SANDERSON FARMS INC
COM
800013104
1799
15559
SH
SOLE
15559
0
0
SANMINA CORPORATION
COM
801056102
1323
34731
SH
SOLE
34731
0
0
SCANA CORP NEW
COM
80589M102
1491
22251
SH
SOLE
22251
0
0
SCIENCE APPLICATNS INTL CP N
COM
808625107
780
11242
SH
SOLE
11242
0
0
SELECT INCOME REIT
COM SH BEN INT
81618T100
750
31201
SH
SOLE
31201
0
0
SENIOR HSG PPTYS TR
SH BEN INT
81721M109
2014
98538
SH
SOLE
98538
0
0
SHIRE PLC
SPONSORED ADR
82481R106
761
4606
SH
SOLE
4606
0
0
SONOCO PRODS CO
COM
835495102
1499
29148
SH
SOLE
29148
0
0
SOUTHERN CO
COM
842587107
1495
31226
SH
SOLE
31226
0
0
SPIRIT AEROSYSTEMS HLDGS INC
COM CL A
848574109
1005
17340
SH
SOLE
17340
0
0
SPIRIT RLTY CAP INC NEW
COM
84860W102
1153
155554
SH
SOLE
155554
0
0
STARWOOD PPTY TR INC
COM
85571B105
512
22850
SH
SOLE
22850
0
0
STATE STR CORP
COM
857477103
930
10369
SH
SOLE
10369
0
0
STEEL DYNAMICS INC
COM
858119100
2319
64752
SH
SOLE
64752
0
0
SUNSTONE HOTEL INVS INC NEW
COM
867892101
211
13100
SH
SOLE
13100
0
0
SUNTRUST BKS INC
COM
867914103
943
16621
SH
SOLE
16621
0
0
SYNOPSYS INC
COM
871607107
944
12941
SH
SOLE
12941
0
0
SYSCO CORP
COM
871829107
993
19726
SH
SOLE
19726
0
0
TAKE-TWO INTERACTIVE SOFTWAR
COM
874054109
1174
15994
SH
SOLE
15994
0
0
TARGET CORP
COM
87612E106
1598
30569
SH
SOLE
30569
0
0
TARGA RES CORP
COM
87612G101
997
22060
SH
SOLE
22060
0
0
TAYLOR MORRISON HOME CORP
CL A
87724P106
697
29016
SH
SOLE
29016
0
0
TECH DATA CORP
COM
878237106
678
6714
SH
SOLE
6714
0
0
TESORO CORP
COM
881609101
1351
14430
SH
SOLE
14430
0
0
TEVA PHARMACEUTICAL INDS LTD
SPONSORED ADR
881624209
631
19000
SH
SOLE
19000
0
0
TEXAS INSTRS INC
COM
882508104
1328
17256
SH
SOLE
17256
0
0
THOR INDS INC
COM
885160101
894
8552
SH
SOLE
8552
0
0
TIME WARNER INC
COM NEW
887317303
992
9875
SH
SOLE
9875
0
0
TORO CO
COM
891092108
292
4221
SH
SOLE
4221
0
0
TRAVELERS COMPANIES INC
COM
89417E109
1244
9834
SH
SOLE
9834
0
0
TRUSTMARK CORP
COM
898402102
602
18715
SH
SOLE
18715
0
0
TUPPERWARE BRANDS CORP
COM
899896104
1408
20055
SH
SOLE
20055
0
0
TWENTY FIRST CENTY FOX INC
CL B
90130A200
326
11691
SH
SOLE
11691
0
0
UGI CORP NEW
COM
902681105
693
14313
SH
SOLE
14313
0
0
US BANCORP DEL
COM NEW
902973304
925
17817
SH
SOLE
17817
0
0
U S G CORP
COM NEW
903293405
816
28104
SH
SOLE
28104
0
0
UMPQUA HLDGS CORP
COM
904214103
1871
101885
SH
SOLE
101885
0
0
UNION PAC CORP
COM
907818108
316
2900
SH
SOLE
2900
0
0
UNITED CONTL HLDGS INC
COM
910047109
271
3600
SH
SOLE
3600
0
0
UNITED NAT FOODS INC
COM
911163103
856
23323
SH
SOLE
23323
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
1727
15618
SH
SOLE
15618
0
0
US FOODS HLDG CORP
COM
912008109
230
8436
SH
SOLE
8436
0
0
UNITED TECHNOLOGIES CORP
COM
913017109
234
1913
SH
SOLE
1913
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
1575
8496
SH
SOLE
8496
0
0
