The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
BOSTON SCIENTIFIC CORP. | COM | 101137107 | 447 | 15,321 | SH | SOLE | 15,321 | 0 | 0 | ||
BOYD GAMING CORPORATION | COM | 103304101 | 370 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
BRIDGE BANCORP INC | COM | 108035106 | 401 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
BRINK'S COMPANY | COM | 109696104 | 1,331 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO. | COM | 110122108 | 2,542 | 39,879 | SH | SOLE | 39,879 | 0 | 0 | ||
BRITISH AMERICAN TOBACCO PLC | ADR | 110448107 | 756 | 12,098 | SH | SOLE | 12,098 | 0 | 0 | ||
BROOKFIELD ASSET MANAGEMENT INC. | COM | 112585104 | 465 | 11,250 | SH | SOLE | 11,250 | 0 | 0 | ||
BRUNSWICK CORPORATION | COM | 117043109 | 285 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
BUCKEYE PARTNERS L.P. | COM | 118230101 | 2,913 | 51,100 | SH | SOLE | 51,100 | 0 | 0 | ||
BURLINGTON STORES INC. | COM | 122017106 | 477 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
CBS CORP. | COM | 124857202 | 1,133 | 19,527 | SH | SOLE | 19,527 | 0 | 0 | ||
CECO ENVIRONMENTAL CORP | COM | 125141101 | 132 | 15,656 | SH | SOLE | 15,656 | 0 | 0 | ||
CF INDUSTRIES HOLDINGS INC. | COM | 125269100 | 844 | 24,015 | SH | SOLE | 24,015 | 0 | 0 | ||
CIGNA CORP. | COM | 125509109 | 5,521 | 29,531 | SH | SOLE | 29,531 | 0 | 0 | ||
CIT GROUP INC. | COM | 125581801 | 216 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
CMS ENERGY CORP. | COM | 125896100 | 524 | 11,313 | SH | SOLE | 11,313 | 0 | 0 | ||
CNA FINANCIAL CORP. | COM | 126117100 | 633 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
CSX CORP. | COM | 126408103 | 2,658 | 48,980 | SH | SOLE | 48,980 | 0 | 0 | ||
CVR PARTNERS LP | COM | 126633106 | 408 | 126,319 | SH | SOLE | 126,319 | 0 | 0 | ||
CVS HEALTH CORPORATION | COM | 126650100 | 4,227 | 51,977 | SH | SOLE | 51,977 | 0 | 0 | ||
CABOT OIL & GAS CORPORATION | COM | 127097103 | 413 | 15,440 | SH | SOLE | 15,440 | 0 | 0 | ||
CACI INTERNATIONAL INC. | COM | 127190304 | 321 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
CADENCE DESIGN SYSTEMS INC. | COM | 127387108 | 1,662 | 42,100 | SH | SOLE | 42,100 | 0 | 0 | ||
CALPINE CORP. | COM | 131347304 | 301 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
CAMPBELL SOUP COMPANY | COM | 134429109 | 290 | 6,189 | SH | SOLE | 6,189 | 0 | 0 | ||
CANADIAN NATURAL RESOURCES LTD. | COM | 136385101 | 1,466 | 43,760 | SH | SOLE | 43,760 | 0 | 0 | ||
CARLISLE COMPANIES INCORPORATED | COM | 142339100 | 687 | 6,850 | SH | SOLE | 6,850 | 0 | 0 | ||
CASEY'S GENERAL STORES INC. | COM | 147528103 | 1,007 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
CATERPILLAR INC. | COM | 149123101 | 6,486 | 52,005 | SH | SOLE | 52,005 | 0 | 0 | ||
CELANESE CORPORATION | COM | 150870103 | 4,036 | 38,710 | SH | SOLE | 38,710 | 0 | 0 | ||
CELGENE CORP. | COM | 151020104 | 9,817 | 67,324 | SH | SOLE | 67,324 | 0 | 0 | ||
CENTRAL GARDEN & PET CO. | COM | 153527205 | 457 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
CENTRAL PACIFIC FINANCIAL CORP | COM | 154760409 | 302 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
CENTURYLINK INC. | COM | 156700106 | 368 | 19,489 | SH | SOLE | 19,489 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP. | COM | 163731102 | 418 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CHEMOURS COMPANY | COM | 163851108 | 8,167 | 161,368 | SH | SOLE | 161,368 | 0 | 0 | ||
CHEVRON CORPORATION | COM | 166764100 | 9,995 | 85,065 | SH | SOLE | 85,065 | 0 | 0 | ||
CHILDRENS PLACE RETAIL STORES INC. | COM | 168905107 | 260 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
CINCINNATI FINANCIAL CORP. | COM | 172062101 | 587 | 7,663 | SH | SOLE | 7,663 | 0 | 0 | ||
CIRRUS LOGIC INC. | COM | 172755100 | 592 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
CINTAS CORP. | COM | 172908105 | 339 | 2,347 | SH | SOLE | 2,347 | 0 | 0 | ||
CITIGROUP INC. | COM | 172967424 | 29,265 | 402,321 | SH | SOLE | 402,321 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP INC. | COM | 174610105 | 3,291 | 86,900 | SH | SOLE | 86,900 | 0 | 0 | ||
CITRIX SYSTEMS INC. | COM | 177376100 | 1,054 | 13,722 | SH | SOLE | 13,722 | 0 | 0 | ||
CLEAN ENERGY FUELS CORP. | COM | 184499101 | 496 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
CLOROX CO. | COM | 189054109 | 216 | 1,640 | SH | SOLE | 1,640 | 0 | 0 | ||
COACH INC. | COM | 189754104 | 303 | 7,513 | SH | SOLE | 7,513 | 0 | 0 | ||
COCA-COLA CO. | COM | 191216100 | 7,153 | 158,914 | SH | SOLE | 158,914 | 0 | 0 | ||
COGNEX CORPORATION | COM | 192422103 | 2,029 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION | COM | 192446102 | 462 | 6,374 | SH | SOLE | 6,374 | 0 | 0 | ||
COLFAX CORP. | COM | 194014106 | 204 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
COLGATE-PALMOLIVE CO. | COM | 194162103 | 823 | 11,292 | SH | SOLE | 11,292 | 0 | 0 | ||
COLUMBUS MCKINNON CORP. | COM | 199333105 | 1,329 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
COMERICA INC. | COM | 200340107 | 3,702 | 48,545 | SH | SOLE | 48,545 | 0 | 0 | ||
COMPANIA DE MINAS BUENAVENTURA S.A.A. | ADR | 204448104 | 641 | 50,100 | SH | SOLE | 50,100 | 0 | 0 | ||
CONAGRA BRANDS INC | COM | 205887102 | 763 | 22,608 | SH | SOLE | 22,608 | 0 | 0 | ||
CONSOLIDATED EDISON INC. | COM | 209115104 | 666 | 8,251 | SH | SOLE | 8,251 | 0 | 0 | ||
COOPER COMPANIES INC. | COM | 216648402 | 4,251 | 17,930 | SH | SOLE | 17,930 | 0 | 0 | ||
CORNING INC. | COM | 219350105 | 2,984 | 99,741 | SH | SOLE | 99,741 | 0 | 0 | ||
CRANE CO. | COM | 224399105 | 314 | 3,920 | SH | SOLE | 3,920 | 0 | 0 | ||
CREDIT ACCEPTANCE CORP. | COM | 225310101 | 1,984 | 7,080 | SH | SOLE | 7,080 | 0 | 0 | ||
CROWN HOLDINGS INC. | COM | 228368106 | 215 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
CULLEN/FROST BANKERS INC. | COM | 229899109 | 237 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
CUMMINS INC. | COM | 231021106 | 6,432 | 38,278 | SH | SOLE | 38,278 | 0 | 0 | ||
DTE ENERGY COMPANY | COM | 233331107 | 3,456 | 32,192 | SH | SOLE | 32,192 | 0 | 0 | ||
DANA INCORPORATED | COM | 235825205 | 369 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 4,326 | 50,428 | SH | SOLE | 50,428 | 0 | 0 | ||
DARDEN RESTAURANTS INC. | COM | 237194105 | 672 | 8,527 | SH | SOLE | 8,527 | 0 | 0 | ||
DARLING INGREDIENTS INC. | COM | 237266101 | 221 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
DEERE & COMPANY | COM | 244199105 | 6,576 | 52,361 | SH | SOLE | 52,361 | 0 | 0 | ||
DELTA AIR LINES INC. | COM | 247361702 | 2,353 | 48,797 | SH | SOLE | 48,797 | 0 | 0 | ||
DICK'S SPORTING GOODS INC. | COM | 253393102 | 613 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
WALT DISNEY COMPANY | COM | 254687106 | 4,155 | 42,154 | SH | SOLE | 42,154 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | COM | 254709108 | 489 | 7,578 | SH | SOLE | 7,578 | 0 | 0 | ||
DOLLAR GENERAL CORP. | COM | 256677105 | 1,013 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
DOLLAR TREE INC. | COM | 256746108 | 247 | 2,846 | SH | SOLE | 2,846 | 0 | 0 | ||
DOMTAR CORP. | COM | 257559203 | 353 | 8,137 | SH | SOLE | 8,137 | 0 | 0 | ||
DONALDSON CO INC | COM | 257651109 | 968 | 21,075 | SH | SOLE | 21,075 | 0 | 0 | ||
DORMAN PRODUCTS INC. | COM | 258278100 | 387 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
DOVER CORP. | COM | 260003108 | 1,113 | 12,176 | SH | SOLE | 12,176 | 0 | 0 | ||
DUNKIN' BRANDS GROUP INC | COM | 265504100 | 472 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
EAGLE BANCORP INC | COM | 268948106 | 878 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
ETRADE FINANCIAL CORP. | COM | 269246401 | 2,458 | 56,354 | SH | SOLE | 56,354 | 0 | 0 | ||
EASTMAN CHEMICAL CO. | COM | 277432100 | 4,772 | 52,740 | SH | SOLE | 52,740 | 0 | 0 | ||
EATON VANCE CORP. | COM | 278265103 | 351 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 1,767 | 45,942 | SH | SOLE | 45,942 | 0 | 0 | ||
EDISON INTERNATIONAL | COM | 281020107 | 1,585 | 20,540 | SH | SOLE | 20,540 | 0 | 0 | ||
ELECTRONIC ARTS INC. | COM | 285512109 | 2,765 | 23,423 | SH | SOLE | 23,423 | 0 | 0 | ||
EMERSON ELECTRIC CO. | COM | 291011104 | 1,158 | 18,422 | SH | SOLE | 18,422 | 0 | 0 | ||
ENTERPRISE PRODUCTS PARTNERS L.P. | COM | 293792107 | 9,082 | 348,359 | SH | SOLE | 348,359 | 0 | 0 | ||
EQUIFAX INC. | COM | 294429105 | 281 | 2,648 | SH | SOLE | 2,648 | 0 | 0 | ||
EURONET WORLDWIDE INC. | COM | 298736109 | 654 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
FMC CORP. | COM | 302491303 | 1,116 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
FAIR ISAAC CORP. | COM | 303250104 | 379 | 2,700 | SH | SOLE | 2,700 | 0 | 0 | ||
FEDERATED INVESTORS INC. | COM | 314211103 | 403 | 13,580 | SH | SOLE | 13,580 | 0 | 0 | ||
F5 NETWORKS INC. | COM | 315616102 | 1,286 | 10,670 | SH | SOLE | 10,670 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 1,192 | 42,602 | SH | SOLE | 42,602 | 0 | 0 | ||
FIRST HORIZON NATIONAL CORP. | COM | 320517105 | 372 | 19,416 | SH | SOLE | 19,416 | 0 | 0 | ||
FIRST INTERNET BANCORP | COM | 320557101 | 249 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
FIRST SOLAR INC. | COM | 336433107 | 257 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
FISERV INC. | COM | 337738108 | 1,046 | 8,110 | SH | SOLE | 8,110 | 0 | 0 | ||
FIRSTENERGY CORP. | COM | 337932107 | 514 | 16,673 | SH | SOLE | 16,673 | 0 | 0 | ||
FLEETCOR TECHNOLOGIES INC. | COM | 339041105 | 720 | 4,650 | SH | SOLE | 4,650 | 0 | 0 | ||
FLUOR CORP. | COM | 343412102 | 1,059 | 25,156 | SH | SOLE | 25,156 | 0 | 0 | ||
FOOT LOCKER INC. | COM | 344849104 | 623 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
FORD MOTOR CO. | COM | 345370860 | 2,651 | 221,475 | SH | SOLE | 221,475 | 0 | 0 | ||
FRANKLIN RESOURCES INC. | COM | 354613101 | 669 | 15,035 | SH | SOLE | 15,035 | 0 | 0 | ||
