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
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 9,183 SH   SOLE   9,183 0 0
AGNC INVT CORP COM 00123Q104 1,324 62,185 SH   SOLE   62,185 0 0
AES CORP COM 00130H105 981 88,265 SH   SOLE   88,265 0 0
AT&T INC COM 00206R102 11,670 309,308 SH   SOLE   309,308 0 0
AVX CORP NEW COM 002444107 1,375 84,165 SH   SOLE   84,165 0 0
ABBVIE INC COM 00287Y109 10,385 143,225 SH   SOLE   143,225 0 0
ADOBE SYS INC COM 00724F101 697 4,925 SH   SOLE   4,925 0 0
ADVANCED ENERGY INDS COM 007973100 927 14,327 SH   SOLE   14,327 0 0
AETNA INC NEW COM 00817Y108 911 6,003 SH   SOLE   6,003 0 0
ALASKA AIR GROUP INC COM 011659109 260 2,900 SH   SOLE   2,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 983 6,980 SH   SOLE   6,980 0 0
ALIGN TECHNOLOGY INC COM 016255101 330 2,200 SH   SOLE   2,200 0 0
ALLETE INC COM NEW 018522300 1,254 17,491 SH   SOLE   17,491 0 0
ALLSTATE CORP COM 020002101 1,076 12,170 SH   SOLE   12,170 0 0
ALPHABET INC CAP STK CL A 02079K305 1,263 1,359 SH   SOLE   1,359 0 0
ALTRIA GROUP INC COM 02209S103 13,263 178,096 SH   SOLE   178,096 0 0
AMAZON COM INC COM 023135106 1,287 1,330 SH   SOLE   1,330 0 0
AMEREN CORP COM 023608102 1,013 18,530 SH   SOLE   18,530 0 0
AMERICAN ELEC PWR INC COM 025537101 9,682 139,376 SH   SOLE   139,376 0 0
AMERICAN EXPRESS CO COM 025816109 927 11,004 SH   SOLE   11,004 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 244 2,452 SH   SOLE   2,452 0 0
AMGEN INC COM 031162100 431 2,500 SH   SOLE   2,500 0 0
AMKOR TECHNOLOGY INC COM 031652100 157 16,100 SH   SOLE   16,100 0 0
ANNALY CAP MGMT INC COM 035710409 821 68,139 SH   SOLE   68,139 0 0
ANTHEM INC COM 036752103 1,383 7,350 SH   SOLE   7,350 0 0
APPLE INC COM 037833100 2,613 18,141 SH   SOLE   18,141 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 557 29,745 SH   SOLE   29,745 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 893 15,121 SH   SOLE   15,121 0 0
APPLIED MATLS INC COM 038222105 971 23,509 SH   SOLE   23,509 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,646 39,788 SH   SOLE   39,788 0 0
ARROW ELECTRS INC COM 042735100 306 3,900 SH   SOLE   3,900 0 0
ASPEN TECHNOLOGY INC COM 045327103 284 5,138 SH   SOLE   5,138 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 233 2,275 SH   SOLE   2,275 0 0
AVANGRID INC COM 05351W103 640 14,491 SH   SOLE   14,491 0 0
AVNET INC COM 053807103 683 17,558 SH   SOLE   17,558 0 0
BB&T CORP COM 054937107 1,436 31,625 SH   SOLE   31,625 0 0
BANK AMER CORP COM 060505104 4,038 166,459 SH   SOLE   166,459 0 0
BAXTER INTL INC COM 071813109 1,398 23,094 SH   SOLE   23,094 0 0
BEMIS INC COM 081437105 1,565 33,848 SH   SOLE   33,848 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 440 2,600 SH   SOLE   2,600 0 0
BERRY GLOBAL GROUP INC COM 08579W103 566 9,931 SH   SOLE   9,931 0 0
BEST BUY INC COM 086516101 2,960 51,627 SH   SOLE   51,627 0 0
BIG LOTS INC COM 089302103 299 6,200 SH   SOLE   6,200 0 0
BIO RAD LABS INC CL A 090572207 277 1,226 SH   SOLE   1,226 0 0
BOEING CO COM 097023105 616 3,116 SH   SOLE   3,116 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 1,594 28,614 SH   SOLE   28,614 0 0
BURLINGTON STORES INC COM 122017106 941 10,232 SH   SOLE   10,232 0 0
