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
ISHARES TR IBOXX HI YD ETF 464288513 402,971 4,540,011 SH   SOLE   4,540,011 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,010,652 8,336,653 SH   SOLE   8,336,653 0 0
NUSHARES ETF TR ENHANCD 1 5 YR 67092P110 14,998 598,000 SH   SOLE   598,000 0 0
NUSHARES ETF TR ENHANCED YIELD 67092P102 24,657 998,240 SH   SOLE   998,240 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 19,446 399,143 SH   SOLE   399,143 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 22,497 473,724 SH   SOLE   473,724 0 0
ARCH COAL INC CL A 039380407 12,654 176,388 SH   SOLE   176,388 0 0
CALPINE CORP COM NEW 131347304 32,866 2,228,216 SH   SOLE   2,228,216 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 11,423 31,431 SH   SOLE   31,431 0 0
DIAMONDBACK ENERGY INC COM 25278X109 432 4,410 SH   SOLE   4,410 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 6,480 211,063 SH   SOLE   211,063 0 0
GRACE W R & CO DEL NEW COM 38388F108 15,228 211,063 SH   SOLE   211,063 0 0
INFRAREIT INC COM 45685L100 95,912 4,287,507 SH   SOLE   4,287,507 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 22,336 419,142 SH   SOLE   419,142 0 0
PEABODY ENERGY CORP NEW 8.5% PFD CONV A 704551407 6,382 101,763 SH   SOLE   101,763 0 0
PEABODY ENERGY CORP NEW COM 704551100 26,377 909,252 SH   SOLE   909,252 0 0
TRIBUNE MEDIA CO CL A 896047503 8,147 199,400 SH   SOLE   199,400 0 0
TRONOX LTD SHS CL A Q9235V101 5,247 248,690 SH   SOLE   248,690 0 0
VISTRA ENERGY CORP COM 92840M102 17,157 917,980 SH   SOLE   917,980 0 0
NUSHARES ETF TR ESG EMERGING 67092P888 10,577 390,000 SH   SOLE   390,000 0 0
NUSHARES ETF TR ESG INTL DEVEL 67092P805 10,105 390,000 SH   SOLE   390,000 0 0
NUSHARES ETF TR ESG LARGE CAP 67092P201 5,908 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG LRG VALUE 67092P300 5,460 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG MID CAP 67092P409 5,542 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG MID VALUE 67092P508 5,304 200,000 SH   SOLE   200,000 0 0
NUSHARES ETF TR ESG SMALL CAP 67092P607 11,024 400,000 SH   SOLE   400,000 0 0
NUSHARES ETF TR SHORT TERM REIT 67092P706 5,147 198,500 SH   SOLE   198,500 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 799 130,841 SH   SOLE   130,841 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 2,353 82,202 SH   SOLE   82,202 0 0
AGREE REALTY CORP COM 008492100 1,389 28,294 SH   SOLE   28,294 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 1,161 71,720 SH   SOLE   71,720 0 0
ONE LIBERTY PPTYS INC COM 682406103 398 16,324 SH   SOLE   16,324 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 1,018 78,232 SH   SOLE   78,232 0 0
UMH PPTYS INC COM 903002103 480 30,879 SH   SOLE   30,879 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 985 13,049 SH   SOLE   13,049 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 694 31,959 SH   SOLE   31,959 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 3,262 99,369 SH   SOLE   99,369 0 0
VENTAS INC COM 92276F100 23,038 353,728 SH   SOLE   353,728 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 4,597 235,142 SH   SOLE   235,142 0 0
GETTY RLTY CORP NEW COM 374297109 925 32,335 SH   SOLE   32,335 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3,011 172,155 SH   SOLE   172,155 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,629 162,463 SH   SOLE   162,463 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3,286 113,248 SH   SOLE   113,248 0 0
LEXINGTON REALTY TRUST COM 529043101 2,388 233,615 SH   SOLE   233,615 0 0
MACK CALI RLTY CORP COM 554489104 2,163 91,244 SH   SOLE   91,244 0 0
MID AMER APT CMNTYS INC COM 59522J103 12,121 113,412 SH   SOLE   113,412 0 0
REALTY INCOME CORP COM 756109104 15,574 272,317 SH   SOLE   272,317 0 0
SAUL CTRS INC COM 804395101 686 11,082 SH   SOLE   11,082 0 0