GAP INC. | COM | 364760108 | 3,724 | 126,095 | SH | SOLE | 126,095 | 0 | 0 | ||
GENERAL DYNAMICS CORP. | COM | 369550108 | 995 | 4,840 | SH | SOLE | 4,840 | 0 | 0 | ||
GENERAL ELECTRIC CO. | COM | 369604103 | 1,585 | 65,562 | SH | SOLE | 65,562 | 0 | 0 | ||
GENERAL MILLS INC. | COM | 370334104 | 223 | 4,316 | SH | SOLE | 4,316 | 0 | 0 | ||
GENTEX CORPORATION | COM | 371901109 | 1,139 | 57,520 | SH | SOLE | 57,520 | 0 | 0 | ||
GENESIS ENERGY L.P. | COM | 371927104 | 2,142 | 81,300 | SH | SOLE | 81,300 | 0 | 0 | ||
GIBRALTAR INDUSTRIES INC. | COM | 374689107 | 206 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
GILEAD SCIENCES INC. | COM | 375558103 | 9,518 | 117,482 | SH | SOLE | 117,482 | 0 | 0 | ||
GODADDY INC | COM | 380237107 | 596 | 13,700 | SH | SOLE | 13,700 | 0 | 0 | ||
GOODYEAR TIRE & RUBBER COMPANY | COM | 382550101 | 835 | 25,112 | SH | SOLE | 25,112 | 0 | 0 | ||
GRACO INC. | COM | 384109104 | 1,192 | 9,640 | SH | SOLE | 9,640 | 0 | 0 | ||
GRAPHIC PACKAGING HOLDING CO. | COM | 388689101 | 699 | 50,100 | SH | SOLE | 50,100 | 0 | 0 | ||
GREAT WESTERN BANCORP INC. | COM | 391416104 | 248 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
GULFPORT ENERGY CORP. | COM | 402635304 | 1,403 | 97,850 | SH | SOLE | 97,850 | 0 | 0 | ||
HALLIBURTON CO. | COM | 406216101 | 3,831 | 83,238 | SH | SOLE | 83,238 | 0 | 0 | ||
HANESBRANDS INC. | COM | 410345102 | 2,114 | 85,800 | SH | SOLE | 85,800 | 0 | 0 | ||
HARLEY-DAVIDSON INC. | COM | 412822108 | 757 | 15,710 | SH | SOLE | 15,710 | 0 | 0 | ||
HARTFORD FINANCIAL SERVICES GROUP INC. | COM | 416515104 | 2,413 | 43,532 | SH | SOLE | 43,532 | 0 | 0 | ||
HASBRO INC. | COM | 418056107 | 1,815 | 18,578 | SH | SOLE | 18,578 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC. | COM | 419879101 | 360 | 9,600 | SH | SOLE | 9,600 | 0 | 0 | ||
HEICO CORPORATION | COM | 422806208 | 945 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
HERSHEY COMPANY | COM | 427866108 | 324 | 2,966 | SH | SOLE | 2,966 | 0 | 0 | ||
HOLLYFRONTIER CORP. | COM | 436106108 | 464 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
HOLOGIC INC. | COM | 436440101 | 660 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
HOME DEPOT INC. | COM | 437076102 | 8,714 | 53,277 | SH | SOLE | 53,277 | 0 | 0 | ||
HONEYWELL INTERNATIONAL INC. | COM | 438516106 | 7,271 | 51,297 | SH | SOLE | 51,297 | 0 | 0 | ||
HORMEL FOODS CORP. | COM | 440452100 | 579 | 18,020 | SH | SOLE | 18,020 | 0 | 0 | ||
HUMANA INC. | COM | 444859102 | 1,340 | 5,499 | SH | SOLE | 5,499 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC. | COM | 446150104 | 793 | 56,781 | SH | SOLE | 56,781 | 0 | 0 | ||
HUNTINGTON INGALLS INDUSTRIES INC. | COM | 446413106 | 4,246 | 18,750 | SH | SOLE | 18,750 | 0 | 0 | ||
HUNTSMAN CORP. | COM | 447011107 | 6,874 | 250,700 | SH | SOLE | 250,700 | 0 | 0 | ||
HYATT HOTELS CORP. | COM | 448579102 | 433 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
ILLINOIS TOOL WORKS INC. | COM | 452308109 | 2,479 | 16,755 | SH | SOLE | 16,755 | 0 | 0 | ||
INTEGRA LIFESCIENCES HOLDINGS CORP | COM | 457985208 | 555 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
INTEL CORP. | COM | 458140100 | 11,402 | 299,434 | SH | SOLE | 299,434 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHINES CORPORATION | COM | 459200101 | 6,504 | 44,830 | SH | SOLE | 44,830 | 0 | 0 | ||
INTERNATIONAL PAPER COMPANY | COM | 460146103 | 761 | 13,394 | SH | SOLE | 13,394 | 0 | 0 | ||
INTERPUBLIC GROUP OF COMPANIES. INC. | COM | 460690100 | 690 | 33,186 | SH | SOLE | 33,186 | 0 | 0 | ||
INTUIT INC. | COM | 461202103 | 489 | 3,439 | SH | SOLE | 3,439 | 0 | 0 | ||
ISHARES MSCI BRAZIL CAPPED ETF | ETF | 464286400 | 1,501 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
ISHARES MSCI FRANCE ETF | ETF | 464286707 | 263 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
ISHARES MSCI SWITZERLAND CAPPED ETF | ETF | 464286749 | 224 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
ISHARES MSCI GERMANY ETF | ETF | 464286806 | 233 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287465 | 2,974 | 43,430 | SH | SOLE | 43,430 | 0 | 0 | ||
ISHARES TRUST | ETF | 464287689 | 15,568 | 104,289 | SH | SOLE | 104,289 | 0 | 0 | ||
ISHARES TRUST | ETF | 464288588 | 332 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
JABIL INC. | COM | 466313103 | 1,981 | 69,400 | SH | SOLE | 69,400 | 0 | 0 | ||
JACOBS ENGINEERING GROUP INC. | COM | 469814107 | 678 | 11,644 | SH | SOLE | 11,644 | 0 | 0 | ||
JETBLUE AIRWAYS CORPORATION | COM | 477143101 | 441 | 23,800 | SH | SOLE | 23,800 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 13,093 | 100,711 | SH | SOLE | 100,711 | 0 | 0 | ||
KLA-TENCOR CORP. | COM | 482480100 | 4,366 | 41,187 | SH | SOLE | 41,187 | 0 | 0 | ||
KLX INC. | COM | 482539103 | 3,425 | 64,700 | SH | SOLE | 64,700 | 0 | 0 | ||
KAISER ALUMINUM CORP. | COM | 483007704 | 1,336 | 12,958 | SH | SOLE | 12,958 | 0 | 0 | ||
KAMAN CORP. | COM | 483548103 | 234 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
KELLOGG CO. | COM | 487836108 | 711 | 11,403 | SH | SOLE | 11,403 | 0 | 0 | ||
KENNAMETAL INC. | COM | 489170100 | 371 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 1,216 | 64,632 | SH | SOLE | 64,632 | 0 | 0 | ||
KIMBERLY-CLARK CORP. | COM | 494368103 | 1,336 | 11,355 | SH | SOLE | 11,355 | 0 | 0 | ||
KOHL'S CORP. | COM | 500255104 | 2,725 | 59,691 | SH | SOLE | 59,691 | 0 | 0 | ||
KRAFT HEINZ COMPANY, THE | COM | 500754106 | 429 | 5,531 | SH | SOLE | 5,531 | 0 | 0 | ||
KROGER CO. | COM | 501044101 | 286 | 14,246 | SH | SOLE | 14,246 | 0 | 0 | ||
L-3 COMMUNICATIONS CORP. | COM | 502413107 | 1,269 | 6,734 | SH | SOLE | 6,734 | 0 | 0 | ||
LAKELAND FINANCIAL CORP. | COM | 511656100 | 621 | 12,750 | SH | SOLE | 12,750 | 0 | 0 | ||
LAM RESEARCH CORP. | COM | 512807108 | 9,111 | 49,236 | SH | SOLE | 49,236 | 0 | 0 | ||
LAMB WESTON HOLDINGS INC. | COM | 513272104 | 1,597 | 34,065 | SH | SOLE | 34,065 | 0 | 0 | ||
LAS VEGAS SANDS CORP. | COM | 517834107 | 680 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
ESTEE LAUDER COMPANIES INC. | COM | 518439104 | 1,716 | 15,916 | SH | SOLE | 15,916 | 0 | 0 | ||
LEAR CORP. | COM | 521865204 | 2,624 | 15,160 | SH | SOLE | 15,160 | 0 | 0 | ||
LEGG MASON INC. | COM | 524901105 | 1,054 | 26,800 | SH | SOLE | 26,800 | 0 | 0 | ||
LEIDOS HOLDINGS INC. | COM | 525327102 | 264 | 4,450 | SH | SOLE | 4,450 | 0 | 0 | ||
LIBERTY BROADBAND CORP | COM | 530307107 | 1,893 | 20,100 | SH | SOLE | 20,100 | 0 | 0 | ||
LIBERTY SIRIUSXM GROUP | COM | 531229409 | 1,487 | 35,500 | SH | SOLE | 35,500 | 0 | 0 | ||
LIBERTY SIRIUSXM GROUP | COM | 531229607 | 1,599 | 38,200 | SH | SOLE | 38,200 | 0 | 0 | ||
ELI LILLY & CO. | COM | 532457108 | 3,920 | 45,821 | SH | SOLE | 45,821 | 0 | 0 | ||
LINCOLN ELECTRIC HOLDINGS INC. | COM | 533900106 | 660 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
LINCOLN NATIONAL CORP. | COM | 534187109 | 2,976 | 40,507 | SH | SOLE | 40,507 | 0 | 0 | ||
LIONS GATE ENTERTAINMENT CORP. | COM | 535919500 | 703 | 22,100 | SH | SOLE | 22,100 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT INC. | COM | 538034109 | 1,833 | 42,100 | SH | SOLE | 42,100 | 0 | 0 | ||
LOCKHEED MARTIN CORP. | COM | 539830109 | 4,099 | 13,211 | SH | SOLE | 13,211 | 0 | 0 | ||
LOEWS CORP. | COM | 540424108 | 447 | 9,337 | SH | SOLE | 9,337 | 0 | 0 | ||
LOUISIANA-PACIFIC CORP. | COM | 546347105 | 321 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 3,510 | 107,700 | SH | SOLE | 107,700 | 0 | 0 | ||
MAGELLAN MIDSTREAM PARTNERS LP | COM | 559080106 | 3,013 | 42,400 | SH | SOLE | 42,400 | 0 | 0 | ||
MANITOWOC CO INC. | COM | 563571108 | 971 | 107,900 | SH | SOLE | 107,900 | 0 | 0 | ||
MARATHON OIL CORPORATION | COM | 565849106 | 899 | 66,312 | SH | SOLE | 66,312 | 0 | 0 | ||
MARSH & MCLENNAN COMPANIES INC. | COM | 571748102 | 1,177 | 14,043 | SH | SOLE | 14,043 | 0 | 0 | ||
MARRIOTT INTERNATIONAL INC. | COM | 571903202 | 2,001 | 18,149 | SH | SOLE | 18,149 | 0 | 0 | ||
MARTIN MIDSTREAM PARTNERS L.P. | COM | 573331105 | 1,676 | 107,800 | SH | SOLE | 107,800 | 0 | 0 | ||
MASCO CORP. | COM | 574599106 | 1,616 | 41,419 | SH | SOLE | 41,419 | 0 | 0 | ||
MASIMO CORPORATION | COM | 574795100 | 918 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
MASTEC INC. | COM | 576323109 | 780 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
MCDONALD'S CORPORATION | COM | 580135101 | 2,285 | 14,585 | SH | SOLE | 14,585 | 0 | 0 | ||
MERCANTILE BANK CORPORATION | COM | 587376104 | 269 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
METTLER-TOLEDO INTERNATIONAL INC. | COM | 592688105 | 332 | 530 | SH | SOLE | 530 | 0 | 0 | ||
MICRO FOCUS INTERNATIONAL PLC | ADR | 594837304 | 1,684 | 52,571 | SH | SOLE | 52,571 | 0 | 0 | ||
MICROSOFT CORP. | COM | 594918104 | 40,038 | 537,496 | SH | SOLE | 537,496 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 3,909 | 43,545 | SH | SOLE | 43,545 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | COM | 595112103 | 4,993 | 126,950 | SH | SOLE | 126,950 | 0 | 0 | ||
MICROSEMI CORP. | COM | 595137100 | 319 | 6,200 | SH | SOLE | 6,200 | 0 | 0 | ||
MOHAWK INDUSTRIES INC. | COM | 608190104 | 3,369 | 13,610 | SH | SOLE | 13,610 | 0 | 0 | ||
MONRO INC. | COM | 610236101 | 263 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
MOODY'S CORPORATION | COM | 615369105 | 968 | 6,955 | SH | SOLE | 6,955 | 0 | 0 | ||
MORGAN STANLEY - PARENT | COM | 617446448 | 9,060 | 188,093 | SH | SOLE | 188,093 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC. | COM | 620076307 | 2,450 | 28,871 | SH | SOLE | 28,871 | 0 | 0 | ||
MURPHY USA INC. | COM | 626755102 | 2,292 | 33,213 | SH | SOLE | 33,213 | 0 | 0 | ||
NATIONAL BEVERAGE CORPORATION | COM | 635017106 | 583 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC. | COM | 637071101 | 837 | 23,413 | SH | SOLE | 23,413 | 0 | 0 | ||