UNIVERSAL HLTH SVCS INC
CL B
913903100
855
7007
SH
SOLE
7007
0
0
UNUM GROUP
COM
91529Y106
1313
28148
SH
SOLE
28148
0
0
VAIL RESORTS INC
COM
91879Q109
1198
5905
SH
SOLE
5905
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
3274
48527
SH
SOLE
48527
0
0
VALLEY NATL BANCORP
COM
919794107
441
37368
SH
SOLE
37368
0
0
VECTREN CORP
COM
92240G101
228
3903
SH
SOLE
3903
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
10094
226029
SH
SOLE
226029
0
0
VISA INC
COM CL A
92826C839
851
9071
SH
SOLE
9071
0
0
VISHAY INTERTECHNOLOGY INC
COM
928298108
423
25463
SH
SOLE
25463
0
0
VMWARE INC
CL A COM
928563402
1000
11433
SH
SOLE
11433
0
0
WAL-MART STORES INC
COM
931142103
1862
24597
SH
SOLE
24597
0
0
WALGREENS BOOTS ALLIANCE INC
COM
931427108
857
10943
SH
SOLE
10943
0
0
WASHINGTON FED INC
COM
938824109
755
22756
SH
SOLE
22756
0
0
WASHINGTON PRIME GROUP NEW
COM
93964W108
483
57669
SH
SOLE
57669
0
0
WASTE MGMT INC DEL
COM
94106L109
982
13384
SH
SOLE
13384
0
0
WATSCO INC
COM
942622200
391
2533
SH
SOLE
2533
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
2289
12749
SH
SOLE
12749
0
0
WELLS FARGO CO NEW
COM
949746101
754
13609
SH
SOLE
13609
0
0
WEST CORP
COM
952355204
451
19331
SH
SOLE
19331
0
0
WEST PHARMACEUTICAL SVSC INC
COM
955306105
606
6414
SH
SOLE
6414
0
0
WESTERN UN CO
COM
959802109
1781
93509
SH
SOLE
93509
0
0
WESTROCK CO
COM
96145D105
470
8300
SH
SOLE
8300
0
0
WILLIAMS COS INC DEL
COM
969457100
1021
33711
SH
SOLE
33711
0
0
WORTHINGTON INDS INC
COM
981811102
251
5000
SH
SOLE
5000
0
0
XEROX CORP
COM NEW
984121608
1914
66615
SH
SOLE
66615
0
0
ZIONS BANCORPORATION
COM
989701107
947
21577
SH
SOLE
21577
0
0
ALLERGAN PLC
SHS
G0177J108
664
2733
SH
SOLE
2733
0
0
ASPEN INSURANCE HOLDINGS LTD
SHS
G05384105
676
13564
SH
SOLE
13564
0
0
AXIS CAPITAL HOLDINGS LTD
SHS
G0692U109
240
3705
SH
SOLE
3705
0
0
BUNGE LIMITED
COM
G16962105
2380
31900
SH
SOLE
31900
0
0
EATON CORP PLC
SHS
G29183103
11358
145932
SH
SOLE
145932
0
0
ENSCO PLC
SHS CLASS A
G3157S106
683
132413
SH
SOLE
132413
0
0
ESSENT GROUP LTD
COM
G3198U102
979
26365
SH
SOLE
26365
0
0
EVEREST RE GROUP LTD
COM
G3223R108
2764
10857
SH
SOLE
10857
0
0
FRESH DEL MONTE PRODUCE INC
ORD
G36738105
2187
42951
SH
SOLE
42951
0
0
LIBERTY GLOBAL PLC
SHS CL C
G5480U120
899
28827
SH
SOLE
28827
0
0
NIELSEN HLDGS PLC
SHS EUR
G6518L108
1379
35669
SH
SOLE
35669
0
0
RENAISSANCERE HOLDINGS LTD
COM
G7496G103
982
7059
SH
SOLE
7059
0
0
ROWAN COMPANIES PLC
SHS CL A
G7665A101
679
66351
SH
SOLE
66351
0
0
VALIDUS HOLDINGS LTD
COM SHS
G9319H102
1002
19287
SH
SOLE
19287
0
0
GARMIN LTD
SHS
H2906T109
2736
53619
SH
SOLE
53619
0
0
TRINSEO S A
SHS
L9340P101
1355
19721
SH
SOLE
19721
0
0
LYONDELLBASELL INDUSTRIES N
SHS - A -
N53745100
10877
128888
SH
SOLE
128888
0
0
COPA HOLDINGS SA
CL A
P31076105
2093
17889
SH
SOLE
17889
0
0