SUN CMNTYS INC COM 866674104 6,453 75,320 SH   SOLE   75,320 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,285 93,587 SH   SOLE   93,587 0 0
RAYONIER INC COM 754907103 3,687 127,625 SH   SOLE   127,625 0 0
ALEXANDERS INC COM 014752109 904 2,132 SH   SOLE   2,132 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10,976 92,255 SH   SOLE   92,255 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 6,842 155,985 SH   SOLE   155,985 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,409 167,957 SH   SOLE   167,957 0 0
CAMDEN PPTY TR SH BEN INT 133131102 8,305 90,816 SH   SOLE   90,816 0 0
COUSINS PPTYS INC COM 222795106 3,873 414,681 SH   SOLE   414,681 0 0
EASTGROUP PPTY INC COM 277276101 2,907 32,984 SH   SOLE   32,984 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8,945 72,018 SH   SOLE   72,018 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,550 117,988 SH   SOLE   117,988 0 0
HEALTHCARE RLTY TR COM 421946104 3,929 121,482 SH   SOLE   121,482 0 0
HIGHWOODS PPTYS INC COM 431284108 5,237 100,544 SH   SOLE   100,544 0 0
KILROY RLTY CORP COM 49427F108 6,861 96,468 SH   SOLE   96,468 0 0
LTC PPTYS INC COM 502175102 1,852 39,429 SH   SOLE   39,429 0 0
LIBERTY PPTY TR SH BEN INT 531172104 6,044 147,200 SH   SOLE   147,200 0 0
MACERICH CO COM 554382101 7,527 136,929 SH   SOLE   136,929 0 0
NATIONAL HEALTH INVS INC COM 63633D104 3,067 39,678 SH   SOLE   39,678 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,622 19,639 SH   SOLE   19,639 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 733 69,866 SH   SOLE   69,866 0 0
TAUBMAN CTRS INC COM 876664103 2,933 59,024 SH   SOLE   59,024 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 2,518 76,866 SH   SOLE   76,866 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 3,784 119,216 SH   SOLE   119,216 0 0
KIMCO RLTY CORP COM 49446R109 8,077 413,143 SH   SOLE   413,143 0 0
VORNADO RLTY TR SH BEN INT 929042109 13,237 172,179 SH   SOLE   172,179 0 0
AVALONBAY CMNTYS INC COM 053484101 24,503 137,335 SH   SOLE   137,335 0 0
BOSTON PROPERTIES INC COM 101121101 18,875 153,602 SH   SOLE   153,602 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 23,447 355,638 SH   SOLE   355,638 0 0
HOST HOTELS & RESORTS INC COM 44107P104 13,505 730,412 SH   SOLE   730,412 0 0
SL GREEN RLTY CORP COM 78440X101 9,743 96,162 SH   SOLE   96,162 0 0
DUKE REALTY CORP COM NEW 264411505 10,244 355,455 SH   SOLE   355,455 0 0
SIMON PPTY GROUP INC NEW COM 828806109 49,956 310,266 SH   SOLE   310,266 0 0
WEYERHAEUSER CO COM 962166104 25,348 744,863 SH   SOLE   744,863 0 0
REGENCY CTRS CORP COM 758849103 9,254 149,168 SH   SOLE   149,168 0 0
GLADSTONE COML CORP COM 376536108 620 27,842 SH   SOLE   27,842 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 506 75,865 SH   SOLE   75,865 0 0
ISHARES TR U.S. REAL ES ETF 464287739 119,820 1,500,000 SH   SOLE   1,500,000 0 0
FIRST POTOMAC RLTY TR COM 33610F109 696 62,454 SH   SOLE   62,454 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 518 92,124 SH   SOLE   92,124 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 5,911 133,888 SH   SOLE   133,888 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 3,600 223,998 SH   SOLE   223,998 0 0
DIGITAL RLTY TR INC COM 253868103 24,101 203,672 SH   SOLE   203,672 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 6,924 81,386 SH   SOLE   81,386 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 2,178 198,919 SH   SOLE   198,919 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,120 105,457 SH   SOLE   105,457 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 6,197 148,742 SH   SOLE   148,742 0 0
DOUGLAS EMMETT INC COM 25960P109 5,683 144,167 SH   SOLE   144,167 0 0
UDR INC COM 902653104 10,087 265,245 SH   SOLE   265,245 0 0
