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
NUSHARES ETF TR ENHANCED YIELD 67092P102 24,587 998,240 SH   SOLE   998,240 0 0
NUSHARES ETF TR ENHANCD 1 5 YR 67092P110 15,007 598,000 SH   SOLE   598,000 0 0
TORONTO DOMINION BK ONT NOTE 3.625% 9/1 891160MJ9 80,787 81,424,000 PRN   SOLE   81,424,000 0 0
ISHARES TR IBOXX HI YD ETF 464288513 100,561 1,137,694 SH   SOLE   1,137,694 0 0
ISHARES TR IBOXX INV CP ETF 464287242 543,867 4,513,044 SH   SOLE   4,513,044 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 19,881 399,143 SH   SOLE   399,143 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 23,838 473,724 SH   SOLE   473,724 0 0
ARCH COAL INC CL A 039380407 12,047 176,388 SH   SOLE   176,388 0 0
CALPINE CORP COM NEW 131347304 30,148 2,228,216 SH   SOLE   2,228,216 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10,588 31,431 SH   SOLE   31,431 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 6,437 211,063 SH   SOLE   211,063 0 0
GRACE W R & CO DEL NEW COM 38388F108 15,199 211,063 SH   SOLE   211,063 0 0
INFRAREIT INC COM 45685L100 106,785 5,576,235 SH   SOLE   5,576,235 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 24,855 419,142 SH   SOLE   419,142 0 0
TRIBUNE MEDIA CO CL A 896047503 8,130 199,400 SH   SOLE   199,400 0 0
TRONOX LTD SHS CL A Q9235V101 3,760 248,690 SH   SOLE   248,690 0 0
VISTRA ENERGY CORP COM 92840M102 15,413 917,980 SH   SOLE   917,980 0 0
PEABODY ENERGY CORP NEW COM 704551100 22,210 908,374 SH   SOLE   908,374 0 0
NUSHARES ETF TR ESG LARGE CAP 67092P201 5,704 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG SMALL CAP 67092P607 10,448 400,000 SH   SOLE   400,000 0 0
NUSHARES ETF TR SHORT TERM REIT 67092P706 5,149 198,500 SH   SOLE   198,500 0 0
NUSHARES ETF TR ESG LRG VALUE 67092P300 5,282 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG MID VALUE 67092P508 5,192 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG MID CAP 67092P409 5,436 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG EMERGING 67092P888 9,808 390,000 SH   SOLE   390,000 0 0
NUSHARES ETF TR ESG INTL DEVEL 67092P805 9,808 390,000 SH   SOLE   390,000 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,065 107,617 SH   SOLE   107,617 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 2,206 68,431 SH   SOLE   68,431 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,442 58,946 SH   SOLE   58,946 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 3,052 144,783 SH   SOLE   144,783 0 0
TERRENO RLTY CORP COM 88146M101 1,632 48,484 SH   SOLE   48,484 0 0
CHATHAM LODGING TR COM 16208T102 799 39,759 SH   SOLE   39,759 0 0
CORESITE RLTY CORP COM 21870Q105 3,506 33,863 SH   SOLE   33,863 0 0
WHITESTONE REIT COM 966084204 476 38,883 SH   SOLE   38,883 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,544 64,057 SH   SOLE   64,057 0 0
AMERICAN ASSETS TR INC COM 024013104 1,583 40,188 SH   SOLE   40,188 0 0
SUMMIT HOTEL PPTYS COM 866082100 1,895 101,582 SH   SOLE   101,582 0 0
PREFERRED APT CMNTYS INC COM 74039L103 487 30,894 SH   SOLE   30,894 0 0
STAG INDL INC COM 85254J102 2,439 88,381 SH   SOLE   88,381 0 0
RLJ LODGING TR COM 74965L101 2,434 122,494 SH   SOLE   122,494 0 0
PROLOGIS INC COM 74340W103 30,938 527,584 SH   SOLE   527,584 0 0
DDR CORP COM 23317H102 2,801 308,806 SH   SOLE   308,806 0 0
CUBESMART COM 229663109 4,330 180,122 SH   SOLE   180,122 0 0
AMERICAN TOWER CORP NEW COM 03027X100 55,960 422,914 SH   SOLE   422,914 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,522 63,334 SH   SOLE   63,334 0 0