CBL & ASSOC PPTYS INC COM 124830100 459 54,441 SH   SOLE   54,441 0 0
CDW CORP COM 12514G108 1,020 16,319 SH   SOLE   16,319 0 0
CIGNA CORPORATION COM 125509109 1,304 7,793 SH   SOLE   7,793 0 0
CNA FINL CORP COM 126117100 1,096 22,492 SH   SOLE   22,492 0 0
CNO FINL GROUP INC COM 12621E103 217 10,400 SH   SOLE   10,400 0 0
CVR ENERGY INC COM 12662P108 728 33,434 SH   SOLE   33,434 0 0
CVS HEALTH CORP COM 126650100 1,343 16,689 SH   SOLE   16,689 0 0
CA INC COM 12673P105 2,192 63,583 SH   SOLE   63,583 0 0
CABLE ONE INC COM 12685J105 1,100 1,547 SH   SOLE   1,547 0 0
CABOT CORP COM 127055101 1,632 30,552 SH   SOLE   30,552 0 0
CAMDEN PPTY TR SH BEN INT 133131102 9,946 116,310 SH   SOLE   116,310 0 0
CAPITAL ONE FINL CORP COM 14040H105 940 11,378 SH   SOLE   11,378 0 0
CARDINAL HEALTH INC COM 14149Y108 1,046 13,424 SH   SOLE   13,424 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 775 11,823 SH   SOLE   11,823 0 0
CELANESE CORP DEL COM SER A 150870103 256 2,694 SH   SOLE   2,694 0 0
CENTENE CORP DEL COM 15135B101 304 3,800 SH   SOLE   3,800 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,663 60,748 SH   SOLE   60,748 0 0
CENTURYLINK INC COM 156700106 1,110 46,462 SH   SOLE   46,462 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 888 2,635 SH   SOLE   2,635 0 0
CHENIERE ENERGY INC COM NEW 16411R208 835 17,139 SH   SOLE   17,139 0 0
CHEVRON CORP NEW COM 166764100 1,218 11,670 SH   SOLE   11,670 0 0
CHIMERA INVT CORP COM NEW 16934Q208 1,429 76,686 SH   SOLE   76,686 0 0
CISCO SYS INC COM 17275R102 3,413 109,054 SH   SOLE   109,054 0 0
CITIGROUP INC COM NEW 172967424 1,726 25,807 SH   SOLE   25,807 0 0
CITIZENS FINL GROUP INC COM 174610105 936 26,228 SH   SOLE   26,228 0 0
COLGATE PALMOLIVE CO COM 194162103 445 6,000 SH   SOLE   6,000 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 149 10,600 SH   SOLE   10,600 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 840 37,542 SH   SOLE   37,542 0 0
COMMERCIAL METALS CO COM 201723103 700 36,030 SH   SOLE   36,030 0 0
CONAGRA BRANDS INC COM 205887102 1,199 33,523 SH   SOLE   33,523 0 0
CONSOLIDATED EDISON INC COM 209115104 1,778 22,000 SH   SOLE   22,000 0 0
CONSTELLATION BRANDS INC CL A 21036P108 909 4,693 SH   SOLE   4,693 0 0
COOPER STD HLDGS INC COM 21676P103 689 6,833 SH   SOLE   6,833 0 0
COPART INC COM 217204106 1,077 33,883 SH   SOLE   33,883 0 0
CORNING INC COM 219350105 2,872 95,577 SH   SOLE   95,577 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,214 34,670 SH   SOLE   34,670 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 362 2,164 SH   SOLE   2,164 0 0
CRANE CO COM 224399105 271 3,409 SH   SOLE   3,409 0 0
CUMMINS INC COM 231021106 1,482 9,138 SH   SOLE   9,138 0 0
DTE ENERGY CO COM 233331107 923 8,722 SH   SOLE   8,722 0 0
DANAHER CORP DEL COM 235851102 266 3,156 SH   SOLE   3,156 0 0
DARDEN RESTAURANTS INC COM 237194105 983 10,867 SH   SOLE   10,867 0 0
DEAN FOODS CO NEW COM NEW 242370203 653 38,387 SH   SOLE   38,387 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 840 76,716 SH   SOLE   76,716 0 0
DISCOVER FINL SVCS COM 254709108 1,261 20,269 SH   SOLE   20,269 0 0
DOMINION ENERGY INC COM 25746U109 421 5,500 SH   SOLE   5,500 0 0
DOMINOS PIZZA INC COM 25754A201 1,150 5,437 SH   SOLE   5,437 0 0