HCP INC COM 40414L109 13,031 468,228 SH   SOLE   468,228 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 1,760 93,766 SH   SOLE   93,766 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,046 107,617 SH   SOLE   107,617 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 2,473 68,431 SH   SOLE   68,431 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 1,590 58,946 SH   SOLE   58,946 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,919 144,783 SH   SOLE   144,783 0 0
TERRENO RLTY CORP COM 88146M101 1,840 50,869 SH   SOLE   50,869 0 0
CHATHAM LODGING TR COM 16208T102 848 39,759 SH   SOLE   39,759 0 0
HUDSON PAC PPTYS INC COM 444097109 5,232 156,033 SH   SOLE   156,033 0 0
CORESITE RLTY CORP COM 21870Q105 3,789 33,863 SH   SOLE   33,863 0 0
WHITESTONE REIT COM 966084204 507 38,883 SH   SOLE   38,883 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,812 173,736 SH   SOLE   173,736 0 0
AMERICAN ASSETS TR INC COM 024013104 1,598 40,188 SH   SOLE   40,188 0 0
SUMMIT HOTEL PPTYS COM 866082100 1,624 101,582 SH   SOLE   101,582 0 0
PREFERRED APT CMNTYS INC COM 74039L103 583 30,894 SH   SOLE   30,894 0 0
STAG INDL INC COM 85254J102 2,526 91,969 SH   SOLE   91,969 0 0
RLJ LODGING TR COM 74965L101 3,722 169,181 SH   SOLE   169,181 0 0
PROLOGIS INC COM 74340W103 33,385 526,083 SH   SOLE   526,083 0 0
DDR CORP COM 23317H102 2,829 308,806 SH   SOLE   308,806 0 0
CUBESMART COM 229663109 4,676 180,122 SH   SOLE   180,122 0 0
AMERICAN TOWER CORP NEW COM 03027X100 57,637 421,695 SH   SOLE   421,695 0 0
RETAIL PPTYS AMER INC CL A 76131V202 3,024 230,343 SH   SOLE   230,343 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 2,750 44,005 SH   SOLE   44,005 0 0
W P CAREY INC COM 92936U109 7,115 105,577 SH   SOLE   105,577 0 0
EPR PPTYS COM SH BEN INT 26884U109 4,390 62,943 SH   SOLE   62,943 0 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 544 48,980 SH   SOLE   48,980 0 0
CYRUSONE INC COM 23283R100 5,093 86,428 SH   SOLE   86,428 0 0
ARMADA HOFFLER PPTYS INC COM 04208T108 655 47,395 SH   SOLE   47,395 0 0
REXFORD INDL RLTY INC COM 76169C100 2,004 70,011 SH   SOLE   70,011 0 0
PHYSICIANS RLTY TR COM 71943U104 3,161 178,281 SH   SOLE   178,281 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,196 239,344 SH   SOLE   239,344 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 720 70,772 SH   SOLE   70,772 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,581 125,679 SH   SOLE   125,679 0 0
QTS RLTY TR INC COM CL A 74736A103 2,481 47,384 SH   SOLE   47,384 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 2,669 122,581 SH   SOLE   122,581 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 7,389 200,306 SH   SOLE   200,306 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,743 305,457 SH   SOLE   305,457 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 261 27,462 SH   SOLE   27,462 0 0
CATCHMARK TIMBER TR INC CL A 14912Y202 498 39,488 SH   SOLE   39,488 0 0
BLUEROCK RESIDENTIAL GRW REI COM CL A 09627J102 271 24,509 SH   SOLE   24,509 0 0
FARMLAND PARTNERS INC COM 31154R109 300 33,146 SH   SOLE   33,146 0 0
CARETRUST REIT INC COM 14174T107 1,451 76,188 SH   SOLE   76,188 0 0
GEO GROUP INC NEW COM 36162J106 3,270 121,553 SH   SOLE   121,553 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 3,667 120,619 SH   SOLE   120,619 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,664 82,157 SH   SOLE   82,157 0 0
NEW SR INVT GROUP INC COM 648691103 762 83,324 SH   SOLE   83,324 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,329 92,007 SH   SOLE   92,007 0 0
STORE CAP CORP COM 862121100 4,242 170,571 SH   SOLE   170,571 0 0
PARAMOUNT GROUP INC COM 69924R108 3,175 198,430 SH   SOLE   198,430 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 2,628 73,142 SH   SOLE   73,142 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 40,110 401,185 SH   SOLE   401,185 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 5,890 197,648 SH   SOLE   197,648 0 0
URBAN EDGE PPTYS COM 91704F104 2,345 97,222 SH   SOLE   97,222 0 0
IRON MTN INC NEW COM 46284V101 10,207 262,389 SH   SOLE   262,389 0 0