RETAIL PPTYS AMER INC CL A 76131V202 2,890 236,713 SH   SOLE   236,713 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 2,817 44,005 SH   SOLE   44,005 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 813 130,841 SH   SOLE   130,841 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 2,347 84,437 SH   SOLE   84,437 0 0
AGREE REALTY CORP COM 008492100 1,226 26,717 SH   SOLE   26,717 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,079 71,720 SH   SOLE   71,720 0 0
ONE LIBERTY PPTYS INC COM 682406103 382 16,324 SH   SOLE   16,324 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,009 78,232 SH   SOLE   78,232 0 0
UMH PPTYS INC COM 903002103 466 27,329 SH   SOLE   27,329 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 633 31,959 SH   SOLE   31,959 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 3,481 99,369 SH   SOLE   99,369 0 0
VENTAS INC COM 92276F100 24,667 355,021 SH   SOLE   355,021 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 4,806 235,142 SH   SOLE   235,142 0 0
GETTY RLTY CORP NEW COM 374297109 685 27,304 SH   SOLE   27,304 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3,018 172,155 SH   SOLE   172,155 0 0
FELCOR LODGING TR INC COM 31430F101 930 128,971 SH   SOLE   128,971 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,736 162,463 SH   SOLE   162,463 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3,375 113,248 SH   SOLE   113,248 0 0
LEXINGTON REALTY TRUST COM 529043101 2,315 233,615 SH   SOLE   233,615 0 0
MACK CALI RLTY CORP COM 554489104 2,476 91,244 SH   SOLE   91,244 0 0
MID AMER APT CMNTYS INC COM 59522J103 11,951 113,412 SH   SOLE   113,412 0 0
REALTY INCOME CORP COM 756109104 15,084 273,351 SH   SOLE   273,351 0 0
SAUL CTRS INC COM 804395101 643 11,082 SH   SOLE   11,082 0 0
SUN CMNTYS INC COM 866674104 6,605 75,320 SH   SOLE   75,320 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,431 93,587 SH   SOLE   93,587 0 0
RAYONIER INC COM 754907103 3,672 127,625 SH   SOLE   127,625 0 0
ALEXANDERS INC COM 014752109 899 2,132 SH   SOLE   2,132 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10,846 90,031 SH   SOLE   90,031 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 6,703 155,985 SH   SOLE   155,985 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,416 167,957 SH   SOLE   167,957 0 0
CAMDEN PPTY TR SH BEN INT 133131102 7,385 86,366 SH   SOLE   86,366 0 0
COUSINS PPTYS INC COM 222795106 3,645 414,681 SH   SOLE   414,681 0 0
EASTGROUP PPTY INC COM 277276101 2,764 32,984 SH   SOLE   32,984 0 0
ESSEX PPTY TR INC COM 297178105 16,831 65,422 SH   SOLE   65,422 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 9,102 72,018 SH   SOLE   72,018 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,310 115,650 SH   SOLE   115,650 0 0
HEALTHCARE RLTY TR COM 421946104 3,920 114,778 SH   SOLE   114,778 0 0
HIGHWOODS PPTYS INC COM 431284108 5,099 100,544 SH   SOLE   100,544 0 0
KILROY RLTY CORP COM 49427F108 7,250 96,468 SH   SOLE   96,468 0 0
LTC PPTYS INC COM 502175102 2,026 39,429 SH   SOLE   39,429 0 0
LIBERTY PPTY TR SH BEN INT 531172104 5,993 147,200 SH   SOLE   147,200 0 0
MACERICH CO COM 554382101 7,950 136,929 SH   SOLE   136,929 0 0
NATIONAL HEALTH INVS INC COM 63633D104 3,142 39,678 SH   SOLE   39,678 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,433 194,823 SH   SOLE   194,823 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,600 19,639 SH   SOLE   19,639 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 791 69,866 SH   SOLE   69,866 0 0
TAUBMAN CTRS INC COM 876664103 3,515 59,024 SH   SOLE   59,024 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,452 76,866 SH   SOLE   76,866 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 3,588 119,216 SH   SOLE   119,216 0 0