NEWELL BRANDS INC. | COM | 651229106 | 204 | 4,783 | SH | SOLE | 4,783 | 0 | 0 | ||
NEWFIELD EXPLORATION CO. | COM | 651290108 | 846 | 28,500 | SH | SOLE | 28,500 | 0 | 0 | ||
NEWMARKET CORPORATION | COM | 651587107 | 255 | 600 | SH | SOLE | 600 | 0 | 0 | ||
NEWMONT MINING CORPORATION | COM | 651639106 | 1,367 | 36,454 | SH | SOLE | 36,454 | 0 | 0 | ||
NIKE INC. | COM | 654106103 | 1,646 | 31,748 | SH | SOLE | 31,748 | 0 | 0 | ||
NORDSON CORP. | COM | 655663102 | 237 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
NORDSTROM INC. | COM | 655664100 | 892 | 18,919 | SH | SOLE | 18,919 | 0 | 0 | ||
NORFOLK SOUTHERN CORP. | COM | 655844108 | 4,092 | 30,946 | SH | SOLE | 30,946 | 0 | 0 | ||
NORTHERN TRUST CORP. | COM | 665859104 | 544 | 5,920 | SH | SOLE | 5,920 | 0 | 0 | ||
NORTHROP GRUMMAN CORP. | COM | 666807102 | 6,586 | 22,891 | SH | SOLE | 22,891 | 0 | 0 | ||
NUCOR CORP. | COM | 670346105 | 578 | 10,317 | SH | SOLE | 10,317 | 0 | 0 | ||
OCCIDENTAL PETROLEUM CORP. | COM | 674599105 | 615 | 9,575 | SH | SOLE | 9,575 | 0 | 0 | ||
OFFICE DEPOT INC. | COM | 676220106 | 678 | 149,400 | SH | SOLE | 149,400 | 0 | 0 | ||
OLD NATIONAL BANCORP | COM | 680033107 | 350 | 19,115 | SH | SOLE | 19,115 | 0 | 0 | ||
OLD REPUBLIC INTERNATIONAL CORP. | COM | 680223104 | 305 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
OMNICOM GROUP INC. | COM | 681919106 | 937 | 12,645 | SH | SOLE | 12,645 | 0 | 0 | ||
ON SEMICONDUCTOR CORP. | COM | 682189105 | 1,409 | 76,300 | SH | SOLE | 76,300 | 0 | 0 | ||
ONEOK INC. | COM | 682680103 | 16,874 | 304,538 | SH | SOLE | 304,538 | 0 | 0 | ||
OSHKOSH CORP. | COM | 688239201 | 6,265 | 75,900 | SH | SOLE | 75,900 | 0 | 0 | ||
OWENS CORNING | COM | 690742101 | 3,581 | 46,300 | SH | SOLE | 46,300 | 0 | 0 | ||
OWENS-ILLINOIS INC. | COM | 690768403 | 1,716 | 68,200 | SH | SOLE | 68,200 | 0 | 0 | ||
PNC FINANCIAL SERVICES GROUP INC. | COM | 693475105 | 11,070 | 82,139 | SH | SOLE | 82,139 | 0 | 0 | ||
PVH CORP. | COM | 693656100 | 2,100 | 16,660 | SH | SOLE | 16,660 | 0 | 0 | ||
PACCAR INC. | COM | 693718108 | 402 | 5,556 | SH | SOLE | 5,556 | 0 | 0 | ||
PACKAGING CORP. OF AMERICA | COM | 695156109 | 4,009 | 34,960 | SH | SOLE | 34,960 | 0 | 0 | ||
PACWEST BANCORP | COM | 695263103 | 338 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
PALO ALTO NETWORKS INC | COM | 697435105 | 529 | 3,670 | SH | SOLE | 3,670 | 0 | 0 | ||
PARKER-HANNIFIN CORP. | COM | 701094104 | 6,332 | 36,178 | SH | SOLE | 36,178 | 0 | 0 | ||
PEOPLE'S UNITED FINANCIAL INC | COM | 712704105 | 602 | 33,210 | SH | SOLE | 33,210 | 0 | 0 | ||
PEPSICO INC. | COM | 713448108 | 7,761 | 69,651 | SH | SOLE | 69,651 | 0 | 0 | ||
PERKINELMER INC. | COM | 714046109 | 1,321 | 19,154 | SH | SOLE | 19,154 | 0 | 0 | ||
PFIZER INC. | COM | 717081103 | 10,258 | 287,342 | SH | SOLE | 287,342 | 0 | 0 | ||
PHILIP MORRIS INTERNATIONAL INC. | COM | 718172109 | 6,539 | 58,902 | SH | SOLE | 58,902 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 1,555 | 16,974 | SH | SOLE | 16,974 | 0 | 0 | ||
PINNACLE WEST CAPITAL CORP. | COM | 723484101 | 288 | 3,406 | SH | SOLE | 3,406 | 0 | 0 | ||
PITNEY BOWES INC. | COM | 724479100 | 231 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
PLAINS ALL AMERICAN PIPELINE L.P. | COM | 726503105 | 5,173 | 244,130 | SH | SOLE | 244,130 | 0 | 0 | ||
PLEXUS CORP. | COM | 729132100 | 1,318 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
POPULAR INC. | COM | 733174700 | 683 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
PRICELINE GROUP INC. | COM | 741503403 | 8,312 | 4,540 | SH | SOLE | 4,540 | 0 | 0 | ||
PROCTER & GAMBLE CO. | COM | 742718109 | 12,034 | 132,272 | SH | SOLE | 132,272 | 0 | 0 | ||
PROGRESSIVE CORP. | COM | 743315103 | 1,726 | 35,648 | SH | SOLE | 35,648 | 0 | 0 | ||
PROSPERITY BANCSHARES INC. | COM | 743606105 | 394 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
PRUDENTIAL FINANCIAL | COM | 744320102 | 1,791 | 16,842 | SH | SOLE | 16,842 | 0 | 0 | ||
PUBLIC SERVICE ENTERPRISE GROUP INC. | COM | 744573106 | 1,223 | 26,433 | SH | SOLE | 26,433 | 0 | 0 | ||
PULTEGROUP INC. | COM | 745867101 | 1,682 | 61,547 | SH | SOLE | 61,547 | 0 | 0 | ||
QUALCOMM INCORPORATED | COM | 747525103 | 227 | 4,388 | SH | SOLE | 4,388 | 0 | 0 | ||
RPM INTERNATIONAL INC. | COM | 749685103 | 1,102 | 21,470 | SH | SOLE | 21,470 | 0 | 0 | ||
RALPH LAUREN CORPORATION | COM | 751212101 | 1,761 | 19,950 | SH | SOLE | 19,950 | 0 | 0 | ||
RANDGOLD RESOURCES LTD | ADR | 752344309 | 727 | 7,447 | SH | SOLE | 7,447 | 0 | 0 | ||
RAYMOND JAMES FINANCIAL INC. | COM | 754730109 | 911 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
RAYTHEON CO. | COM | 755111507 | 2,897 | 15,525 | SH | SOLE | 15,525 | 0 | 0 | ||
RED HAT INC. | COM | 756577102 | 985 | 8,885 | SH | SOLE | 8,885 | 0 | 0 | ||
REGAL BELOIT CORPORATION | COM | 758750103 | 1,446 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
REINSURANCE GROUP OF AMERICA INC. | COM | 759351604 | 689 | 4,940 | SH | SOLE | 4,940 | 0 | 0 | ||
RELIANCE STEEL & ALUMINUM CO. | COM | 759509102 | 6,394 | 83,945 | SH | SOLE | 83,945 | 0 | 0 | ||
REPUBLIC SERVICES INC. | COM | 760759100 | 245 | 3,714 | SH | SOLE | 3,714 | 0 | 0 | ||
RIO TINTO PLC | ADR | 767204100 | 486 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
ROBERT HALF INTERNATIONAL INC. | COM | 770323103 | 411 | 8,161 | SH | SOLE | 8,161 | 0 | 0 | ||
ROCKWELL AUTOMATION INC. | COM | 773903109 | 3,049 | 17,109 | SH | SOLE | 17,109 | 0 | 0 | ||
ROLLINS INC. | COM | 775711104 | 964 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
ROPER INDUSTRIES INC. | COM | 776696106 | 1,090 | 4,477 | SH | SOLE | 4,477 | 0 | 0 | ||
ROSS STORES INC. | COM | 778296103 | 1,207 | 18,696 | SH | SOLE | 18,696 | 0 | 0 | ||
RUSH ENTERPRISES INC. | COM | 781846308 | 310 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
S&T BANCORP INC. | COM | 783859101 | 301 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
SEI INVESTMENTS COMPANY | COM | 784117103 | 1,221 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
SANMINA CORP. | COM | 801056102 | 862 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
SASOL LTD. | ADR | 803866300 | 311 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
SCHLUMBERGER LTD. | COM | 806857108 | 4,531 | 64,958 | SH | SOLE | 64,958 | 0 | 0 | ||
CHARLES SCHWAB CORP. | COM | 808513105 | 1,187 | 27,134 | SH | SOLE | 27,134 | 0 | 0 | ||
SCRIPPS NETWORKS INTERACTIVE INC. | COM | 811065101 | 1,838 | 21,396 | SH | SOLE | 21,396 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 3,960 | 34,693 | SH | SOLE | 34,693 | 0 | 0 | ||
SERVICE CORPORATION INTERNATIONAL | COM | 817565104 | 380 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SKYWEST INC. | COM | 830879102 | 720 | 16,400 | SH | SOLE | 16,400 | 0 | 0 | ||
A. O. SMITH CORPORATION | COM | 831865209 | 2,847 | 47,900 | SH | SOLE | 47,900 | 0 | 0 | ||
J.M. SMUCKER CO. | COM | 832696405 | 201 | 1,919 | SH | SOLE | 1,919 | 0 | 0 | ||
SOTHEBY'S | COM | 835898107 | 2,036 | 44,150 | SH | SOLE | 44,150 | 0 | 0 | ||
SOUTHERN CO. | COM | 842587107 | 452 | 9,206 | SH | SOLE | 9,206 | 0 | 0 | ||
SOUTHWEST AIRLINES CO. | COM | 844741108 | 1,587 | 28,349 | SH | SOLE | 28,349 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO. | COM | 845467109 | 576 | 94,223 | SH | SOLE | 94,223 | 0 | 0 | ||
SPARK ENERGY INC. | COM | 846511103 | 258 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
SPARTAN STORES INC. | COM | 847215100 | 295 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HOLDINGS INC | COM | 848574109 | 1,531 | 19,700 | SH | SOLE | 19,700 | 0 | 0 | ||
SQUARE INC. | COM | 852234103 | 565 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
STATE STREET CORPORATION | COM | 857477103 | 3,082 | 32,261 | SH | SOLE | 32,261 | 0 | 0 | ||
STEEL DYNAMICS INC. | COM | 858119100 | 1,141 | 33,100 | SH | SOLE | 33,100 | 0 | 0 | ||
STRYKER CORP. | COM | 863667101 | 1,704 | 11,999 | SH | SOLE | 11,999 | 0 | 0 | ||
SUBURBAN PROPANE PARTNERS L.P. | COM | 864482104 | 271 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
SUNCOR ENERGY INC. | COM | 867224107 | 617 | 17,619 | SH | SOLE | 17,619 | 0 | 0 | ||
SUNTRUST BANKS INC. | COM | 867914103 | 1,476 | 24,700 | SH | SOLE | 24,700 | 0 | 0 | ||
SYMANTEC CORPORATION | COM | 871503108 | 1,943 | 59,234 | SH | SOLE | 59,234 | 0 | 0 | ||
SYNOPSYS INC. | COM | 871607107 | 3,046 | 37,823 | SH | SOLE | 37,823 | 0 | 0 | ||
SYSCO CORP. | COM | 871829107 | 496 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
TCF FINANCIAL CORP. | COM | 872275102 | 861 | 50,500 | SH | SOLE | 50,500 | 0 | 0 | ||
TJX COMPANIES INC. | COM | 872540109 | 2,453 | 33,266 | SH | SOLE | 33,266 | 0 | 0 | ||
T-MOBILE US INC. | COM | 872590104 | 1,816 | 29,450 | SH | SOLE | 29,450 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWARE INC. | COM | 874054109 | 1,554 | 15,200 | SH | SOLE | 15,200 | 0 | 0 | ||
TALLGRASS ENERGY PARTNERS LP | COM | 874697105 | 2,117 | 44,200 | SH | SOLE | 44,200 | 0 | 0 | ||
TECH DATA CORP. | COM | 878237106 | 1,013 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
TECK RESOURCES LTD. | COM | 878742204 | 9,973 | 472,900 | SH | SOLE | 472,900 | 0 | 0 | ||
TELEDYNE TECHNOLOGIES INCORPORATED | COM | 879360105 | 462 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
TELEFLEX INCORPORATED | COM | 879369106 | 1,016 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
TENNECO INC. | COM | 880349105 | 1,068 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
TERADYNE INC. | COM | 880770102 | 1,372 | 36,800 | SH | SOLE | 36,800 | 0 | 0 | ||
TEREX CORP. | COM | 880779103 | 621 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
TERRA NITROGEN COMPANY LP | COM | 881005201 | 274 | 3,350 | SH | SOLE | 3,350 | 0 | 0 | ||