XENIA HOTELS & RESORTS INC COM 984017103 2,259 107,316 SH   SOLE   107,316 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 788 38,107 SH   SOLE   38,107 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 407 17,140 SH   SOLE   17,140 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1,073 44,249 SH   SOLE   44,249 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 3,982 210,602 SH   SOLE   210,602 0 0
COMMUNITY HEALTHCARE TR INC COM 20369C106 481 17,855 SH   SOLE   17,855 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 727 38,921 SH   SOLE   38,921 0 0
TIER REIT INC COM NEW 88650V208 973 50,411 SH   SOLE   50,411 0 0
VEREIT INC COM 92339V100 8,086 975,362 SH   SOLE   975,362 0 0
WELLTOWER INC COM 95040Q104 25,699 365,663 SH   SOLE   365,663 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 699 54,554 SH   SOLE   54,554 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 1,554 62,347 SH   SOLE   62,347 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 449 12,695 SH   SOLE   12,695 0 0
FOREST CITY RLTY TR INC COM CL A 345605109 6,197 242,943 SH   SOLE   242,943 0 0
GLOBAL MED REIT INC COM NEW 37954A204 129 14,323 SH   SOLE   14,323 0 0
LIFE STORAGE INC COM 53223X107 3,755 45,893 SH   SOLE   45,893 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,545 185,508 SH   SOLE   185,508 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 350 29,800 SH   SOLE   29,800 0 0
PARKWAY INC COM 70156Q107 986 42,820 SH   SOLE   42,820 0 0
CORECIVIC INC COM 21871N101 3,151 117,713 SH   SOLE   117,713 0 0
PARK HOTELS RESORTS INC COM 700517105 3,988 144,718 SH   SOLE   144,718 0 0
GRAMERCY PPTY TR COM NEW 385002308 4,542 150,155 SH   SOLE   150,155 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 17,255 119,786 SH   SOLE   119,786 0 0
GGP INC COM 36174X101 12,807 616,628 SH   SOLE   616,628 0 0
INVITATION HOMES INC COM 46187W107 1,989 87,831 SH   SOLE   87,831 0 0
CLIPPER RLTY INC COM 18885T306 164 15,330 SH   SOLE   15,330 0 0
GLOBAL NET LEASE INC COM NEW 379378201 1,453 66,375 SH   SOLE   66,375 0 0
UNITI GROUP INC COM 91325V108 2,419 165,032 SH   SOLE   165,032 0 0
SAFETY INCOME & GROWTH INC COM 78649D104 205 11,006 SH   SOLE   11,006 0 0
JBG SMITH PPTYS COM 46590V100 2,945 86,089 SH   SOLE   86,089 0 0
STARWOOD WAYPOINT HOMES COM 85572F105 4,610 126,762 SH   SOLE   126,762 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 6,804 541,689 SH   SOLE   541,689 0 0
ESSEX PPTY TR INC COM 297178105 16,554 65,165 SH   SOLE   65,165 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,217 194,823 SH   SOLE   194,823 0 0
PUBLIC STORAGE COM 74460D109 31,583 147,591 SH   SOLE   147,591 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,717 121,584 SH   SOLE   121,584 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,756 362,242 SH   SOLE   362,242 0 0
POTLATCH CORP NEW COM 737630103 2,045 40,092 SH   SOLE   40,092 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,483 63,334 SH   SOLE   63,334 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 4,143 483,394 SH   SOLE   483,394 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,678 82,861 SH   SOLE   82,861 0 0
OUTFRONT MEDIA INC COM 69007J106 3,484 138,381 SH   SOLE   138,381 0 0
EQUINIX INC COM PAR $0.001 29444U700 34,603 77,532 SH   SOLE   77,532 0 0
QUALITY CARE PPTYS INC COM 747545101 1,495 96,479 SH   SOLE   96,479 0 0
RSP PERMIAN INC COM 74978Q105 172,605 4,990,024 SH   SOLE   4,990,024 0 0
CRESCENT PT ENERGY CORP COM 22576C101 56,201 6,977,609 SH   SOLE   6,977,609 0 0
DISH NETWORK CORP NOTE 3.375% 8/1 25470MAB5 1,723 1,540,000 SH   SOLE   1,540,000 0 0
PEABODY ENERGY CORP NEW COM 704551100 568 19,593 SH   SOLE   19,593 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 2,209 95,397 SH   SOLE   95,397 0 0
3M CO COM 88579Y101 6,087 28,998 SH   SOLE   28,998 0 0
ABBOTT LABS COM 002824100 5,987 112,200 SH   SOLE   112,200 0 0
ABBVIE INC COM 00287Y109 4,185 47,100 SH   SOLE   47,100 0 0