DOMTAR CORP COM NEW 257559203 1,418 36,897 SH   SOLE   36,897 0 0
DOW CHEM CO COM 260543103 2,786 44,172 SH   SOLE   44,172 0 0
DUKE REALTY CORP COM NEW 264411505 232 8,293 SH   SOLE   8,293 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,349 111,842 SH   SOLE   111,842 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,434 19,954 SH   SOLE   19,954 0 0
EDISON INTL COM 281020107 231 2,948 SH   SOLE   2,948 0 0
EMERSON ELEC CO COM 291011104 1,881 31,555 SH   SOLE   31,555 0 0
EMPIRE ST RLTY TR INC CL A 292104106 998 48,041 SH   SOLE   48,041 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 329 5,000 SH   SOLE   5,000 0 0
EXELON CORP COM 30161N101 213 5,895 SH   SOLE   5,895 0 0
EXXON MOBIL CORP COM 30231G102 2,786 34,510 SH   SOLE   34,510 0 0
FACEBOOK INC CL A 30303M102 850 5,628 SH   SOLE   5,628 0 0
FEDEX CORP COM 31428X106 283 1,300 SH   SOLE   1,300 0 0
FIFTH THIRD BANCORP COM 316773100 1,750 67,407 SH   SOLE   67,407 0 0
FLOWERS FOODS INC COM 343498101 215 12,400 SH   SOLE   12,400 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 11,698 1,045,401 SH   SOLE   1,045,401 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 365 32,965 SH   SOLE   32,965 0 0
GATX CORP COM 361448103 927 14,422 SH   SOLE   14,422 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 721 19,128 SH   SOLE   19,128 0 0
GAP INC DEL COM 364760108 1,914 87,048 SH   SOLE   87,048 0 0
GENERAL DYNAMICS CORP COM 369550108 265 1,340 SH   SOLE   1,340 0 0
GENERAL MLS INC COM 370334104 1,460 26,356 SH   SOLE   26,356 0 0
GENERAL MTRS CO COM 37045V100 11,296 323,377 SH   SOLE   323,377 0 0
GENTEX CORP COM 371901109 220 11,577 SH   SOLE   11,577 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,324 5,966 SH   SOLE   5,966 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 785 22,460 SH   SOLE   22,460 0 0
GRAINGER W W INC COM 384802104 331 1,836 SH   SOLE   1,836 0 0
GREAT PLAINS ENERGY INC COM 391164100 827 28,260 SH   SOLE   28,260 0 0
HRG GROUP INC COM 40434J100 655 36,968 SH   SOLE   36,968 0 0
HP INC COM 40434L105 2,652 151,719 SH   SOLE   151,719 0 0
HANCOCK HLDG CO COM 410120109 820 16,725 SH   SOLE   16,725 0 0
HANOVER INS GROUP INC COM 410867105 615 6,937 SH   SOLE   6,937 0 0
HARRIS CORP DEL COM 413875105 456 4,177 SH   SOLE   4,177 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 609 11,593 SH   SOLE   11,593 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 621 19,183 SH   SOLE   19,183 0 0
HAWAIIAN HOLDINGS INC COM 419879101 814 17,332 SH   SOLE   17,332 0 0
HEALTHSOUTH CORP COM NEW 421924309 506 10,455 SH   SOLE   10,455 0 0
HERSHEY CO COM 427866108 376 3,500 SH   SOLE   3,500 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 325 19,600 SH   SOLE   19,600 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,293 44,352 SH   SOLE   44,352 0 0
HOST HOTELS & RESORTS INC COM 44107P104 206 11,300 SH   SOLE   11,300 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,057 78,173 SH   SOLE   78,173 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 969 5,203 SH   SOLE   5,203 0 0
HUNTSMAN CORP COM 447011107 702 27,157 SH   SOLE   27,157 0 0
IDEXX LABS INC COM 45168D104 1,009 6,248 SH   SOLE   6,248 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,104 7,704 SH   SOLE   7,704 0 0