TEXAS INSTRUMENTS INC. | COM | 882508104 | 4,399 | 49,069 | SH | SOLE | 49,069 | 0 | 0 | ||
TEXTRON INC. | COM | 883203101 | 1,075 | 19,957 | SH | SOLE | 19,957 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC. | COM | 883556102 | 1,856 | 9,809 | SH | SOLE | 9,809 | 0 | 0 | ||
THOR INDUSTRIES INC. | COM | 885160101 | 680 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
TIME WARNER INC. | COM | 887317303 | 1,239 | 12,093 | SH | SOLE | 12,093 | 0 | 0 | ||
TIMKEN COMPANY, THE | COM | 887389104 | 432 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
TOLL BROTHERS INC. | COM | 889478103 | 999 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
TORCHMARK CORP. | COM | 891027104 | 1,238 | 15,452 | SH | SOLE | 15,452 | 0 | 0 | ||
TORO CO. | COM | 891092108 | 978 | 15,760 | SH | SOLE | 15,760 | 0 | 0 | ||
TOTAL SYSTEM SERVICES INC. | COM | 891906109 | 2,491 | 38,028 | SH | SOLE | 38,028 | 0 | 0 | ||
TRANSDIGM GROUP INCORPORATED | COM | 893641100 | 215 | 840 | SH | SOLE | 840 | 0 | 0 | ||
TRIBUNE MEDIA COMPANY | COM | 896047503 | 490 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
TRIMBLE INCORPORATED | COM | 896239100 | 1,614 | 41,120 | SH | SOLE | 41,120 | 0 | 0 | ||
TRINITY INDUSTRIES INC. | COM | 896522109 | 370 | 11,600 | SH | SOLE | 11,600 | 0 | 0 | ||
TUPPERWARE BRANDS CORPORATION | COM | 899896104 | 297 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
II-VI INC | COM | 902104108 | 292 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
TYSON FOODS INC. | COM | 902494103 | 685 | 9,721 | SH | SOLE | 9,721 | 0 | 0 | ||
U.S. BANCORP | COM | 902973304 | 639 | 11,921 | SH | SOLE | 11,921 | 0 | 0 | ||
UNION PACIFIC CORP. | COM | 907818108 | 4,937 | 42,572 | SH | SOLE | 42,572 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL CORP. | COM | 909839102 | 132 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
UNITED CONTINENTAL HOLDINGS INC. | COM | 910047109 | 1,857 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
UNITED PARCEL SERVICE INC. | COM | 911312106 | 2,589 | 21,555 | SH | SOLE | 21,555 | 0 | 0 | ||
UNITED RENTALS INC. | COM | 911363109 | 3,009 | 21,690 | SH | SOLE | 21,690 | 0 | 0 | ||
UNITED STATES STEEL CORP. | COM | 912909108 | 444 | 17,290 | SH | SOLE | 17,290 | 0 | 0 | ||
UNITED TECHNOLOGIES CORP. | COM | 913017109 | 2,555 | 22,012 | SH | SOLE | 22,012 | 0 | 0 | ||
VF CORP. | COM | 918204108 | 1,964 | 30,900 | SH | SOLE | 30,900 | 0 | 0 | ||
VSE CORPORATION | COM | 918284100 | 580 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
VANGUARD FTSE DEVELOPED MARKETS ETF | ETF | 921943858 | 3,249 | 74,840 | SH | SOLE | 74,840 | 0 | 0 | ||
VANGUARD FTSE EMERGING MARKETS ETF | ETF | 922042858 | 1,534 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
VEEVA SYSTEMS INC. | COM | 922475108 | 801 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
VANGUARD TOTAL STOCK MARKET ETF | ETF | 922908769 | 8,872 | 68,500 | SH | SOLE | 68,500 | 0 | 0 | ||
VMWARE INC. | COM | 928563402 | 1,821 | 16,680 | SH | SOLE | 16,680 | 0 | 0 | ||
VOYA FINANCIAL INC. | COM | 929089100 | 363 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
WAL-MART STORES INC. | COM | 931142103 | 4,241 | 54,275 | SH | SOLE | 54,275 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC. | COM | 931427108 | 2,633 | 34,102 | SH | SOLE | 34,102 | 0 | 0 | ||
WATERS CORPORATION | COM | 941848103 | 1,350 | 7,520 | SH | SOLE | 7,520 | 0 | 0 | ||
WEBSTER FINANCIAL CORPORATION | COM | 947890109 | 321 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
WELLS FARGO & COMPANY | COM | 949746101 | 12,036 | 218,233 | SH | SOLE | 218,233 | 0 | 0 | ||
WEST PHARMACEUTICAL SERVICES INC. | COM | 955306105 | 2,031 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
WESTERN ALLIANCE BANCORPORATION | COM | 957638109 | 1,152 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
WESTERN DIGITAL CORPORATION | COM | 958102105 | 4,709 | 54,503 | SH | SOLE | 54,503 | 0 | 0 | ||
WESTERN GAS PARTNERS LP | COM | 958254104 | 1,754 | 34,200 | SH | SOLE | 34,200 | 0 | 0 | ||
WESTERN UNION COMPANY | COM | 959802109 | 2,262 | 117,815 | SH | SOLE | 117,815 | 0 | 0 | ||
WESTLAKE CHEMICAL CORPORATION | COM | 960413102 | 612 | 7,360 | SH | SOLE | 7,360 | 0 | 0 | ||
WHEATON PRECIOUS METALS CORP. | COM | 962879102 | 679 | 35,570 | SH | SOLE | 35,570 | 0 | 0 | ||
WHIRLPOOL CORPORATION | COM | 963320106 | 1,043 | 5,657 | SH | SOLE | 5,657 | 0 | 0 | ||
WILLBROS GROUP INC. | COM | 969203108 | 798 | 247,723 | SH | SOLE | 247,723 | 0 | 0 | ||
WORLD ACCEPTANCE CORPORATION | COM | 981419104 | 207 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
WORTHINGTON INDUSTRIES INC. | COM | 981811102 | 8,320 | 180,870 | SH | SOLE | 180,870 | 0 | 0 | ||
WYNN RESORTS, LIMITED | COM | 983134107 | 2,826 | 18,977 | SH | SOLE | 18,977 | 0 | 0 | ||
XILINX INC. | COM | 983919101 | 1,114 | 15,727 | SH | SOLE | 15,727 | 0 | 0 | ||
XEROX CORPORATION | COM | 984121608 | 1,265 | 37,993 | SH | SOLE | 37,993 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORPORATION | COM | 989207105 | 1,618 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 4,814 | 102,040 | SH | SOLE | 102,040 | 0 | 0 | ||
ACCO BRANDS CORP. | COM | 00081T108 | 392 | 32,900 | SH | SOLE | 32,900 | 0 | 0 | ||
AFLAC INC. | COM | 001055102 | 3,273 | 40,217 | SH | SOLE | 40,217 | 0 | 0 | ||
AGCO CORPORATION | COM | 001084102 | 3,059 | 41,466 | SH | SOLE | 41,466 | 0 | 0 | ||
AES CORPORATION | COM | 00130H105 | 1,984 | 180,064 | SH | SOLE | 180,064 | 0 | 0 | ||
AMC NETWORKS INC. | COM | 00164V103 | 1,479 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
AT&T INC. | COM | 00206R102 | 16,220 | 414,097 | SH | SOLE | 414,097 | 0 | 0 | ||
ABBOTT LABORATORIES | COM | 002824100 | 6,189 | 115,990 | SH | SOLE | 115,990 | 0 | 0 | ||
ABBVIE INC. | COM | 00287Y109 | 10,442 | 117,509 | SH | SOLE | 117,509 | 0 | 0 | ||
ABIOMED INC. | COM | 003654100 | 540 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
ACTIVISION BLIZZARD INC. | COM | 00507V109 | 3,896 | 60,400 | SH | SOLE | 60,400 | 0 | 0 | ||
ADOBE SYSTEMS INC. | COM | 00724F101 | 6,662 | 44,655 | SH | SOLE | 44,655 | 0 | 0 | ||
AECOM | COM | 00766T100 | 1,491 | 40,511 | SH | SOLE | 40,511 | 0 | 0 | ||
ADVANSIX INC | COM | 00773T101 | 910 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
ADVANCED ENERGY INDUSTRIES INC. | COM | 007973100 | 1,308 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
AETNA INC. | COM | 00817Y108 | 2,151 | 13,530 | SH | SOLE | 13,530 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC. | COM | 00846U101 | 3,867 | 60,236 | SH | SOLE | 60,236 | 0 | 0 | ||
AGRIUM INC. | COM | 008916108 | 1,660 | 15,485 | SH | SOLE | 15,485 | 0 | 0 | ||
AIR LEASE CORP. | COM | 00912X302 | 1,040 | 24,400 | SH | SOLE | 24,400 | 0 | 0 | ||
AIR PRODUCTS AND CHEMICALS INC. | COM | 009158106 | 1,820 | 12,035 | SH | SOLE | 12,035 | 0 | 0 | ||
ALASKA AIR GROUP INC. | COM | 011659109 | 2,464 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
ALBEMARLE CORP. | COM | 012653101 | 1,129 | 8,280 | SH | SOLE | 8,280 | 0 | 0 | ||
ALCOA CORPORATION | COM | 013872106 | 3,505 | 75,182 | SH | SOLE | 75,182 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC. | COM | 015351109 | 822 | 5,860 | SH | SOLE | 5,860 | 0 | 0 | ||
ALIBABA GROUP HOLDING LIMITED | ADR | 01609W102 | 3,675 | 21,280 | SH | SOLE | 21,280 | 0 | 0 | ||
ALIGN TECHNOLOGY INC. | COM | 016255101 | 2,615 | 14,040 | SH | SOLE | 14,040 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORPORATION | COM | 018581108 | 503 | 2,270 | SH | SOLE | 2,270 | 0 | 0 | ||
ALLIANCE RESOURCE PARTNERS L.P. | COM | 01877R108 | 1,739 | 89,864 | SH | SOLE | 89,864 | 0 | 0 | ||
ALLISON TRANSMISSION HOLDINGS, INC | COM | 01973R101 | 4,190 | 111,650 | SH | SOLE | 111,650 | 0 | 0 | ||
ALLSTATE CORP. | COM | 020002101 | 2,971 | 32,321 | SH | SOLE | 32,321 | 0 | 0 | ||
ALLY FINANCIAL INC. | COM | 02005N100 | 456 | 18,800 | SH | SOLE | 18,800 | 0 | 0 | ||
ALPHABET INC. | COM | 02079K107 | 16,752 | 17,466 | SH | SOLE | 17,466 | 0 | 0 | ||
ALPHABET INC. | COM | 02079K305 | 14,755 | 15,153 | SH | SOLE | 15,153 | 0 | 0 | ||
ALTRIA GROUP INC. | COM | 02209S103 | 3,670 | 57,870 | SH | SOLE | 57,870 | 0 | 0 | ||
AMAZON.COM INC. | COM | 023135106 | 13,966 | 14,527 | SH | SOLE | 14,527 | 0 | 0 | ||
AMEREN CORP. | COM | 023608102 | 237 | 4,092 | SH | SOLE | 4,092 | 0 | 0 | ||
AMERICAN AIRLINES GROUP INC. | COM | 02376R102 | 3,073 | 64,700 | SH | SOLE | 64,700 | 0 | 0 | ||
AMERICAN ELECTRIC POWER CO. INC. | COM | 025537101 | 809 | 11,511 | SH | SOLE | 11,511 | 0 | 0 | ||
AMERICAN EXPRESS COMPANY | COM | 025816109 | 1,659 | 18,337 | SH | SOLE | 18,337 | 0 | 0 | ||
AMERICAN FINANCIAL GROUP INC. | COM | 025932104 | 466 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP INC. | COM | 026874784 | 3,380 | 55,059 | SH | SOLE | 55,059 | 0 | 0 | ||
AMERICAN VANGUARD CORP. | COM | 030371108 | 289 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
AMERICAN WATER WORKS CO. INC. | COM | 030420103 | 2,067 | 25,550 | SH | SOLE | 25,550 | 0 | 0 | ||
AMERISOURCEBERGEN CORP. | COM | 03073E105 | 670 | 8,097 | SH | SOLE | 8,097 | 0 | 0 | ||
AMERIPRISE FINANCIAL INC. | COM | 03076C106 | 3,572 | 24,051 | SH | SOLE | 24,051 | 0 | 0 | ||
AMERIS BANCORP | COM | 03076K108 | 389 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
AMERIGAS PARTNERS L.P. | COM | 030975106 | 402 | 8,949 | SH | SOLE | 8,949 | 0 | 0 | ||
AMETEK INC. | COM | 031100100 | 513 | 7,775 | SH | SOLE | 7,775 | 0 | 0 | ||
AMGEN INC. | COM | 031162100 | 6,844 | 36,706 | SH | SOLE | 36,706 | 0 | 0 | ||
AMKOR TECHNOLOGY INC. | COM | 031652100 | 550 | 52,100 | SH | SOLE | 52,100 | 0 | 0 | ||
AMPHENOL CORP. | COM | 032095101 | 4,481 | 52,936 | SH | SOLE | 52,936 | 0 | 0 | ||
AMTECH SYSTEMS INC | COM | 032332504 | 1,088 | 90,808 | SH | SOLE | 90,808 | 0 | 0 | ||