ACCO BRANDS CORP COM 00081T108 572 48,054 SH   SOLE   48,054 0 0
ADDUS HOMECARE CORP COM 006739106 464 13,155 SH   SOLE   13,155 0 0
ADECOAGRO S A COM L00849106 480 44,461 SH   SOLE   44,461 0 0
ALTRIA GROUP INC COM 02209S103 3,311 52,200 SH   SOLE   52,200 0 0
AMERICAN ASSETS TR INC COM 024013104 309 7,764 SH   SOLE   7,764 0 0
AMERICAN ELEC PWR INC COM 025537101 4,383 62,400 SH   SOLE   62,400 0 0
AMERIPRISE FINL INC COM 03076C106 3,076 20,710 SH   SOLE   20,710 0 0
AMGEN INC COM 031162100 4,619 24,772 SH   SOLE   24,772 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 583 12,764 SH   SOLE   12,764 0 0
BB&T CORP COM 054937107 3,958 84,320 SH   SOLE   84,320 0 0
BCE INC PUT 05534B950 4,403 94,200 SH   SOLE   94,200 0 0
BOISE CASCADE CO DEL COM 09739D100 426 12,219 SH   SOLE   12,219 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 358 19,890 SH   SOLE   19,890 0 0
CA INC COM 12673P105 4,339 129,974 SH   SOLE   129,974 0 0
CAMBREX CORP COM 132011107 502 9,119 SH   SOLE   9,119 0 0
CHEVRON CORP NEW COM 166764100 9,976 84,900 SH   SOLE   84,900 0 0
CIENA CORP COM NEW 171779309 575 26,165 SH   SOLE   26,165 0 0
CIRRUS LOGIC INC COM 172755100 469 8,789 SH   SOLE   8,789 0 0
CISCO SYS INC COM 17275R102 7,772 231,118 SH   SOLE   231,118 0 0
COCA COLA CO COM 191216100 5,802 128,900 SH   SOLE   128,900 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 413 21,652 SH   SOLE   21,652 0 0
COTIVITI HLDGS INC COM 22164K101 471 13,088 SH   SOLE   13,088 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,524 35,250 SH   SOLE   35,250 0 0
CUSTOMERS BANCORP INC COM 23204G100 647 19,843 SH   SOLE   19,843 0 0
DELUXE CORP COM 248019101 413 5,664 SH   SOLE   5,664 0 0
DOMINION ENERGY INC COM 25746U109 6,510 84,622 SH   SOLE   84,622 0 0
DOWDUPONT INC COM 26078J100 6,681 96,500 SH   SOLE   96,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,507 53,700 SH   SOLE   53,700 0 0
EMCOR GROUP INC COM 29084Q100 344 4,961 SH   SOLE   4,961 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 346 8,552 SH   SOLE   8,552 0 0
ESSENT GROUP LTD COM G3198U102 450 11,114 SH   SOLE   11,114 0 0
EXLSERVICE HOLDINGS INC COM 302081104 343 5,873 SH   SOLE   5,873 0 0
EXXON MOBIL CORP COM 30231G102 8,173 99,700 SH   SOLE   99,700 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 286 8,036 SH   SOLE   8,036 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,121 57,488 SH   SOLE   57,488 0 0
GENERAL ELECTRIC CO COM 369604103 6,512 269,300 SH   SOLE   269,300 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 588 17,389 SH   SOLE   17,389 0 0
GRAY TELEVISION INC COM 389375106 470 29,927 SH   SOLE   29,927 0 0
GREAT WESTN BANCORP INC COM 391416104 463 11,214 SH   SOLE   11,214 0 0
HACKETT GROUP INC COM 404609109 583 38,391 SH   SOLE   38,391 0 0
HOOKER FURNITURE CORP COM 439038100 581 12,166 SH   SOLE   12,166 0 0
HUDSON PAC PPTYS INC COM 444097109 391 11,658 SH   SOLE   11,658 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,422 245,100 SH   SOLE   245,100 0 0
INC RESH HLDGS INC CL A 45329R109 392 7,494 SH   SOLE   7,494 0 0
INDEPENDENT BK GROUP INC COM 45384B106 415 6,882 SH   SOLE   6,882 0 0
INNOSPEC INC COM 45768S105 326 5,295 SH   SOLE   5,295 0 0
J2 GLOBAL INC COM 48123V102 647 8,764 SH   SOLE   8,764 0 0
JOHNSON & JOHNSON COM 478160104 12,588 96,824 SH   SOLE   96,824 0 0
JPMORGAN CHASE & CO COM 46625H100 9,541 99,900 SH   SOLE   99,900 0 0
KFORCE INC COM 493732101 443 21,926 SH   SOLE   21,926 0 0
KITE RLTY GROUP TR COM NEW 49803T300 456 22,494 SH   SOLE   22,494 0 0
KRAFT HEINZ CO COM 500754106 4,555 58,742 SH   SOLE   58,742 0 0
LAS VEGAS SANDS CORP COM 517834107 2,400 37,400 SH   SOLE   37,400 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 526 13,173 SH   SOLE   13,173 0 0
LITHIA MTRS INC CL A 536797103 344 2,860 SH   SOLE   2,860 0 0
M/I HOMES INC COM 55305B101 610 22,818 SH   SOLE   22,818 0 0