KIMCO RLTY CORP COM 49446R109 7,581 413,143 SH   SOLE   413,143 0 0
VORNADO RLTY TR SH BEN INT 929042109 16,168 172,179 SH   SOLE   172,179 0 0
AVALONBAY CMNTYS INC COM 053484101 26,495 137,873 SH   SOLE   137,873 0 0
BOSTON PROPERTIES INC COM 101121101 18,971 154,212 SH   SOLE   154,212 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 23,504 357,043 SH   SOLE   357,043 0 0
HOST HOTELS & RESORTS INC COM 44107P104 13,345 730,412 SH   SOLE   730,412 0 0
SL GREEN RLTY CORP COM 78440X101 10,508 99,324 SH   SOLE   99,324 0 0
DUKE REALTY CORP COM NEW 264411505 9,935 355,455 SH   SOLE   355,455 0 0
PUBLIC STORAGE COM 74460D109 30,897 148,165 SH   SOLE   148,165 0 0
SIMON PPTY GROUP INC NEW COM 828806109 50,363 311,341 SH   SOLE   311,341 0 0
WEYERHAEUSER CO COM 962166104 25,014 746,696 SH   SOLE   746,696 0 0
REGENCY CTRS CORP COM 758849103 9,344 149,168 SH   SOLE   149,168 0 0
GLADSTONE COML CORP COM 376536108 539 24,752 SH   SOLE   24,752 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 461 75,865 SH   SOLE   75,865 0 0
ISHARES TR U.S. REAL ES ETF 464287739 119,655 1,500,000 SH   SOLE   1,500,000 0 0
FIRST POTOMAC RLTY TR COM 33610F109 694 62,454 SH   SOLE   62,454 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 447 92,124 SH   SOLE   92,124 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,484 121,584 SH   SOLE   121,584 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 6,333 133,888 SH   SOLE   133,888 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 3,539 219,530 SH   SOLE   219,530 0 0
DIGITAL RLTY TR INC COM 253868103 18,042 159,738 SH   SOLE   159,738 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 7,027 81,386 SH   SOLE   81,386 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 2,178 198,919 SH   SOLE   198,919 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,662 362,242 SH   SOLE   362,242 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,168 105,457 SH   SOLE   105,457 0 0
POTLATCH CORP NEW COM 737630103 1,832 40,092 SH   SOLE   40,092 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,816 148,742 SH   SOLE   148,742 0 0
DOUGLAS EMMETT INC COM 25960P109 5,509 144,167 SH   SOLE   144,167 0 0
UDR INC COM 902653104 10,337 265,245 SH   SOLE   265,245 0 0
HCP INC COM 40414L109 15,019 469,941 SH   SOLE   469,941 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 4,754 77,727 SH   SOLE   77,727 0 0
W P CAREY INC COM 92936U109 6,969 105,577 SH   SOLE   105,577 0 0
EPR PPTYS COM SH BEN INT 26884U109 4,524 62,943 SH   SOLE   62,943 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 634 48,980 SH   SOLE   48,980 0 0
CYRUSONE INC COM 23283R100 4,818 86,428 SH   SOLE   86,428 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 614 47,395 SH   SOLE   47,395 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 3,582 483,394 SH   SOLE   483,394 0 0
REXFORD INDL RLTY INC COM 76169C100 1,844 67,197 SH   SOLE   67,197 0 0
PHYSICIANS RLTY TR COM 71943U104 3,082 153,031 SH   SOLE   153,031 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,102 226,050 SH   SOLE   226,050 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,610 125,679 SH   SOLE   125,679 0 0
QTS RLTY TR INC COM CL A 74736A103 2,424 46,326 SH   SOLE   46,326 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 2,743 122,581 SH   SOLE   122,581 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 7,410 196,699 SH   SOLE   196,699 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,462 305,457 SH   SOLE   305,457 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 283 27,462 SH   SOLE   27,462 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 498 43,788 SH   SOLE   43,788 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 316 24,509 SH   SOLE   24,509 0 0