ANADARKO PETROLEUM CORP. | CONV | 032511404 | 14,278 | 360,000 | PRN | SOLE | 360,000 | 0 | 0 | ||
ANALOG DEVICES INC. | COM | 032654105 | 3,408 | 39,554 | SH | SOLE | 39,554 | 0 | 0 | ||
ANDEAVOR | COM | 03349M105 | 3,804 | 36,880 | SH | SOLE | 36,880 | 0 | 0 | ||
ANDEAVOR LOGISTICS LP | COM | 03350F106 | 1,517 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
ANIXTER INTERNATIONAL INC. | COM | 035290105 | 1,250 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
ANSYS INC. | COM | 03662Q105 | 2,282 | 18,590 | SH | SOLE | 18,590 | 0 | 0 | ||
ANTERO MIDSTREAM PARTNERS LP | COM | 03673L103 | 416 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
ANTERO RESOURCES CORPORATION | COM | 03674X106 | 3,841 | 193,012 | SH | SOLE | 193,012 | 0 | 0 | ||
ANTHEM INC. | COM | 036752103 | 2,099 | 11,054 | SH | SOLE | 11,054 | 0 | 0 | ||
APPLE INC. | COM | 037833100 | 47,098 | 305,596 | SH | SOLE | 305,596 | 0 | 0 | ||
APPLIED MATERIALS INC. | COM | 038222105 | 14,309 | 274,706 | SH | SOLE | 274,706 | 0 | 0 | ||
ARCELORMITTAL LUXEMBOURG, S.A. | ADR | 03938L203 | 2,443 | 94,833 | SH | SOLE | 94,833 | 0 | 0 | ||
ARCHER-DANIELS-MIDLAND COMPANY | COM | 039483102 | 2,990 | 70,338 | SH | SOLE | 70,338 | 0 | 0 | ||
ARCHROCK PARTNERS L.P. | COM | 03957U100 | 2,577 | 180,700 | SH | SOLE | 180,700 | 0 | 0 | ||
ARCONIC INC. | COM | 03965L100 | 1,286 | 51,671 | SH | SOLE | 51,671 | 0 | 0 | ||
ARGAN INC | COM | 04010E109 | 511 | 7,600 | SH | SOLE | 7,600 | 0 | 0 | ||
ARISTA NETWORKS INC | COM | 040413106 | 658 | 3,470 | SH | SOLE | 3,470 | 0 | 0 | ||
ARMSTRONG FLOORING INC. | COM | 04238R106 | 1,395 | 88,540 | SH | SOLE | 88,540 | 0 | 0 | ||
ARROW ELECTRONICS INC. | COM | 042735100 | 997 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
ASSURANT INC. | COM | 04621X108 | 2,031 | 21,266 | SH | SOLE | 21,266 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HOLDINGS INC. | COM | 049164205 | 520 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
ATMOS ENERGY CORP. | COM | 049560105 | 558 | 6,650 | SH | SOLE | 6,650 | 0 | 0 | ||
AUTODESK INC. | COM | 052769106 | 517 | 4,604 | SH | SOLE | 4,604 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING INC. | COM | 053015103 | 633 | 5,790 | SH | SOLE | 5,790 | 0 | 0 | ||
AUTOZONE INC. | COM | 053332102 | 374 | 628 | SH | SOLE | 628 | 0 | 0 | ||
AVANGRID INC. | COM | 05351W103 | 469 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
AVERY DENNISON CORP. | COM | 053611109 | 1,976 | 20,097 | SH | SOLE | 20,097 | 0 | 0 | ||
BB&T CORPORATION | COM | 054937107 | 1,469 | 31,297 | SH | SOLE | 31,297 | 0 | 0 | ||
BGC PARTNERS INC. | COM | 05541T101 | 438 | 30,300 | SH | SOLE | 30,300 | 0 | 0 | ||
BOK FINANCIAL CORP. | COM | 05561Q201 | 517 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
BABCOCK & WILCOX COMPANY | COM | 05605H100 | 594 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
BAKER HUGHES, A GE COMPANY | COM | 05722G100 | 564 | 15,408 | SH | SOLE | 15,408 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 24,912 | 983,113 | SH | SOLE | 983,113 | 0 | 0 | ||
BANK OF MONTREAL | COM | 063671101 | 1,083 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
BANK OF NEW YORK MELLON CORP. | COM | 064058100 | 2,574 | 48,552 | SH | SOLE | 48,552 | 0 | 0 | ||
C.R. BARD INC. | COM | 067383109 | 1,088 | 3,396 | SH | SOLE | 3,396 | 0 | 0 | ||
BARNES GROUP INC. | COM | 067806109 | 1,493 | 21,200 | SH | SOLE | 21,200 | 0 | 0 | ||
BAXTER INTERNATIONAL INC. | COM | 071813109 | 5,397 | 86,003 | SH | SOLE | 86,003 | 0 | 0 | ||
BECTON DICKINSON & CO. | COM | 075887109 | 1,293 | 6,601 | SH | SOLE | 6,601 | 0 | 0 | ||
BED BATH & BEYOND INC. | COM | 075896100 | 265 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
BELDEN INC. | COM | 077454106 | 258 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
BENEFICIAL BANCORP INC. | COM | 08171T102 | 2,776 | 167,200 | SH | SOLE | 167,200 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC. | COM | 084670702 | 6,493 | 35,419 | SH | SOLE | 35,419 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 215 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
BEST BUY CO. INC. | COM | 086516101 | 3,173 | 55,700 | SH | SOLE | 55,700 | 0 | 0 | ||
BHP BILLITON LTD. | ADR | 088606108 | 6,591 | 162,615 | SH | SOLE | 162,615 | 0 | 0 | ||
BIOGEN INC. | COM | 09062X103 | 3,337 | 10,656 | SH | SOLE | 10,656 | 0 | 0 | ||
BIOVERATIV INC | COM | 09075E100 | 5,256 | 92,090 | SH | SOLE | 92,090 | 0 | 0 | ||
BLACKROCK INC. | COM | 09247X101 | 452 | 1,010 | SH | SOLE | 1,010 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST INC | COM | 09257W100 | 269 | 8,670 | SH | SOLE | 8,670 | 0 | 0 | ||
H&R BLOCK INC. | COM | 093671105 | 2,222 | 83,905 | SH | SOLE | 83,905 | 0 | 0 | ||
BOARDWALK PIPELINE PARTNERS LP | COM | 096627104 | 1,921 | 130,700 | SH | SOLE | 130,700 | 0 | 0 | ||
BOEING CO. | COM | 097023105 | 13,681 | 53,818 | SH | SOLE | 53,818 | 0 | 0 | ||
BOISE CASCADE COMPANY | COM | 09739D100 | 230 | 6,600 | SH | SOLE | 6,600 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HOLDING CORP | COM | 099502106 | 374 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BORGWARNER INC. | COM | 099724106 | 2,397 | 46,780 | SH | SOLE | 46,780 | 0 | 0 | ||
BRIGHTHOUSE FINANCIAL INC | COM | 10922N103 | 326 | 5,357 | SH | SOLE | 5,357 | 0 | 0 | ||
BROOKLINE BANCORP INC. | COM | 11373M107 | 1,624 | 104,800 | SH | SOLE | 104,800 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC. | COM | 12008R107 | 878 | 48,800 | SH | SOLE | 48,800 | 0 | 0 | ||
CBOE HOLDINGS INC | COM | 12503M108 | 301 | 2,800 | SH | SOLE | 2,800 | 0 | 0 | ||
CBRE GROUP INC. | COM | 12504L109 | 901 | 23,785 | SH | SOLE | 23,785 | 0 | 0 | ||
CDK GLOBAL INC. | COM | 12508E101 | 4,789 | 75,900 | SH | SOLE | 75,900 | 0 | 0 | ||
CME GROUP INC. | COM | 12572Q105 | 227 | 1,675 | SH | SOLE | 1,675 | 0 | 0 | ||
CSRA INC. | COM | 12650T104 | 1,839 | 57,001 | SH | SOLE | 57,001 | 0 | 0 | ||
CA INC. | COM | 12673P105 | 920 | 27,548 | SH | SOLE | 27,548 | 0 | 0 | ||
CABLE ONE INC. | COM | 12685J105 | 3,068 | 4,248 | SH | SOLE | 4,248 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP. | COM | 14040H105 | 2,241 | 26,467 | SH | SOLE | 26,467 | 0 | 0 | ||
CARDINAL HEALTH INC. | COM | 14149Y108 | 230 | 3,433 | SH | SOLE | 3,433 | 0 | 0 | ||
CARDTRONICS INC. | CONV | 14161HAG3 | 7,370 | 8,000,000 | PRN | SOLE | 8,000,000 | 0 | 0 | ||
CENTENE CORPORATION | COM | 15135B101 | 4,298 | 44,411 | SH | SOLE | 44,411 | 0 | 0 | ||
CENTERPOINT ENERGY INC. | COM | 15189T107 | 2,321 | 79,466 | SH | SOLE | 79,466 | 0 | 0 | ||
CHART INDUSTRIES INC. | COM | 16115Q308 | 204 | 5,200 | SH | SOLE | 5,200 | 0 | 0 | ||
CHARTER COMMUNICATIONS INC. | COM | 16119P108 | 1,176 | 3,237 | SH | SOLE | 3,237 | 0 | 0 | ||
CISCO SYSTEMS INC. | COM | 17275R102 | 5,501 | 163,566 | SH | SOLE | 163,566 | 0 | 0 | ||
COMCAST CORP. | COM | 20030N101 | 16,504 | 428,886 | SH | SOLE | 428,886 | 0 | 0 | ||
CONCHO RESOURCES INC. | COM | 20605P101 | 273 | 2,073 | SH | SOLE | 2,073 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 3,208 | 64,097 | SH | SOLE | 64,097 | 0 | 0 | ||
CONSTELLATION BRANDS INC. | COM | 21036P108 | 380 | 1,904 | SH | SOLE | 1,904 | 0 | 0 | ||
CORESITE REALTY CORP | REIT | 21870Q105 | 604 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
CORELOGIC INC. | COM | 21871D103 | 1,257 | 27,200 | SH | SOLE | 27,200 | 0 | 0 | ||
COSTCO WHOLESALE CORP. | COM | 22160K105 | 3,023 | 18,398 | SH | SOLE | 18,398 | 0 | 0 | ||
COSTAR GROUP INC. | COM | 22160N109 | 925 | 3,450 | SH | SOLE | 3,450 | 0 | 0 | ||
CUSTOMERS BANCORP INC | COM | 23204G100 | 385 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
DCP MIDSTREAM LP | COM | 23311P100 | 2,209 | 63,770 | SH | SOLE | 63,770 | 0 | 0 | ||
D.R. HORTON INC. | COM | 23331A109 | 923 | 23,106 | SH | SOLE | 23,106 | 0 | 0 | ||
EVERETT SPINCO INC. | COM | 23355L106 | 3,728 | 43,404 | SH | SOLE | 43,404 | 0 | 0 | ||
DAVITA INC | COM | 23918K108 | 355 | 5,976 | SH | SOLE | 5,976 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM | 24703L103 | 795 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
DEVON ENERGY CORP. | COM | 25179M103 | 3,025 | 82,414 | SH | SOLE | 82,414 | 0 | 0 | ||
DIAMONDBACK ENERGY INC. | COM | 25278X109 | 917 | 9,357 | SH | SOLE | 9,357 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC. | COM | 25470F104 | 815 | 38,300 | SH | SOLE | 38,300 | 0 | 0 | ||
DISCOVERY COMMUNICATIONS INC. | COM | 25470F302 | 229 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
DISH NETWORK CORP. | COM | 25470M109 | 1,399 | 25,800 | SH | SOLE | 25,800 | 0 | 0 | ||
DOMINO'S PIZZA INC. | COM | 25754A201 | 1,392 | 7,010 | SH | SOLE | 7,010 | 0 | 0 | ||
DOUGLAS DYNAMICS INC. | COM | 25960R105 | 493 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 283 | 4,090 | SH | SOLE | 4,090 | 0 | 0 | ||
DR PEPPER SNAPPLE GROUP INC. | COM | 26138E109 | 1,178 | 13,314 | SH | SOLE | 13,314 | 0 | 0 | ||
DUKE ENERGY CORP. | COM | 26441C204 | 1,241 | 14,790 | SH | SOLE | 14,790 | 0 | 0 | ||
ENI SPA | ADR | 26874R108 | 1,346 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
EQT MIDSTREAM PARTNERS LP | COM | 26885B100 | 3,981 | 53,100 | SH | SOLE | 53,100 | 0 | 0 | ||
EAGLE MATERIALS INC. | COM | 26969P108 | 2,369 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
EAST WEST BANCORP INC. | COM | 27579R104 | 1,447 | 24,200 | SH | SOLE | 24,200 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP. | COM | 28176E108 | 907 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
ENBRIDGE ENERGY PARTNERS L.P. | COM | 29250R106 | 2,349 | 146,975 | SH | SOLE | 146,975 | 0 | 0 | ||
ENERGIZER HOLDINGS INC. | COM | 29272W109 | 903 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
ENERGY TRANSFER PARTNERS LP | COM | 29278N103 | 8,146 | 445,406 | SH | SOLE | 445,406 | 0 | 0 | ||