MACK CALI RLTY CORP COM 554489104 293 12,376 SH   SOLE   12,376 0 0
MAGELLAN HEALTH INC COM NEW 559079207 394 4,567 SH   SOLE   4,567 0 0
MARCUS CORP COM 566330106 603 21,751 SH   SOLE   21,751 0 0
MCDONALDS CORP COM 580135101 5,123 32,700 SH   SOLE   32,700 0 0
MERCER INTL INC COM 588056101 323 27,289 SH   SOLE   27,289 0 0
MERCK & CO INC COM 58933Y105 5,101 79,661 SH   SOLE   79,661 0 0
METHODE ELECTRS INC COM 591520200 518 12,240 SH   SOLE   12,240 0 0
METLIFE INC COM 59156R108 4,483 86,300 SH   SOLE   86,300 0 0
MICROSOFT CORP COM 594918104 6,548 87,900 SH   SOLE   87,900 0 0
MITEK SYS INC COM NEW 606710200 469 49,329 SH   SOLE   49,329 0 0
MOTORCAR PTS AMER INC COM 620071100 552 18,745 SH   SOLE   18,745 0 0
NATUS MEDICAL INC DEL COM 639050103 581 15,491 SH   SOLE   15,491 0 0
NAUTILUS INC COM 63910B102 315 18,639 SH   SOLE   18,639 0 0
NAVIGANT CONSULTING INC COM 63935N107 523 30,908 SH   SOLE   30,908 0 0
NCI BUILDING SYS INC COM NEW 628852204 455 29,192 SH   SOLE   29,192 0 0
NUCOR CORP COM 670346105 2,023 36,100 SH   SOLE   36,100 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 6,458 100,581 SH   SOLE   100,581 0 0
ORMAT TECHNOLOGIES INC COM 686688102 357 5,844 SH   SOLE   5,844 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 288 51,860 SH   SOLE   51,860 0 0
PATRICK INDS INC COM 703343103 492 5,854 SH   SOLE   5,854 0 0
PEPSICO INC COM 713448108 5,697 51,122 SH   SOLE   51,122 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 403 14,278 SH   SOLE   14,278 0 0
PFIZER INC COM 717081103 8,343 233,700 SH   SOLE   233,700 0 0
PRA HEALTH SCIENCES INC COM 69354M108 594 7,803 SH   SOLE   7,803 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 691 11,458 SH   SOLE   11,458 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 555 11,086 SH   SOLE   11,086 0 0
PROCTER AND GAMBLE CO COM 742718109 5,977 65,696 SH   SOLE   65,696 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 328 19,512 SH   SOLE   19,512 0 0
RADIAN GROUP INC COM 750236101 346 18,535 SH   SOLE   18,535 0 0
REGIONAL MGMT CORP COM 75902K106 489 20,203 SH   SOLE   20,203 0 0
RSP PERMIAN INC COM 74978Q105 388 11,226 SH   SOLE   11,226 0 0
SANMINA CORPORATION COM 801056102 375 10,105 SH   SOLE   10,105 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 418 11,241 SH   SOLE   11,241 0 0
SMART SAND INC COM 83191H107 261 38,559 SH   SOLE   38,559 0 0
STERLING BANCORP DEL COM 85917A100 712 28,868 SH   SOLE   28,868 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 518 43,908 SH   SOLE   43,908 0 0
SUNTRUST BKS INC COM 867914103 3,562 59,600 SH   SOLE   59,600 0 0
TECH DATA CORP COM 878237106 668 7,521 SH   SOLE   7,521 0 0
TEXAS INSTRS INC COM 882508104 5,279 58,891 SH   SOLE   58,891 0 0
TOWER INTL INC COM 891826109 676 24,848 SH   SOLE   24,848 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 765 24,885 SH   SOLE   24,885 0 0
U S CONCRETE INC COM NEW 90333L201 325 4,260 SH   SOLE   4,260 0 0
U S SILICA HLDGS INC COM 90346E103 231 7,419 SH   SOLE   7,419 0 0
UNION PAC CORP COM 907818108 7,376 63,605 SH   SOLE   63,605 0 0
UNIVERSAL FST PRODS INC COM 913543104 449 4,578 SH   SOLE   4,578 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,892 50,590 SH   SOLE   50,590 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,333 249,203 SH   SOLE   249,203 0 0
VONAGE HLDGS CORP COM 92886T201 427 52,452 SH   SOLE   52,452 0 0
WAL-MART STORES INC COM 931142103 5,603 71,700 SH   SOLE   71,700 0 0
WASHINGTON TR BANCORP COM 940610108 474 8,277 SH   SOLE   8,277 0 0
WESBANCO INC COM 950810101 347 8,460 SH   SOLE   8,460 0 0
WILLIAMS COS INC DEL COM 969457100 4,135 137,800 SH   SOLE   137,800 0 0
WSFS FINL CORP COM 929328102 443 9,085 SH   SOLE   9,085 0 0
XCEL ENERGY INC COM 98389B100 5,211 110,127 SH   SOLE   110,127 0 0
XPO LOGISTICS INC COM 983793100 542 7,994 SH   SOLE   7,994 0 0
3M CO COM 88579Y101 6,087 28,998 SH   DFND 1 28,998 0 0