INGEVITY CORP COM 45688C107 234 4,078 SH   SOLE   4,078 0 0
INGREDION INC COM 457187102 285 2,390 SH   SOLE   2,390 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 843 15,472 SH   SOLE   15,472 0 0
INTEL CORP COM 458140100 896 26,552 SH   SOLE   26,552 0 0
INTERDIGITAL INC COM 45867G101 961 12,435 SH   SOLE   12,435 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,390 9,035 SH   SOLE   9,035 0 0
INTL PAPER CO COM 460146103 2,201 38,875 SH   SOLE   38,875 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 884 945 SH   SOLE   945 0 0
ITRON INC COM 465741106 1,056 15,584 SH   SOLE   15,584 0 0
JPMORGAN CHASE & CO COM 46625H100 3,623 39,635 SH   SOLE   39,635 0 0
JABIL INC COM 466313103 289 9,900 SH   SOLE   9,900 0 0
JD COM INC SPON ADR CL A 47215P106 825 21,027 SH   SOLE   21,027 0 0
JETBLUE AIRWAYS CORP COM 477143101 283 12,398 SH   SOLE   12,398 0 0
JOHNSON & JOHNSON COM 478160104 4,440 33,566 SH   SOLE   33,566 0 0
KLA-TENCOR CORP COM 482480100 1,873 20,467 SH   SOLE   20,467 0 0
KEYCORP NEW COM 493267108 1,230 65,640 SH   SOLE   65,640 0 0
KIMBERLY CLARK CORP COM 494368103 1,850 14,329 SH   SOLE   14,329 0 0
KITE RLTY GROUP TR COM NEW 49803T300 496 26,221 SH   SOLE   26,221 0 0
KOHLS CORP COM 500255104 577 14,926 SH   SOLE   14,926 0 0
L BRANDS INC COM 501797104 1,082 20,087 SH   SOLE   20,087 0 0
LAM RESEARCH CORP COM 512807108 454 3,211 SH   SOLE   3,211 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 1,077 14,642 SH   SOLE   14,642 0 0
LAS VEGAS SANDS CORP COM 517834107 10,695 167,400 SH   SOLE   167,400 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,598 53,636 SH   SOLE   53,636 0 0
LEAR CORP COM NEW 521865204 313 2,200 SH   SOLE   2,200 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 291 4,900 SH   SOLE   4,900 0 0
LEXINGTON REALTY TRUST COM 529043101 438 44,232 SH   SOLE   44,232 0 0
LIBERTY PPTY TR SH BEN INT 531172104 9,536 234,244 SH   SOLE   234,244 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 225 5,390 SH   SOLE   5,390 0 0
LIFEPOINT HEALTH INC COM 53219L109 912 13,576 SH   SOLE   13,576 0 0
LINCOLN NATL CORP IND COM 534187109 620 9,167 SH   SOLE   9,167 0 0
LOUISIANA PAC CORP COM 546347105 939 38,938 SH   SOLE   38,938 0 0
M & T BK CORP COM 55261F104 335 2,071 SH   SOLE   2,071 0 0
MDU RES GROUP INC COM 552690109 976 37,250 SH   SOLE   37,250 0 0
MFA FINL INC COM 55272X102 675 80,483 SH   SOLE   80,483 0 0
MACYS INC COM 55616P104 12,794 550,502 SH   SOLE   550,502 0 0
MANPOWERGROUP INC COM 56418H100 1,199 10,736 SH   SOLE   10,736 0 0
MARATHON PETE CORP COM 56585A102 3,542 67,693 SH   SOLE   67,693 0 0
MASIMO CORP COM 574795100 863 9,470 SH   SOLE   9,470 0 0
MASTERCARD INCORPORATED CL A 57636Q104 869 7,153 SH   SOLE   7,153 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 351 7,828 SH   SOLE   7,828 0 0
MCDONALDS CORP COM 580135101 2,250 14,692 SH   SOLE   14,692 0 0
MERCK & CO INC COM 58933Y105 3,881 60,559 SH   SOLE   60,559 0 0
METLIFE INC COM 59156R108 681 12,400 SH   SOLE   12,400 0 0
MICROSOFT CORP COM 594918104 1,114 16,161 SH   SOLE   16,161 0 0
MID AMER APT CMNTYS INC COM 59522J103 9,968 94,587 SH   SOLE   94,587 0 0
MOHAWK INDS INC COM 608190104 880 3,642 SH   SOLE   3,642 0 0
MONSANTO CO NEW COM 61166W101 1,286 10,862 SH   SOLE   10,862 0 0