ENTEGRIS INC. | COM | 29362U104 | 225 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
ENTERGY CORP | COM | 29364G103 | 2,482 | 32,509 | SH | SOLE | 32,509 | 0 | 0 | ||
EXELON CORP. | COM | 30161N101 | 1,640 | 43,538 | SH | SOLE | 43,538 | 0 | 0 | ||
EXPEDIA INC. | COM | 30212P303 | 1,145 | 7,952 | SH | SOLE | 7,952 | 0 | 0 | ||
EXPRESS SCRIPTS HOLDING COMPANY | COM | 30219G108 | 5,264 | 83,126 | SH | SOLE | 83,126 | 0 | 0 | ||
EXXONMOBIL CORP. | COM | 30231G102 | 13,841 | 168,836 | SH | SOLE | 168,836 | 0 | 0 | ||
FACEBOOK INC | COM | 30303M102 | 25,246 | 147,750 | SH | SOLE | 147,750 | 0 | 0 | ||
FEDEX CORP. | COM | 31428X106 | 2,753 | 12,206 | SH | SOLE | 12,206 | 0 | 0 | ||
FIBRIA CELULOSE S.A. | ADR | 31573A109 | 559 | 41,300 | SH | SOLE | 41,300 | 0 | 0 | ||
FIDELITY NATIONAL INFORMATION SERVICES INC. | COM | 31620M106 | 2,751 | 29,460 | SH | SOLE | 29,460 | 0 | 0 | ||
FIESTA RESTAURANT GROUP INC. | COM | 31660B101 | 1,532 | 80,618 | SH | SOLE | 80,618 | 0 | 0 | ||
FIRST AMERICAN FINANCIAL CORP. | COM | 31847R102 | 555 | 11,100 | SH | SOLE | 11,100 | 0 | 0 | ||
FIRST CITIZENS BANCSHARES INC. | COM | 31946M103 | 512 | 1,370 | SH | SOLE | 1,370 | 0 | 0 | ||
FIRST DATA CORPORATION | COM | 32008D106 | 626 | 34,700 | SH | SOLE | 34,700 | 0 | 0 | ||
FIRST INTERSTATE BANCSYSTEM INC. | COM | 32055Y201 | 245 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
FIRSTCASH INC. | COM | 33767D105 | 546 | 8,652 | SH | SOLE | 8,652 | 0 | 0 | ||
FORTINET INC | COM | 34959E109 | 559 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
FORTIVE CORPORATION | COM | 34959J108 | 4,486 | 63,374 | SH | SOLE | 63,374 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURITY INC. | COM | 34964C106 | 296 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
FRANKLIN FINANCIAL NETWORK INC | COM | 35352P104 | 292 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
FREEPORT-MCMORAN INC. | COM | 35671D857 | 2,393 | 170,468 | SH | SOLE | 170,468 | 0 | 0 | ||
GCP APPLIED TECHNOLOGIES INC. | COM | 36164Y101 | 215 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
GNC HOLDINGS INC. | CONV | 36191GAB3 | 10,780 | 14,630,000 | PRN | SOLE | 14,630,000 | 0 | 0 | ||
GAMESTOP CORP. | COM | 36467W109 | 378 | 18,300 | SH | SOLE | 18,300 | 0 | 0 | ||
GANNETT CO. INC. | COM | 36473H104 | 138 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
GENERAL MOTORS COMPANY | COM | 37045V100 | 5,843 | 144,700 | SH | SOLE | 144,700 | 0 | 0 | ||
GLOBAL PAYMENTS INC. | COM | 37940X102 | 374 | 3,940 | SH | SOLE | 3,940 | 0 | 0 | ||
GLOBAL PARTNERS LP | COM | 37946R109 | 571 | 32,810 | SH | SOLE | 32,810 | 0 | 0 | ||
GOGO INC. | CONV | 38046CAB5 | 10,287 | 11,250,000 | PRN | SOLE | 11,250,000 | 0 | 0 | ||
GOLD FIELDS LTD. | ADR | 38059T106 | 126 | 29,340 | SH | SOLE | 29,340 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC. | COM | 38141G104 | 4,333 | 18,268 | SH | SOLE | 18,268 | 0 | 0 | ||
GREEN PLAINS INC. | CONV | 393222AD6 | 4,126 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
GREEN PLAINS INC. | CONV | 393222AF1 | 13,940 | 13,550,000 | PRN | SOLE | 13,550,000 | 0 | 0 | ||
HCA HEALTHCARE INC. | COM | 40412C101 | 565 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
HP INC. | COM | 40434L105 | 2,633 | 131,937 | SH | SOLE | 131,937 | 0 | 0 | ||
HALLADOR ENERGY CO | COM | 40609P105 | 396 | 69,239 | SH | SOLE | 69,239 | 0 | 0 | ||
HALYARD HEALTH INC. | COM | 40650V100 | 275 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE COMPANY | COM | 42824C109 | 3,613 | 245,637 | SH | SOLE | 245,637 | 0 | 0 | ||
HILTON GRAND VACATIONS INC | COM | 43283X105 | 4,369 | 113,100 | SH | SOLE | 113,100 | 0 | 0 | ||
HILTON INC. | COM | 43300A203 | 36,120 | 520,090 | SH | SOLE | 520,090 | 0 | 0 | ||
IAC/INTERACTIVECORP | COM | 44919P508 | 1,071 | 9,110 | SH | SOLE | 9,110 | 0 | 0 | ||
IPG PHOTONICS CORP. | COM | 44980X109 | 983 | 5,310 | SH | SOLE | 5,310 | 0 | 0 | ||
IDEX CORP. | COM | 45167R104 | 364 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
IDEXX LABORATORIES INC. | COM | 45168D104 | 1,319 | 8,480 | SH | SOLE | 8,480 | 0 | 0 | ||
INDEPENDENCE REALTY TRUST INC | COM | 45378A106 | 9,490 | 933,130 | SH | SOLE | 933,130 | 0 | 0 | ||
INGEVITY CORP | COM | 45688C107 | 3,105 | 49,700 | SH | SOLE | 49,700 | 0 | 0 | ||
INSIGHT ENTERPRISES INC. | COM | 45765U103 | 294 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
INSEEGO CORP | CONV | 45782BAA2 | 5,609 | 7,000,000 | PRN | SOLE | 7,000,000 | 0 | 0 | ||
INTEL CORP. | CONV | 458140AF7 | 9,188 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
INTERDIGITAL INC. | COM | 45867G101 | 214 | 2,900 | SH | SOLE | 2,900 | 0 | 0 | ||
INTUITIVE SURGICAL INC. | COM | 46120E602 | 1,084 | 1,036 | SH | SOLE | 1,036 | 0 | 0 | ||
INVESTORS BANCORP INC. | COM | 46146L101 | 1,492 | 109,407 | SH | SOLE | 109,407 | 0 | 0 | ||
INVITATION HOMES INC | COM | 46187W107 | 25,806 | 1,139,317 | SH | SOLE | 1,139,317 | 0 | 0 | ||
ISHARES MSCI INDIA ETF | ETF | 46429B598 | 644 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
ISHARES INC | ETF | 46434G822 | 574 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
ISHARES MSCI UNITED KINGDOM ETF | ETF | 46435G334 | 366 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 20,498 | 214,614 | SH | SOLE | 214,614 | 0 | 0 | ||
JAKKS PACIFIC INC. | COM | 47012E106 | 68 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
JUNIPER NETWORKS INC. | COM | 48203R104 | 2,670 | 95,937 | SH | SOLE | 95,937 | 0 | 0 | ||
KAR AUCTION SERVICES INC. | COM | 48238T109 | 210 | 4,400 | SH | SOLE | 4,400 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC. | COM | 49338L103 | 2,957 | 70,971 | SH | SOLE | 70,971 | 0 | 0 | ||
KIMBALL ELECTRONICS INC. | COM | 49428J109 | 4,248 | 196,229 | SH | SOLE | 196,229 | 0 | 0 | ||
KNOWLES CORP | COM | 49926D109 | 2,078 | 136,100 | SH | SOLE | 136,100 | 0 | 0 | ||
KOPPERS HOLDINGS INC. | COM | 50060P106 | 212 | 4,600 | SH | SOLE | 4,600 | 0 | 0 | ||
LPL FINANCIAL HOLDINGS INC. | COM | 50212V100 | 897 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
LIBERTY EXPEDIA HOLDINGS INC | COM | 53046P109 | 1,241 | 23,368 | SH | SOLE | 23,368 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP QVC GROUP | COM | 53071M104 | 999 | 42,400 | SH | SOLE | 42,400 | 0 | 0 | ||
LIBERTY INTERACTIVE CORP QVC GROUP | COM | 53071M856 | 861 | 14,960 | SH | SOLE | 14,960 | 0 | 0 | ||
LIFEPOINT HEALTH INC. | COM | 53219L109 | 284 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
LOGMEIN INC | COM | 54142L109 | 829 | 7,530 | SH | SOLE | 7,530 | 0 | 0 | ||
LUMENTUM HOLDINGS INC. | COM | 55024U109 | 1,544 | 28,400 | SH | SOLE | 28,400 | 0 | 0 | ||
M&T BANK CORPORATION | COM | 55261F104 | 1,585 | 9,841 | SH | SOLE | 9,841 | 0 | 0 | ||
MKS INSTRUMENTS INC. | COM | 55306N104 | 2,040 | 21,600 | SH | SOLE | 21,600 | 0 | 0 | ||
MPLX LP | COM | 55336V100 | 2,576 | 73,575 | SH | SOLE | 73,575 | 0 | 0 | ||
MSCI INC. | COM | 55354G100 | 483 | 4,130 | SH | SOLE | 4,130 | 0 | 0 | ||
MACY'S INC. | COM | 55616P104 | 2,237 | 102,535 | SH | SOLE | 102,535 | 0 | 0 | ||
MADISON SQUARE GARDEN CO./THE | COM | 55825T103 | 4,246 | 19,833 | SH | SOLE | 19,833 | 0 | 0 | ||
MANPOWERGROUP INC. | COM | 56418H100 | 4,207 | 35,710 | SH | SOLE | 35,710 | 0 | 0 | ||
MARATHON PETROLEUM CORPORATION | COM | 56585A102 | 1,223 | 21,810 | SH | SOLE | 21,810 | 0 | 0 | ||
MARRIOTT VACATIONS WORLDWIDE CORPORATION | COM | 57164Y107 | 311 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
MASTERCARD INCORPORATED | COM | 57636Q104 | 10,510 | 74,430 | SH | SOLE | 74,430 | 0 | 0 | ||
MAXIM INTEGRATED PRODUCTS INC. | COM | 57772K101 | 377 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
MCKESSON CORP. | COM | 58155Q103 | 3,201 | 20,836 | SH | SOLE | 20,836 | 0 | 0 | ||
MEDICAL PROPERTIES TRUST INC. | REIT | 58463J304 | 16,635 | 1,266,976 | SH | SOLE | 1,266,976 | 0 | 0 | ||
MEDIFAST INC | COM | 58470H101 | 469 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
MEDNAX INC. | COM | 58502B106 | 858 | 19,900 | SH | SOLE | 19,900 | 0 | 0 | ||
MERCK & CO. INC. | COM | 58933Y105 | 6,847 | 106,940 | SH | SOLE | 106,940 | 0 | 0 | ||
MERITOR INC. | COM | 59001K100 | 273 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
METLIFE INC. | COM | 59156R108 | 3,063 | 58,959 | SH | SOLE | 58,959 | 0 | 0 | ||
MICHAELS COMPANIES INC. | COM | 59408Q106 | 1,084 | 50,500 | SH | SOLE | 50,500 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | CONV | 595017AD6 | 10,470 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC. | CONV | 595112AY9 | 26,622 | 19,265,000 | PRN | SOLE | 19,265,000 | 0 | 0 | ||
MID-CON ENERGY PARTNERS LP | COM | 59560V109 | 38 | 32,769 | SH | SOLE | 32,769 | 0 | 0 | ||
MONSANTO CO. | COM | 61166W101 | 2,124 | 17,723 | SH | SOLE | 17,723 | 0 | 0 | ||
NCR CORP. | COM | 62886E108 | 1,103 | 29,400 | SH | SOLE | 29,400 | 0 | 0 | ||
NGL ENERGY PARTNERS LP | COM | 62913M107 | 690 | 59,700 | SH | SOLE | 59,700 | 0 | 0 | ||
NVR INC. | COM | 62944T105 | 5,510 | 1,930 | SH | SOLE | 1,930 | 0 | 0 | ||
NAVIENT CORPORATION | COM | 63938C108 | 672 | 44,709 | SH | SOLE | 44,709 | 0 | 0 | ||
NETAPP INC. | COM | 64110D104 | 5,221 | 119,307 | SH | SOLE | 119,307 | 0 | 0 | ||
NETFLIX INC | COM | 64110L106 | 3,201 | 17,652 | SH | SOLE | 17,652 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT CORP. | COM | 64828T201 | 575 | 34,360 | SH | SOLE | 34,360 | 0 | 0 | ||
NEWS CORPORATION | COM | 65249B109 | 174 | 13,096 | SH | SOLE | 13,096 | 0 | 0 | ||
NEXTERA ENERGY INC. | COM | 65339F101 | 1,338 | 9,128 | SH | SOLE | 9,128 | 0 | 0 | ||
NISOURCE INC. | COM | 65473P105 | 846 | 33,075 | SH | SOLE | 33,075 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | COM | 67018T105 | 1,766 | 28,730 | SH | SOLE | 28,730 | 0 | 0 | ||