FARMLAND PARTNERS INC COM 31154R109 296 33,146 SH   SOLE   33,146 0 0
CARETRUST REIT INC COM 14174T107 1,343 72,464 SH   SOLE   72,464 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 3,812 120,619 SH   SOLE   120,619 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,555 82,157 SH   SOLE   82,157 0 0
NEW SR INVT GROUP INC COM 648691103 837 83,324 SH   SOLE   83,324 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 4,917 92,007 SH   SOLE   92,007 0 0
STORE CAP CORP COM 862121100 3,829 170,571 SH   SOLE   170,571 0 0
PARAMOUNT GROUP INC COM 69924R108 3,175 198,430 SH   SOLE   198,430 0 0
OUTFRONT MEDIA INC COM 69007J106 3,199 138,381 SH   SOLE   138,381 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 1,628 167,694 SH   SOLE   167,694 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 2,834 73,142 SH   SOLE   73,142 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 36,662 365,963 SH   SOLE   365,963 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 5,880 189,006 SH   SOLE   189,006 0 0
URBAN EDGE PPTYS COM 91704F104 2,307 97,222 SH   SOLE   97,222 0 0
IRON MTN INC NEW COM 46284V101 9,016 262,389 SH   SOLE   262,389 0 0
EQUINIX INC COM PAR $0.001 29444U700 33,374 77,765 SH   SOLE   77,765 0 0
XENIA HOTELS & RESORTS INC COM 984017103 2,079 107,316 SH   SOLE   107,316 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 798 38,107 SH   SOLE   38,107 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 427 17,140 SH   SOLE   17,140 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1,023 44,249 SH   SOLE   44,249 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 3,940 210,602 SH   SOLE   210,602 0 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 339 13,231 SH   SOLE   13,231 0 0
TIER REIT INC COM NEW 88650V208 932 50,411 SH   SOLE   50,411 0 0
VEREIT INC COM 92339V100 7,939 975,362 SH   SOLE   975,362 0 0
WELLTOWER INC COM 95040Q104 27,469 366,989 SH   SOLE   366,989 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 692 54,554 SH   SOLE   54,554 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,566 62,347 SH   SOLE   62,347 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 5,872 242,943 SH   SOLE   242,943 0 0
COLONY STARWOOD HOMES COM 19625X102 3,792 110,515 SH   SOLE   110,515 0 0
GLOBAL MED REIT INC COM NEW 37954A204 128 14,323 SH   SOLE   14,323 0 0
LIFE STORAGE INC COM 53223X107 3,401 45,893 SH   SOLE   45,893 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,553 185,508 SH   SOLE   185,508 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 376 29,800 SH   SOLE   29,800 0 0
PARKWAY INC COM 70156Q107 980 42,820 SH   SOLE   42,820 0 0
QUALITY CARE PPTYS INC COM 747545101 1,767 96,479 SH   SOLE   96,479 0 0
CORECIVIC INC COM 21871N101 3,247 117,713 SH   SOLE   117,713 0 0
PARK HOTELS RESORTS INC COM 700517105 3,490 129,434 SH   SOLE   129,434 0 0
GRAMERCY PPTY TR COM NEW 385002308 4,461 150,155 SH   SOLE   150,155 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 7,632 541,689 SH   SOLE   541,689 0 0
GGP INC COM 36174X101 14,528 616,628 SH   SOLE   616,628 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,476 66,375 SH   SOLE   66,375 0 0
UNITI GROUP INC COM 91325V108 4,149 165,032 SH   SOLE   165,032 0 0
CLIPPER RLTY INC COM 18885T306 189 15,330 SH   SOLE   15,330 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,266 69,166 SH   SOLE   69,166 0 0