MORGAN STANLEY COM NEW 617446448 1,350 30,304 SH   SOLE   30,304 0 0
NETAPP INC COM 64110D104 692 17,290 SH   SOLE   17,290 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 460 29,594 SH   SOLE   29,594 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,844 140,434 SH   SOLE   140,434 0 0
NORTHROP GRUMMAN CORP COM 666807102 308 1,200 SH   SOLE   1,200 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,559 24,812 SH   SOLE   24,812 0 0
NUCOR CORP COM 670346105 2,805 48,475 SH   SOLE   48,475 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 717 3,279 SH   SOLE   3,279 0 0
OFFICE DEPOT INC COM 676220106 153 27,200 SH   SOLE   27,200 0 0
OLD REP INTL CORP COM 680223104 1,459 74,713 SH   SOLE   74,713 0 0
ONEOK INC NEW COM 682680103 2,221 42,577 SH   SOLE   42,577 0 0
OUTFRONT MEDIA INC COM 69007J106 1,001 43,315 SH   SOLE   43,315 0 0
OWENS & MINOR INC NEW COM 690732102 1,150 35,719 SH   SOLE   35,719 0 0
OWENS CORNING NEW COM 690742101 1,504 22,473 SH   SOLE   22,473 0 0
PBF ENERGY INC CL A 69318G106 739 33,213 SH   SOLE   33,213 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,342 18,752 SH   SOLE   18,752 0 0
PPL CORP COM 69351T106 9,482 245,277 SH   SOLE   245,277 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,128 8,524 SH   SOLE   8,524 0 0
PACCAR INC COM 693718108 429 6,500 SH   SOLE   6,500 0 0
PACKAGING CORP AMER COM 695156109 971 8,714 SH   SOLE   8,714 0 0
PAYCHEX INC COM 704326107 407 7,156 SH   SOLE   7,156 0 0
PAYPAL HLDGS INC COM 70450Y103 311 5,800 SH   SOLE   5,800 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,855 105,060 SH   SOLE   105,060 0 0
PEPSICO INC COM 713448108 421 3,642 SH   SOLE   3,642 0 0
PFIZER INC COM 717081103 12,964 385,937 SH   SOLE   385,937 0 0
PHILIP MORRIS INTL INC COM 718172109 12,215 103,998 SH   SOLE   103,998 0 0
PHILLIPS 66 COM 718546104 2,018 24,405 SH   SOLE   24,405 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 963 45,695 SH   SOLE   45,695 0 0
PINNACLE FOODS INC DEL COM 72348P104 964 16,231 SH   SOLE   16,231 0 0
PITNEY BOWES INC COM 724479100 8,777 581,284 SH   SOLE   581,284 0 0
POOL CORPORATION COM 73278L105 1,052 8,949 SH   SOLE   8,949 0 0
PRICELINE GRP INC COM NEW 741503403 874 467 SH   SOLE   467 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 611 9,530 SH   SOLE   9,530 0 0
PROLOGIS INC COM 74340W103 243 4,137 SH   SOLE   4,137 0 0
PRUDENTIAL FINL INC COM 744320102 1,678 15,521 SH   SOLE   15,521 0 0
PULTE GROUP INC COM 745867101 368 15,000 SH   SOLE   15,000 0 0
QUALCOMM INC COM 747525103 701 12,702 SH   SOLE   12,702 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,539 13,845 SH   SOLE   13,845 0 0
RLJ LODGING TR COM 74965L101 977 49,165 SH   SOLE   49,165 0 0
RAYTHEON CO COM NEW 755111507 1,063 6,583 SH   SOLE   6,583 0 0
REGAL ENTMT GROUP CL A 758766109 330 16,126 SH   SOLE   16,126 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,776 189,626 SH   SOLE   189,626 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,165 9,071 SH   SOLE   9,071 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 975 13,389 SH   SOLE   13,389 0 0
REPUBLIC SVCS INC COM 760759100 1,065 16,713 SH   SOLE   16,713 0 0
REYNOLDS AMERICAN INC COM 761713106 9,268 142,491 SH   SOLE   142,491 0 0