NUSTAR ENERGY L.P. | COM | 67058H102 | 1,753 | 43,200 | SH | SOLE | 43,200 | 0 | 0 | ||
NVIDIA CORP. | COM | 67066G104 | 3,477 | 19,451 | SH | SOLE | 19,451 | 0 | 0 | ||
ON SEMICONDUCTOR CORP. | CONV | 682189AK1 | 10,440 | 8,750,000 | PRN | SOLE | 8,750,000 | 0 | 0 | ||
ONE GAS INC. | COM | 68235P108 | 3,284 | 44,600 | SH | SOLE | 44,600 | 0 | 0 | ||
OPPENHEIMER INSTITUTIONAL GOVERNMENT MONEY MARKET FUND | ETF | 68383G108 | 2,229 | 2,229,350 | SH | SOLE | 2,229,350 | 0 | 0 | ||
ORACLE CORP. | COM | 68389X105 | 7,511 | 155,345 | SH | SOLE | 155,345 | 0 | 0 | ||
PDL BIOPHARMA INC. | COM | 69329Y104 | 218 | 64,400 | SH | SOLE | 64,400 | 0 | 0 | ||
PG&E CORP. | COM | 69331C108 | 2,381 | 34,969 | SH | SOLE | 34,969 | 0 | 0 | ||
PPL CORP. | COM | 69351T106 | 626 | 16,502 | SH | SOLE | 16,502 | 0 | 0 | ||
PACIFIC CONTINENTAL CORP | COM | 69412V108 | 291 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
PAYPAL HOLDINGS INC. | COM | 70450Y103 | 12,348 | 192,842 | SH | SOLE | 192,842 | 0 | 0 | ||
PENSKE AUTOMOTIVE GROUP INC. | COM | 70959W103 | 861 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
PERNIX THERAPEUTICS HOLDINGS INC | CONV | 71426VAK4 | 3,000 | 7,500,000 | PRN | SOLE | 7,500,000 | 0 | 0 | ||
PILGRIM'S PRIDE CORPORATION | COM | 72147K108 | 1,568 | 55,200 | SH | SOLE | 55,200 | 0 | 0 | ||
PINNACLE FINANCIAL PARTNERS INC. | COM | 72346Q104 | 1,381 | 20,625 | SH | SOLE | 20,625 | 0 | 0 | ||
PINNACLE FOODS INC. | COM | 72348P104 | 212 | 3,700 | SH | SOLE | 3,700 | 0 | 0 | ||
PLATFORM SPECIALTY PRODUCTS CORPORATION | COM | 72766Q105 | 1,819 | 163,100 | SH | SOLE | 163,100 | 0 | 0 | ||
POOL CORPORATION | COM | 73278L105 | 552 | 5,100 | SH | SOLE | 5,100 | 0 | 0 | ||
PRAXAIR INC. | COM | 74005P104 | 592 | 4,240 | SH | SOLE | 4,240 | 0 | 0 | ||
PREMIER INC | COM | 74051N102 | 518 | 15,900 | SH | SOLE | 15,900 | 0 | 0 | ||
T ROWE PRICE GROUP INC. | COM | 74144T108 | 3,036 | 33,492 | SH | SOLE | 33,492 | 0 | 0 | ||
PRIMERICA INC. | COM | 74164M108 | 400 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
PRINCIPAL FINANCIAL GROUP INC. | COM | 74251V102 | 2,172 | 33,764 | SH | SOLE | 33,764 | 0 | 0 | ||
QUANTA SERVICES INC. | COM | 74762E102 | 936 | 25,037 | SH | SOLE | 25,037 | 0 | 0 | ||
QUEST DIAGNOSTICS INC. | COM | 74834L100 | 563 | 6,014 | SH | SOLE | 6,014 | 0 | 0 | ||
QUINTILES TRANSNATIONAL HOLDINGS INC. | COM | 74876Y101 | 738 | 7,766 | SH | SOLE | 7,766 | 0 | 0 | ||
RPX CORP | COM | 74972G103 | 521 | 39,200 | SH | SOLE | 39,200 | 0 | 0 | ||
RE/MAX HOLDINGS INC. | COM | 75524W108 | 534 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
REALOGY HOLDINGS CORP | COM | 75605Y106 | 392 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
REGIONS FINANCIAL CORP. | COM | 7591EP100 | 3,235 | 212,418 | SH | SOLE | 212,418 | 0 | 0 | ||
RENT-A-CENTER INC. | COM | 76009N100 | 291 | 25,350 | SH | SOLE | 25,350 | 0 | 0 | ||
RESOLUTE FOREST PRODUCTS INC. | COM | 76117W109 | 189 | 37,466 | SH | SOLE | 37,466 | 0 | 0 | ||
S&P GLOBAL INC. | COM | 78409V104 | 7,968 | 50,977 | SH | SOLE | 50,977 | 0 | 0 | ||
SM ENERGY COMPANY | CONV | 78454LAM2 | 5,633 | 6,000,000 | PRN | SOLE | 6,000,000 | 0 | 0 | ||
SVB FINANCIAL GROUP | COM | 78486Q101 | 864 | 4,620 | SH | SOLE | 4,620 | 0 | 0 | ||
SALESFORCE.COM INC. | COM | 79466L302 | 2,444 | 26,164 | SH | SOLE | 26,164 | 0 | 0 | ||
SCANA CORP. | COM | 80589M102 | 225 | 4,639 | SH | SOLE | 4,639 | 0 | 0 | ||
SEACOR HOLDINGS INC. | CONV | 81170YAB5 | 12,847 | 14,384,000 | PRN | SOLE | 14,384,000 | 0 | 0 | ||
SELECT SECTOR SPDR - ENERGY | ETF | 81369Y506 | 3,472 | 50,700 | SH | SOLE | 50,700 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORPORATION | COM | 81725T100 | 231 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
SERVICENOW INC. | COM | 81762P102 | 1,176 | 10,010 | SH | SOLE | 10,010 | 0 | 0 | ||
SERVISFIRST BANCSHARES INC | COM | 81768T108 | 831 | 21,400 | SH | SOLE | 21,400 | 0 | 0 | ||
SIRIUS XM RADIO INC. | COM | 82968B103 | 824 | 149,200 | SH | SOLE | 149,200 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC. | COM | 83088M102 | 1,551 | 15,220 | SH | SOLE | 15,220 | 0 | 0 | ||
SOUTHERN COPPER CORP. | COM | 84265V105 | 2,441 | 61,402 | SH | SOLE | 61,402 | 0 | 0 | ||
SPECTRA ENERGY PARTNERS LP | COM | 84756N109 | 3,289 | 74,100 | SH | SOLE | 74,100 | 0 | 0 | ||
STAR GAS PARTNERS L.P. | COM | 85512C105 | 197 | 17,318 | SH | SOLE | 17,318 | 0 | 0 | ||
STATOIL ASA | ADR | 85771P102 | 2,224 | 110,700 | SH | SOLE | 110,700 | 0 | 0 | ||
SUNOCO LP | COM | 86765K109 | 1,303 | 41,900 | SH | SOLE | 41,900 | 0 | 0 | ||
SYNOVUS FINANCIAL CORP. | COM | 87161C501 | 229 | 4,971 | SH | SOLE | 4,971 | 0 | 0 | ||
SYNNEX CORPORATION | COM | 87162W100 | 455 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 8,725 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
TTM TECHNOLOGIES INC. | COM | 87305R109 | 836 | 54,400 | SH | SOLE | 54,400 | 0 | 0 | ||
TABLEAU SOFTWARE INC. | COM | 87336U105 | 637 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
TARGET CORP. | COM | 87612E106 | 2,800 | 47,453 | SH | SOLE | 47,453 | 0 | 0 | ||
TARGA RESOURCES CORP. | COM | 87612G101 | 4,966 | 104,987 | SH | SOLE | 104,987 | 0 | 0 | ||
TENARIS SA | ADR | 88031M109 | 900 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
TERADATA CORPORATION | COM | 88076W103 | 402 | 11,900 | SH | SOLE | 11,900 | 0 | 0 | ||
TETRA TECH INC. | COM | 88162G103 | 312 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
3M CO. | COM | 88579Y101 | 1,269 | 6,047 | SH | SOLE | 6,047 | 0 | 0 | ||
TOTAL S.A. | ADR | 89151E109 | 2,649 | 49,490 | SH | SOLE | 49,490 | 0 | 0 | ||
TOWNE BANK | COM | 89214P109 | 402 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
TRANSUNION | COM | 89400J107 | 964 | 20,400 | SH | SOLE | 20,400 | 0 | 0 | ||
TRAVELERS COMPANIES INC. | COM | 89417E109 | 1,051 | 8,579 | SH | SOLE | 8,579 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX INC. | COM | 90130A101 | 1,353 | 51,288 | SH | SOLE | 51,288 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX INC. | COM | 90130A200 | 1,184 | 45,900 | SH | SOLE | 45,900 | 0 | 0 | ||
USANA HEALTH SCIENCES INC. | COM | 90328M107 | 323 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
ULTRAPAR PARTICIPACOES S.A. | ADR | 90400P101 | 1,469 | 61,675 | SH | SOLE | 61,675 | 0 | 0 | ||
UNITED THERAPEUTICS CORP | COM | 91307C102 | 486 | 4,150 | SH | SOLE | 4,150 | 0 | 0 | ||
UNITEDHEALTH GROUP INCORPORATED | COM | 91324P102 | 13,959 | 71,275 | SH | SOLE | 71,275 | 0 | 0 | ||
UNIVERSAL DISPLAY CORP | COM | 91347P105 | 622 | 4,830 | SH | SOLE | 4,830 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 2,631 | 51,466 | SH | SOLE | 51,466 | 0 | 0 | ||
VALE S.A. | ADR | 91912E105 | 1,911 | 189,800 | SH | SOLE | 189,800 | 0 | 0 | ||
VALERO ENERGY CORP. | COM | 91913Y100 | 3,868 | 50,274 | SH | SOLE | 50,274 | 0 | 0 | ||
VANTIV INC | COM | 92210H105 | 1,332 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
VARIAN MEDICAL SYSTEMS INC. | COM | 92220P105 | 778 | 7,771 | SH | SOLE | 7,771 | 0 | 0 | ||
VECTOR GROUP LTD. | COM | 92240M108 | 221 | 10,804 | SH | SOLE | 10,804 | 0 | 0 | ||
VERISIGN INC. | COM | 92343E102 | 2,450 | 23,030 | SH | SOLE | 23,030 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC. | COM | 92343V104 | 4,770 | 96,387 | SH | SOLE | 96,387 | 0 | 0 | ||
VIACOM INC. | COM | 92553P201 | 1,025 | 36,800 | SH | SOLE | 36,800 | 0 | 0 | ||
VISA INC. | COM | 92826C839 | 14,716 | 139,832 | SH | SOLE | 139,832 | 0 | 0 | ||
WEC ENERGY GROUP INC. | COM | 92939U106 | 479 | 7,626 | SH | SOLE | 7,626 | 0 | 0 | ||
WASTE MANAGEMENT INC. | COM | 94106L109 | 3,816 | 48,758 | SH | SOLE | 48,758 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC. | COM | 94946T106 | 852 | 4,960 | SH | SOLE | 4,960 | 0 | 0 | ||
WESCO INTERNATIONAL INC. | COM | 95082P105 | 1,503 | 25,800 | SH | SOLE | 25,800 | 0 | 0 | ||
WESTROCK COMPANY | COM | 96145D105 | 2,434 | 42,912 | SH | SOLE | 42,912 | 0 | 0 | ||
WHITING PETROLEUM CORP. | CONV | 966387AL6 | 13,369 | 15,000,000 | PRN | SOLE | 15,000,000 | 0 | 0 | ||
WILLIAMS PARTNERS LP | COM | 96949L105 | 6,279 | 161,424 | SH | SOLE | 161,424 | 0 | 0 | ||
WORKDAY INC. | COM | 98138H101 | 433 | 4,110 | SH | SOLE | 4,110 | 0 | 0 | ||
WRIGHT MEDICAL GROUP INC. | CONV | 98235TAE7 | 10,266 | 9,500,000 | PRN | SOLE | 9,500,000 | 0 | 0 | ||
WYNDHAM WORLDWIDE CORPORATION | COM | 98310W108 | 1,158 | 10,981 | SH | SOLE | 10,981 | 0 | 0 | ||
XCEL ENERGY INC. | COM | 98389B100 | 489 | 10,337 | SH | SOLE | 10,337 | 0 | 0 | ||
XYLEM INC. | COM | 98419M100 | 304 | 4,856 | SH | SOLE | 4,856 | 0 | 0 | ||
XPERI CORP | COM | 98421B100 | 210 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
YUM CHINA HOLDING INC. | COM | 98850P109 | 739 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC. | COM | 98956P102 | 455 | 3,889 | SH | SOLE | 3,889 | 0 | 0 | ||
ZOETIS INC. | COM | 98978V103 | 6,746 | 105,810 | SH | SOLE | 105,810 | 0 | 0 | ||
ZYNGA INC. | COM | 98986T108 | 242 | 63,900 | SH | SOLE | 63,900 | 0 | 0 | ||
ADIENT PLC | COM | G0084W101 | 1,559 | 18,562 | SH | SOLE | 18,562 | 0 | 0 | ||
ALLEGION PLC | COM | G0176J109 | 4,984 | 57,633 | SH | SOLE | 57,633 | 0 | 0 | ||
ALLERGAN PLC | COM | G0177J108 | 2,264 | 11,049 | SH | SOLE | 11,049 | 0 | 0 | ||
AMDOCS LTD. | COM | G02602103 | 2,933 | 45,600 | SH | SOLE | 45,600 | 0 | 0 | ||
AON PLC | COM | G0408V102 | 966 | 6,611 | SH | SOLE | 6,611 | 0 | 0 | ||
ARCH CAPITAL GROUP LTD. | COM | G0450A105 | 463 | 4,700 | SH | SOLE | 4,700 | 0 | 0 | ||
ARRIS INTERNATIONAL PLC | COM | G0551A103 | 387 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
ASSURED GUARANTY LTD. | COM | G0585R106 | 555 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
ATHENE HOLDING LTD. | COM | G0684D107 | 436 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