ABBOTT LABS COM 002824100 5,987 112,200 SH   DFND 1 112,200 0 0
ABBVIE INC COM 00287Y109 4,185 47,100 SH   DFND 1 47,100 0 0
ACCO BRANDS CORP COM 00081T108 572 48,054 SH   DFND 1 48,054 0 0
ADDUS HOMECARE CORP COM 006739106 464 13,155 SH   DFND 1 13,155 0 0
ADECOAGRO S A COM L00849106 480 44,461 SH   DFND 1 44,461 0 0
ALTRIA GROUP INC COM 02209S103 3,311 52,200 SH   DFND 1 52,200 0 0
AMERICAN ASSETS TR INC COM 024013104 309 7,764 SH   DFND 1 7,764 0 0
AMERICAN ELEC PWR INC COM 025537101 4,383 62,400 SH   DFND 1 62,400 0 0
AMERIPRISE FINL INC COM 03076C106 3,076 20,710 SH   DFND 1 20,710 0 0
AMGEN INC COM 031162100 4,619 24,772 SH   DFND 1 24,772 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 583 12,764 SH   DFND 1 12,764 0 0
BB&T CORP COM 054937107 3,958 84,320 SH   DFND 1 84,320 0 0
BCE INC PUT 05534B950 4,403 94,200 SH   DFND 1 94,200 0 0
BOISE CASCADE CO DEL COM 09739D100 426 12,219 SH   DFND 1 12,219 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 358 19,890 SH   DFND 1 19,890 0 0
CA INC COM 12673P105 4,339 129,974 SH   DFND 1 129,974 0 0
CAMBREX CORP COM 132011107 502 9,119 SH   DFND 1 9,119 0 0
CHEVRON CORP NEW COM 166764100 9,976 84,900 SH   DFND 1 84,900 0 0
CIENA CORP COM NEW 171779309 575 26,165 SH   DFND 1 26,165 0 0
CIRRUS LOGIC INC COM 172755100 469 8,789 SH   DFND 1 8,789 0 0
CISCO SYS INC COM 17275R102 7,772 231,118 SH   DFND 1 231,118 0 0
COCA COLA CO COM 191216100 5,802 128,900 SH   DFND 1 128,900 0 0
CONSOLIDATED COMM HLDGS INC COM 209034107 413 21,652 SH   DFND 1 21,652 0 0
COTIVITI HLDGS INC COM 22164K101 471 13,088 SH   DFND 1 13,088 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 3,524 35,250 SH   DFND 1 35,250 0 0
CUSTOMERS BANCORP INC COM 23204G100 647 19,843 SH   DFND 1 19,843 0 0
DELUXE CORP COM 248019101 413 5,664 SH   DFND 1 5,664 0 0
DOMINION ENERGY INC COM 25746U109 6,510 84,622 SH   DFND 1 84,622 0 0
DOWDUPONT INC COM 26078J100 6,681 96,500 SH   DFND 1 96,500 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 4,507 53,700 SH   DFND 1 53,700 0 0
EMCOR GROUP INC COM 29084Q100 344 4,961 SH   DFND 1 4,961 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 346 8,552 SH   DFND 1 8,552 0 0
ESSENT GROUP LTD COM G3198U102 450 11,114 SH   DFND 1 11,114 0 0
EXLSERVICE HOLDINGS INC COM 302081104 343 5,873 SH   DFND 1 5,873 0 0
EXXON MOBIL CORP COM 30231G102 8,173 99,700 SH   DFND 1 99,700 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 286 8,036 SH   DFND 1 8,036 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,121 57,488 SH   DFND 1 57,488 0 0
GENERAL ELECTRIC CO COM 369604103 6,512 269,300 SH   DFND 1 269,300 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 588 17,389 SH   DFND 1 17,389 0 0
GRAY TELEVISION INC COM 389375106 470 29,927 SH   DFND 1 29,927 0 0
GREAT WESTN BANCORP INC COM 391416104 463 11,214 SH   DFND 1 11,214 0 0
HACKETT GROUP INC COM 404609109 583 38,391 SH   DFND 1 38,391 0 0
HOOKER FURNITURE CORP COM 439038100 581 12,166 SH   DFND 1 12,166 0 0
HUDSON PAC PPTYS INC COM 444097109 391 11,658 SH   DFND 1 11,658 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,422 245,100 SH   DFND 1 245,100 0 0
INC RESH HLDGS INC CL A 45329R109 392 7,494 SH   DFND 1 7,494 0 0
INDEPENDENT BK GROUP INC COM 45384B106 415 6,882 SH   DFND 1 6,882 0 0
INNOSPEC INC COM 45768S105 326 5,295 SH   DFND 1 5,295 0 0
J2 GLOBAL INC COM 48123V102 647 8,764 SH   DFND 1 8,764 0 0
JOHNSON & JOHNSON COM 478160104 12,588 96,824 SH   DFND 1 96,824 0 0
JPMORGAN CHASE & CO COM 46625H100 9,541 99,900 SH   DFND 1 99,900 0 0
KFORCE INC COM 493732101 443 21,926 SH   DFND 1 21,926 0 0
KITE RLTY GROUP TR COM NEW 49803T300 456 22,494 SH   DFND 1 22,494 0 0
KRAFT HEINZ CO COM 500754106 4,555 58,742 SH   DFND 1 58,742 0 0
LAS VEGAS SANDS CORP COM 517834107 2,400 37,400 SH   DFND 1 37,400 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 526 13,173 SH   DFND 1 13,173 0 0
LITHIA MTRS INC CL A 536797103 344 2,860 SH   DFND 1 2,860 0 0