HUDSON PAC PPTYS INC COM 444097109 5,335 156,033 SH   SOLE   156,033 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 699 70,772 SH   SOLE   70,772 0 0
GEO GROUP INC NEW COM 36162J106 3,594 121,553 SH   SOLE   121,553 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 6,096 82,861 SH   SOLE   82,861 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 720 38,921 SH   SOLE   38,921 0 0
CARE CAP PPTYS INC COM 141624106 2,247 84,176 SH   SOLE   84,176 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 426 12,695 SH   SOLE   12,695 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 16,211 120,173 SH   SOLE   120,173 0 0
INVITATION HOMES INC COM 46187W107 1,900 87,831 SH   SOLE   87,831 0 0
RSP PERMIAN INC COM 74978Q105 161,028 4,990,024 SH   SOLE   4,990,024 0 0
CRESCENT PT ENERGY CORP COM 22576C101 0 6,977,609 SH   SOLE   6,977,609 0 0
ING GROEP N V DBCV 6.000%12/3 456837AE3 307 300,000 PRN   SOLE   300,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 457 18,688 SH   SOLE   18,688 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE 8.625%12/3 780097BB6 245 225,000 PRN   SOLE   225,000 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 2,207 95,397 SH   SOLE   95,397 0 0
3M CO COM 88579Y101 5,975 28,700 SH   SOLE   28,700 0 0
ABBOTT LABS COM 002824100 6,601 135,800 SH   SOLE   135,800 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,993 24,200 SH   SOLE   24,200 0 0
ALTRIA GROUP INC COM 02209S103 5,079 68,200 SH   SOLE   68,200 0 0
AMERICAN ELEC PWR INC COM 025537101 4,321 62,200 SH   SOLE   62,200 0 0
AMERIPRISE FINL INC COM 03076C106 2,635 20,700 SH   SOLE   20,700 0 0
AMGEN INC COM 031162100 4,220 24,500 SH   SOLE   24,500 0 0
BB&T CORP COM 054937107 3,814 84,000 SH   SOLE   84,000 0 0
BCE INC PUT 05534B950 4,236 94,200 SH   SOLE   94,200 0 0
CA INC COM 12673P105 4,471 129,700 SH   SOLE   129,700 0 0
CHEVRON CORP NEW COM 166764100 8,858 84,900 SH   SOLE   84,900 0 0
CHUBB LIMITED COM H1467J104 2,762 19,000 SH   SOLE   19,000 0 0
CISCO SYS INC COM 17275R102 5,678 181,400 SH   SOLE   181,400 0 0
COCA COLA CO COM 191216100 8,212 183,100 SH   SOLE   183,100 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,516 35,100 SH   SOLE   35,100 0 0
DOMINION ENERGY INC COM 25746U109 6,460 84,300 SH   SOLE   84,300 0 0
DOW CHEM CO COM 260543103 6,086 96,500 SH   SOLE   96,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,489 53,700 SH   SOLE   53,700 0 0
EXXON MOBIL CORP COM 30231G102 8,049 99,700 SH   SOLE   99,700 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,908 77,188 SH   SOLE   77,188 0 0
GENERAL ELECTRIC CO COM 369604103 7,274 269,300 SH   SOLE   269,300 0 0
JOHNSON & JOHNSON COM 478160104 12,713 96,100 SH   SOLE   96,100 0 0
JPMORGAN CHASE & CO COM 46625H100 9,131 99,900 SH   SOLE   99,900 0 0
KRAFT HEINZ CO COM 500754106 4,984 58,200 SH   SOLE   58,200 0 0
LAS VEGAS SANDS CORP COM 517834107 3,916 61,300 SH   SOLE   61,300 0 0
MATTEL INC COM 577081102 1,748 81,200 SH   SOLE   81,200 0 0
MCDONALDS CORP COM 580135101 6,356 41,500 SH   SOLE   41,500 0 0
MERCK & CO INC COM 58933Y105 5,050 78,800 SH   SOLE   78,800 0 0
METLIFE INC COM 59156R108 4,725 86,000 SH   SOLE   86,000 0 0
MICROSOFT CORP COM 594918104 7,217 104,700 SH   SOLE   104,700 0 0
NUCOR CORP COM 670346105 2,083 36,000 SH   SOLE   36,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,999 100,200 SH   SOLE   100,200 0 0
PEPSICO INC COM 713448108 7,172 62,100 SH   SOLE   62,100 0 0
PFIZER INC COM 717081103 7,850 233,700 SH   SOLE   233,700 0 0
PROCTER AND GAMBLE CO COM 742718109 5,673 65,100 SH   SOLE   65,100 0 0
TEXAS INSTRS INC COM 882508104 3,685 47,900 SH   SOLE   47,900 0 0