RYDER SYS INC COM 783549108 606 8,419 SH   SOLE   8,419 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 613 5,195 SH   SOLE   5,195 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 492 20,400 SH   SOLE   20,400 0 0
SANDERSON FARMS INC COM 800013104 1,799 15,559 SH   SOLE   15,559 0 0
SANMINA CORPORATION COM 801056102 1,323 34,731 SH   SOLE   34,731 0 0
SCANA CORP NEW COM 80589M102 1,491 22,251 SH   SOLE   22,251 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 780 11,242 SH   SOLE   11,242 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 750 31,201 SH   SOLE   31,201 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,014 98,538 SH   SOLE   98,538 0 0
SHIRE PLC SPONSORED ADR 82481R106 761 4,606 SH   SOLE   4,606 0 0
SONOCO PRODS CO COM 835495102 1,499 29,148 SH   SOLE   29,148 0 0
SOUTHERN CO COM 842587107 1,495 31,226 SH   SOLE   31,226 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,005 17,340 SH   SOLE   17,340 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 1,153 155,554 SH   SOLE   155,554 0 0
STARWOOD PPTY TR INC COM 85571B105 512 22,850 SH   SOLE   22,850 0 0
STATE STR CORP COM 857477103 930 10,369 SH   SOLE   10,369 0 0
STEEL DYNAMICS INC COM 858119100 2,319 64,752 SH   SOLE   64,752 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 211 13,100 SH   SOLE   13,100 0 0
SUNTRUST BKS INC COM 867914103 943 16,621 SH   SOLE   16,621 0 0
SYNOPSYS INC COM 871607107 944 12,941 SH   SOLE   12,941 0 0
SYSCO CORP COM 871829107 993 19,726 SH   SOLE   19,726 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,174 15,994 SH   SOLE   15,994 0 0
TARGET CORP COM 87612E106 1,598 30,569 SH   SOLE   30,569 0 0
TARGA RES CORP COM 87612G101 997 22,060 SH   SOLE   22,060 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 697 29,016 SH   SOLE   29,016 0 0
TECH DATA CORP COM 878237106 678 6,714 SH   SOLE   6,714 0 0
TESORO CORP COM 881609101 1,351 14,430 SH   SOLE   14,430 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 631 19,000 SH   SOLE   19,000 0 0
TEXAS INSTRS INC COM 882508104 1,328 17,256 SH   SOLE   17,256 0 0
THOR INDS INC COM 885160101 894 8,552 SH   SOLE   8,552 0 0
TIME WARNER INC COM NEW 887317303 992 9,875 SH   SOLE   9,875 0 0
TORO CO COM 891092108 292 4,221 SH   SOLE   4,221 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,244 9,834 SH   SOLE   9,834 0 0
TRUSTMARK CORP COM 898402102 602 18,715 SH   SOLE   18,715 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,408 20,055 SH   SOLE   20,055 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 326 11,691 SH   SOLE   11,691 0 0
UGI CORP NEW COM 902681105 693 14,313 SH   SOLE   14,313 0 0
US BANCORP DEL COM NEW 902973304 925 17,817 SH   SOLE   17,817 0 0
U S G CORP COM NEW 903293405 816 28,104 SH   SOLE   28,104 0 0
UMPQUA HLDGS CORP COM 904214103 1,871 101,885 SH   SOLE   101,885 0 0
UNION PAC CORP COM 907818108 316 2,900 SH   SOLE   2,900 0 0
UNITED CONTL HLDGS INC COM 910047109 271 3,600 SH   SOLE   3,600 0 0
UNITED NAT FOODS INC COM 911163103 856 23,323 SH   SOLE   23,323 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,727 15,618 SH   SOLE   15,618 0 0
US FOODS HLDG CORP COM 912008109 230 8,436 SH   SOLE   8,436 0 0