M/I HOMES INC COM 55305B101 610 22,818 SH   DFND 1 22,818 0 0
MACK CALI RLTY CORP COM 554489104 293 12,376 SH   DFND 1 12,376 0 0
MAGELLAN HEALTH INC COM NEW 559079207 394 4,567 SH   DFND 1 4,567 0 0
MARCUS CORP COM 566330106 603 21,751 SH   DFND 1 21,751 0 0
MCDONALDS CORP COM 580135101 5,123 32,700 SH   DFND 1 32,700 0 0
MERCER INTL INC COM 588056101 323 27,289 SH   DFND 1 27,289 0 0
MERCK & CO INC COM 58933Y105 5,101 79,661 SH   DFND 1 79,661 0 0
METHODE ELECTRS INC COM 591520200 518 12,240 SH   DFND 1 12,240 0 0
METLIFE INC COM 59156R108 4,483 86,300 SH   DFND 1 86,300 0 0
MICROSOFT CORP COM 594918104 6,548 87,900 SH   DFND 1 87,900 0 0
MITEK SYS INC COM NEW 606710200 469 49,329 SH   DFND 1 49,329 0 0
MOTORCAR PTS AMER INC COM 620071100 552 18,745 SH   DFND 1 18,745 0 0
NATUS MEDICAL INC DEL COM 639050103 581 15,491 SH   DFND 1 15,491 0 0
NAUTILUS INC COM 63910B102 315 18,639 SH   DFND 1 18,639 0 0
NAVIGANT CONSULTING INC COM 63935N107 523 30,908 SH   DFND 1 30,908 0 0
NCI BUILDING SYS INC COM NEW 628852204 455 29,192 SH   DFND 1 29,192 0 0
NUCOR CORP COM 670346105 2,023 36,100 SH   DFND 1 36,100 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 6,458 100,581 SH   DFND 1 100,581 0 0
ORMAT TECHNOLOGIES INC COM 686688102 357 5,844 SH   DFND 1 5,844 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 288 51,860 SH   DFND 1 51,860 0 0
PATRICK INDS INC COM 703343103 492 5,854 SH   DFND 1 5,854 0 0
PEPSICO INC COM 713448108 5,697 51,122 SH   DFND 1 51,122 0 0
PERFORMANCE FOOD GROUP CO COM 71377A103 403 14,278 SH   DFND 1 14,278 0 0
PFIZER INC COM 717081103 8,343 233,700 SH   DFND 1 233,700 0 0
PRA HEALTH SCIENCES INC COM 69354M108 594 7,803 SH   DFND 1 7,803 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 691 11,458 SH   DFND 1 11,458 0 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 555 11,086 SH   DFND 1 11,086 0 0
PROCTER AND GAMBLE CO COM 742718109 5,977 65,696 SH   DFND 1 65,696 0 0
QUANTENNA COMMUNICATIONS INC COM 74766D100 328 19,512 SH   DFND 1 19,512 0 0
RADIAN GROUP INC COM 750236101 346 18,535 SH   DFND 1 18,535 0 0
REGIONAL MGMT CORP COM 75902K106 489 20,203 SH   DFND 1 20,203 0 0
RSP PERMIAN INC COM 74978Q105 388 11,226 SH   DFND 1 11,226 0 0
SANMINA CORPORATION COM 801056102 375 10,105 SH   DFND 1 10,105 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 418 11,241 SH   DFND 1 11,241 0 0
SMART SAND INC COM 83191H107 261 38,559 SH   DFND 1 38,559 0 0
STERLING BANCORP DEL COM 85917A100 712 28,868 SH   DFND 1 28,868 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 518 43,908 SH   DFND 1 43,908 0 0
SUNTRUST BKS INC COM 867914103 3,562 59,600 SH   DFND 1 59,600 0 0
TECH DATA CORP COM 878237106 668 7,521 SH   DFND 1 7,521 0 0
TEXAS INSTRS INC COM 882508104 5,279 58,891 SH   DFND 1 58,891 0 0
TOWER INTL INC COM 891826109 676 24,848 SH   DFND 1 24,848 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 765 24,885 SH   DFND 1 24,885 0 0
U S CONCRETE INC COM NEW 90333L201 325 4,260 SH   DFND 1 4,260 0 0
U S SILICA HLDGS INC COM 90346E103 231 7,419 SH   DFND 1 7,419 0 0
UNION PAC CORP COM 907818108 7,376 63,605 SH   DFND 1 63,605 0 0
UNIVERSAL FST PRODS INC COM 913543104 449 4,578 SH   DFND 1 4,578 0 0
VALERO ENERGY CORP NEW COM 91913Y100 3,892 50,590 SH   DFND 1 50,590 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 12,333 249,203 SH   DFND 1 249,203 0 0
VONAGE HLDGS CORP COM 92886T201 427 52,452 SH   DFND 1 52,452 0 0
WAL-MART STORES INC COM 931142103 5,603 71,700 SH   DFND 1 71,700 0 0
WASHINGTON TR BANCORP COM 940610108 474 8,277 SH   DFND 1 8,277 0 0
WESBANCO INC COM 950810101 347 8,460 SH   DFND 1 8,460 0 0
WILLIAMS COS INC DEL COM 969457100 4,135 137,800 SH   DFND 1 137,800 0 0
WSFS FINL CORP COM 929328102 443 9,085 SH   DFND 1 9,085 0 0
XCEL ENERGY INC COM 98389B100 5,211 110,127 SH   DFND 1 110,127 0 0
XPO LOGISTICS INC COM 983793100 542 7,994 SH   DFND 1 7,994 0 0