UNION PAC CORP COM 907818108 6,861 63,000 SH   SOLE   63,000 0 0
US BANCORP DEL COM NEW 902973304 2,902 55,900 SH   SOLE   55,900 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,393 50,300 SH   SOLE   50,300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 11,071 247,900 SH   SOLE   247,900 0 0
WAL-MART STORES INC COM 931142103 4,586 60,600 SH   SOLE   60,600 0 0
WELLS FARGO CO NEW COM 949746101 7,918 142,900 SH   SOLE   142,900 0 0
WILLIAMS COS INC DEL COM 969457100 4,173 137,800 SH   SOLE   137,800 0 0
XCEL ENERGY INC COM 98389B100 5,028 109,600 SH   SOLE   109,600 0 0
3M CO COM 88579Y101 5,975 28,700 SH   DFND 1 28,700 0 0
ABBOTT LABS COM 002824100 6,601 135,800 SH   DFND 1 135,800 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,993 24,200 SH   DFND 1 24,200 0 0
ALTRIA GROUP INC COM 02209S103 5,079 68,200 SH   DFND 1 68,200 0 0
AMERICAN ELEC PWR INC COM 025537101 4,321 62,200 SH   DFND 1 62,200 0 0
AMERIPRISE FINL INC COM 03076C106 2,635 20,700 SH   DFND 1 20,700 0 0
AMGEN INC COM 031162100 4,220 24,500 SH   DFND 1 24,500 0 0
BB&T CORP COM 054937107 3,814 84,000 SH   DFND 1 84,000 0 0
BCE INC PUT 05534B950 4,236 94,200 SH   DFND 1 94,200 0 0
CA INC COM 12673P105 4,471 129,700 SH   DFND 1 129,700 0 0
CHEVRON CORP NEW COM 166764100 8,858 84,900 SH   DFND 1 84,900 0 0
CHUBB LIMITED COM H1467J104 2,762 19,000 SH   DFND 1 19,000 0 0
CISCO SYS INC COM 17275R102 5,678 181,400 SH   DFND 1 181,400 0 0
COCA COLA CO COM 191216100 8,212 183,100 SH   DFND 1 183,100 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,516 35,100 SH   DFND 1 35,100 0 0
DOMINION ENERGY INC COM 25746U109 6,460 84,300 SH   DFND 1 84,300 0 0
DOW CHEM CO COM 260543103 6,086 96,500 SH   DFND 1 96,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,489 53,700 SH   DFND 1 53,700 0 0
EXXON MOBIL CORP COM 30231G102 8,049 99,700 SH   DFND 1 99,700 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,908 77,188 SH   DFND 1 77,188 0 0
GENERAL ELECTRIC CO COM 369604103 7,274 269,300 SH   DFND 1 269,300 0 0
JOHNSON & JOHNSON COM 478160104 12,713 96,100 SH   DFND 1 96,100 0 0
JPMORGAN CHASE & CO COM 46625H100 9,131 99,900 SH   DFND 1 99,900 0 0
KRAFT HEINZ CO COM 500754106 4,984 58,200 SH   DFND 1 58,200 0 0
LAS VEGAS SANDS CORP COM 517834107 3,916 61,300 SH   DFND 1 61,300 0 0
MATTEL INC COM 577081102 1,748 81,200 SH   DFND 1 81,200 0 0
MCDONALDS CORP COM 580135101 6,356 41,500 SH   DFND 1 41,500 0 0
MERCK & CO INC COM 58933Y105 5,050 78,800 SH   DFND 1 78,800 0 0
METLIFE INC COM 59156R108 4,725 86,000 SH   DFND 1 86,000 0 0
MICROSOFT CORP COM 594918104 7,217 104,700 SH   DFND 1 104,700 0 0
NUCOR CORP COM 670346105 2,083 36,000 SH   DFND 1 36,000 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,999 100,200 SH   DFND 1 100,200 0 0
PEPSICO INC COM 713448108 7,172 62,100 SH   DFND 1 62,100 0 0
PFIZER INC COM 717081103 7,850 233,700 SH   DFND 1 233,700 0 0
PROCTER AND GAMBLE CO COM 742718109 5,673 65,100 SH   DFND 1 65,100 0 0
TEXAS INSTRS INC COM 882508104 3,685 47,900 SH   DFND 1 47,900 0 0
UNION PAC CORP COM 907818108 6,861 63,000 SH   DFND 1 63,000 0 0
US BANCORP DEL COM NEW 902973304 2,902 55,900 SH   DFND 1 55,900 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,393 50,300 SH   DFND 1 50,300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 11,071 247,900 SH   DFND 1 247,900 0 0
WAL-MART STORES INC COM 931142103 4,586 60,600 SH   DFND 1 60,600 0 0
WELLS FARGO CO NEW COM 949746101 7,918 142,900 SH   DFND 1 142,900 0 0
WILLIAMS COS INC DEL COM 969457100 4,173 137,800 SH   DFND 1 137,800 0 0
XCEL ENERGY INC COM 98389B100 5,028 109,600 SH   DFND 1 109,600 0 0