UNITED TECHNOLOGIES CORP COM 913017109 234 1,913 SH   SOLE   1,913 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,575 8,496 SH   SOLE   8,496 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 855 7,007 SH   SOLE   7,007 0 0
UNUM GROUP COM 91529Y106 1,313 28,148 SH   SOLE   28,148 0 0
VAIL RESORTS INC COM 91879Q109 1,198 5,905 SH   SOLE   5,905 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,274 48,527 SH   SOLE   48,527 0 0
VALLEY NATL BANCORP COM 919794107 441 37,368 SH   SOLE   37,368 0 0
VECTREN CORP COM 92240G101 228 3,903 SH   SOLE   3,903 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 10,094 226,029 SH   SOLE   226,029 0 0
VISA INC COM CL A 92826C839 851 9,071 SH   SOLE   9,071 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 423 25,463 SH   SOLE   25,463 0 0
VMWARE INC CL A COM 928563402 1,000 11,433 SH   SOLE   11,433 0 0
WAL-MART STORES INC COM 931142103 1,862 24,597 SH   SOLE   24,597 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 857 10,943 SH   SOLE   10,943 0 0
WASHINGTON FED INC COM 938824109 755 22,756 SH   SOLE   22,756 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 483 57,669 SH   SOLE   57,669 0 0
WASTE MGMT INC DEL COM 94106L109 982 13,384 SH   SOLE   13,384 0 0
WATSCO INC COM 942622200 391 2,533 SH   SOLE   2,533 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,289 12,749 SH   SOLE   12,749 0 0
WELLS FARGO CO NEW COM 949746101 754 13,609 SH   SOLE   13,609 0 0
WEST CORP COM 952355204 451 19,331 SH   SOLE   19,331 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 606 6,414 SH   SOLE   6,414 0 0
WESTERN UN CO COM 959802109 1,781 93,509 SH   SOLE   93,509 0 0
WESTROCK CO COM 96145D105 470 8,300 SH   SOLE   8,300 0 0
WILLIAMS COS INC DEL COM 969457100 1,021 33,711 SH   SOLE   33,711 0 0
WORTHINGTON INDS INC COM 981811102 251 5,000 SH   SOLE   5,000 0 0
XEROX CORP COM NEW 984121608 1,914 66,615 SH   SOLE   66,615 0 0
ZIONS BANCORPORATION COM 989701107 947 21,577 SH   SOLE   21,577 0 0
ALLERGAN PLC SHS G0177J108 664 2,733 SH   SOLE   2,733 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 676 13,564 SH   SOLE   13,564 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 240 3,705 SH   SOLE   3,705 0 0
BUNGE LIMITED COM G16962105 2,380 31,900 SH   SOLE   31,900 0 0
EATON CORP PLC SHS G29183103 11,358 145,932 SH   SOLE   145,932 0 0
ENSCO PLC SHS CLASS A G3157S106 683 132,413 SH   SOLE   132,413 0 0
ESSENT GROUP LTD COM G3198U102 979 26,365 SH   SOLE   26,365 0 0
EVEREST RE GROUP LTD COM G3223R108 2,764 10,857 SH   SOLE   10,857 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,187 42,951 SH   SOLE   42,951 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 899 28,827 SH   SOLE   28,827 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 1,379 35,669 SH   SOLE   35,669 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 982 7,059 SH   SOLE   7,059 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 679 66,351 SH   SOLE   66,351 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 1,002 19,287 SH   SOLE   19,287 0 0
GARMIN LTD SHS H2906T109 2,736 53,619 SH   SOLE   53,619 0 0
TRINSEO S A SHS L9340P101 1,355 19,721 SH   SOLE   19,721 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 10,877 128,888 SH   SOLE   128,888 0 0
COPA HOLDINGS SA CL A P31076105 2,093 17,889 SH   SOLE   17,889 0 0