AXIS CAPITAL HOLDINGS LTD. | COM | G0692U109 | 281 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
ACCENTURE PLC | COM | G1151C101 | 4,668 | 34,560 | SH | SOLE | 34,560 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | COM | G27823106 | 1,692 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
EATON CORPORATION PLC | COM | G29183103 | 324 | 4,220 | SH | SOLE | 4,220 | 0 | 0 | ||
ENDO INTERNATIONAL PLC | COM | G30401106 | 266 | 31,100 | SH | SOLE | 31,100 | 0 | 0 | ||
EVEREST RE GROUP LTD. | COM | G3223R108 | 2,179 | 9,540 | SH | SOLE | 9,540 | 0 | 0 | ||
IHS MARKIT LTD. | COM | G47567105 | 968 | 21,965 | SH | SOLE | 21,965 | 0 | 0 | ||
INGERSOLL-RAND PLC | COM | G47791101 | 4,244 | 47,600 | SH | SOLE | 47,600 | 0 | 0 | ||
INVESCO LTD. | COM | G491BT108 | 1,872 | 53,435 | SH | SOLE | 53,435 | 0 | 0 | ||
LAZARD LTD. | COM | G54050102 | 1,036 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
MALLINCKRODT PLC | COM | G5785G107 | 339 | 9,060 | SH | SOLE | 9,060 | 0 | 0 | ||
MARVELL TECHNOLOGY GROUP, LTD | COM | G5876H105 | 383 | 21,400 | SH | SOLE | 21,400 | 0 | 0 | ||
MEDTRONIC PLC | COM | G5960L103 | 2,869 | 36,885 | SH | SOLE | 36,885 | 0 | 0 | ||
MICHAEL KORS HOLDINGS LIMITED | COM | G60754101 | 1,455 | 30,400 | SH | SOLE | 30,400 | 0 | 0 | ||
NORWEGIAN CRUISE LINE HOLDINGS LTD. | COM | G66721104 | 449 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
RENAISSANCERE HOLDINGS LTD. | COM | G7496G103 | 896 | 6,630 | SH | SOLE | 6,630 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | COM | G7945M107 | 663 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PENTAIR PLC | COM | G7S00T104 | 1,264 | 18,592 | SH | SOLE | 18,592 | 0 | 0 | ||
SIGNET JEWELERS LTD. | COM | G81276100 | 1,777 | 26,700 | SH | SOLE | 26,700 | 0 | 0 | ||
STERIS PLC | COM | G84720104 | 433 | 4,900 | SH | SOLE | 4,900 | 0 | 0 | ||
TECHNIPFMC PLC | COM | G87110105 | 268 | 9,612 | SH | SOLE | 9,612 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC. | COM | G8807B106 | 404 | 11,800 | SH | SOLE | 11,800 | 0 | 0 | ||
VALIDUS HOLDINGS LTD. | COM | G9319H102 | 236 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
VENATOR MATERIALS PLC | COM | G9329Z100 | 2,192 | 97,000 | SH | SOLE | 97,000 | 0 | 0 | ||
PERRIGO COMPANY PLC | COM | G97822103 | 2,108 | 24,900 | SH | SOLE | 24,900 | 0 | 0 | ||
XL GROUP LTD | COM | G98294104 | 2,992 | 75,835 | SH | SOLE | 75,835 | 0 | 0 | ||
CHUBB LIMITED | COM | H1467J104 | 2,348 | 16,473 | SH | SOLE | 16,473 | 0 | 0 | ||
GARMIN LTD | COM | H2906T109 | 313 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
TE CONNECTIVITY LTD. | COM | H84989104 | 6,279 | 75,600 | SH | SOLE | 75,600 | 0 | 0 | ||
TRANSOCEAN LTD | COM | H8817H100 | 568 | 52,800 | SH | SOLE | 52,800 | 0 | 0 | ||
ARDAGH GROUP SA | COM | L0223L101 | 899 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
TRINSEO S.A. | COM | L9340P101 | 4,308 | 64,200 | SH | SOLE | 64,200 | 0 | 0 | ||
CHECK POINT SOFTWARE TECHNOLOGIES LTD | COM | M22465104 | 524 | 4,600 | SH | SOLE | 4,600 | 0 | 0 | ||
AERCAP HOLDINGS N.V. | COM | N00985106 | 4,334 | 84,800 | SH | SOLE | 84,800 | 0 | 0 | ||
CORE LABORATORIES NV | COM | N22717107 | 628 | 6,367 | SH | SOLE | 6,367 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N.V. | COM | N53745100 | 3,600 | 36,341 | SH | SOLE | 36,341 | 0 | 0 | ||
MYLAN N.V. | COM | N59465109 | 562 | 17,906 | SH | SOLE | 17,906 | 0 | 0 | ||
NXP SEMICONDUCTORS N.V. | COM | N6596X109 | 1,247 | 11,030 | SH | SOLE | 11,030 | 0 | 0 | ||
QIAGEN N.V. | COM | N72482123 | 255 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
COPA HOLDINGS SA | COM | P31076105 | 1,291 | 10,370 | SH | SOLE | 10,370 | 0 | 0 | ||
ROYAL CARIBBEAN CRUISES LTD. | COM | V7780T103 | 3,287 | 27,730 | SH | SOLE | 27,730 | 0 | 0 | ||
BROADCOM LTD. | COM | Y09827109 | 6,241 | 25,733 | SH | SOLE | 25,733 | 0 | 0 | ||
CAPITAL PRODUCT PARTNERS L.P. | COM | Y11082107 | 79 | 22,600 | SH | SOLE | 22,600 | 0 | 0 | ||
GOLAR LNG PARTNERS LP | COM | Y2745C102 | 1,356 | 58,368 | SH | SOLE | 58,368 | 0 | 0 | ||
SEADRILL PARTNERS LLC | COM | Y7545W109 | 1,469 | 395,944 | SH | SOLE | 395,944 | 0 | 0 | ||
TEEKAY LNG PARTNERS L.P. | COM | Y8564M105 | 607 | 34,105 | SH | SOLE | 34,105 | 0 | 0 | ||
TEEKAY OFFSHORE PARTNERS L.P. | COM | Y8565J101 | 209 | 87,987 | SH | SOLE | 87,987 | 0 | 0 | ||
TEEKAY TANKERS LTD. | COM | Y8565N102 | 32 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
CAMDEN PPTY TR | SH BEN INT | 133131102 | 51,308 | 561,053 | SH | SOLE | 561,053 | 0 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 28,852 | 3,089,026 | SH | SOLE | 3,089,026 | 0 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 63,549 | 250,165 | SH | SOLE | 250,165 | 0 | 0 | ||
HUDSON PAC PPTYS INC | COM | 444097109 | 19,673 | 586,727 | SH | SOLE | 586,727 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 85,616 | 531,745 | SH | SOLE | 531,745 | 0 | 0 | ||
FOUR CORNERS PPTY TR INC | COM | 35086T109 | 2,006 | 80,500 | SH | SOLE | 80,500 | 0 | 0 | ||
GAMING & LEISURE PPTYS INC | COM | 36467J108 | 29,601 | 802,420 | SH | SOLE | 802,420 | 0 | 0 | ||
RETAIL PPTYS AMER INC | CL A | 76131V202 | 16,933 | 1,289,614 | SH | SOLE | 1,289,614 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 604 | 27,790 | SH | SOLE | 27,790 | 0 | 0 | ||
NEW YORK MTG TR INC | COM PAR $.02 | 649604501 | 83 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
ANWORTH MORTGAGE ASSET CP | COM | 037347101 | 109 | 18,100 | SH | SOLE | 18,100 | 0 | 0 | ||
CYS INVTS INC | COM | 12673A108 | 129 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 168 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
NATIONAL HEALTH INVS INC | COM | 63633D104 | 14,717 | 190,410 | SH | SOLE | 190,410 | 0 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 61,134 | 497,506 | SH | SOLE | 497,506 | 0 | 0 | ||
BRANDYWINE RLTY TR | SH BEN INT NEW | 105368203 | 15,769 | 901,589 | SH | SOLE | 901,589 | 0 | 0 | ||
CUBESMART | COM | 229663109 | 29,948 | 1,153,635 | SH | SOLE | 1,153,635 | 0 | 0 | ||
DCT INDUSTRIAL TRUST INC | COM NEW | 233153204 | 631 | 10,900 | SH | SOLE | 10,900 | 0 | 0 | ||
DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 13,387 | 1,222,518 | SH | SOLE | 1,222,518 | 0 | 0 | ||
DIGITAL RLTY TR INC | COM | 253868103 | 60,971 | 515,261 | SH | SOLE | 515,261 | 0 | 0 | ||
DUKE REALTY CORP | COM NEW | 264411505 | 60,937 | 2,114,405 | SH | SOLE | 2,114,405 | 0 | 0 | ||
HEALTHCARE RLTY TR | COM | 421946104 | 17,330 | 535,858 | SH | SOLE | 535,858 | 0 | 0 | ||
MACERICH CO | COM | 554382101 | 13,241 | 240,876 | SH | SOLE | 240,876 | 0 | 0 | ||
MACK CALI RLTY CORP | COM | 554489104 | 1,298 | 54,750 | SH | SOLE | 54,750 | 0 | 0 | ||
PARK HOTELS RESORTS INC | COM | 700517105 | 10,387 | 376,875 | SH | SOLE | 376,875 | 0 | 0 | ||
REALTY INCOME CORP | COM | 756109104 | 29,995 | 524,483 | SH | SOLE | 524,483 | 0 | 0 | ||
REGENCY CTRS CORP | COM | 758849103 | 53,938 | 869,407 | SH | SOLE | 869,407 | 0 | 0 | ||
STORE CAP CORP | COM | 862121100 | 18,439 | 741,432 | SH | SOLE | 741,432 | 0 | 0 | ||
SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 17,155 | 1,067,528 | SH | SOLE | 1,067,528 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 15,695 | 461,209 | SH | SOLE | 461,209 | 0 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 735 | 33,900 | SH | SOLE | 33,900 | 0 | 0 | ||
ACADIA RLTY TR | COM SH BEN INT | 004239109 | 33,704 | 1,177,626 | SH | SOLE | 1,177,626 | 0 | 0 | ||
AGREE REALTY CORP | COM | 008492100 | 26,625 | 542,482 | SH | SOLE | 542,482 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 22,584 | 165,233 | SH | SOLE | 165,233 | 0 | 0 | ||
ANNALY CAP MGMT INC | COM | 035710409 | 548 | 44,960 | SH | SOLE | 44,960 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 776 | 4,349 | SH | SOLE | 4,349 | 0 | 0 | ||
CHIMERA INVT CORP | COM NEW | 16934Q208 | 464 | 24,500 | SH | SOLE | 24,500 | 0 | 0 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 565 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 22,970 | 229,748 | SH | SOLE | 229,748 | 0 | 0 | ||
EQUINIX INC | COM PAR $0.001 | 29444U700 | 68,437 | 153,342 | SH | SOLE | 153,342 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 281 | 4,257 | SH | SOLE | 4,257 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 14,622 | 182,959 | SH | SOLE | 182,959 | 0 | 0 | ||
GEO GROUP INC NEW | COM | 36162J106 | 25,070 | 931,973 | SH | SOLE | 931,973 | 0 | 0 | ||
GGP INC | COM | 36174X101 | 417 | 20,100 | SH | SOLE | 20,100 | 0 | 0 | ||
HCP INC | COM | 40414L109 | 284 | 10,211 | SH | SOLE | 10,211 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 909 | 49,170 | SH | SOLE | 49,170 | 0 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 48,855 | 686,937 | SH | SOLE | 686,937 | 0 | 0 | ||
KIMCO RLTY CORP | COM | 49446R109 | 25,048 | 1,281,253 | SH | SOLE | 1,281,253 | 0 | 0 | ||
LIFE STORAGE INC | COM | 53223X107 | 22,872 | 279,579 | SH | SOLE | 279,579 | 0 | 0 | ||
MFA FINL INC | COM | 55272X102 | 262 | 29,900 | SH | SOLE | 29,900 | 0 | 0 | ||
MID AMER APT CMNTYS INC | COM | 59522J103 | 28,136 | 263,253 | SH | SOLE | 263,253 | 0 | 0 | ||
PARAMOUNT GROUP INC | COM | 69924R108 | 21,645 | 1,352,800 | SH | SOLE | 1,352,800 | 0 | 0 | ||
PHYSICIANS RLTY TR | COM | 71943U104 | 38,915 | 2,194,874 | SH | SOLE | 2,194,874 | 0 | 0 | ||
PROLOGIS INC | COM | 74340W103 | 113,971 | 1,795,949 | SH | SOLE | 1,795,949 | 0 | 0 | ||
STARWOOD WAYPOINT HOMES | COM | 85572F105 | 41,994 | 1,154,646 | SH | SOLE | 1,154,646 | 0 | 0 | ||
TWO HBRS INVT CORP | COM | 90187B101 | 739 | 73,300 | SH | SOLE | 73,300 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 24,822 | 381,114 | SH | SOLE | 381,114 | 0 | 0 | ||
WELLTOWER INC | COM | 95040Q104 | 67,862 | 965,593 | SH | SOLE | 965,593 | 0 | 0 | ||
ISHARES MSCI EMERGING MARKETS | OPT | 464287234 | 323,757 | 7,225,100 | SH | Put | SOLE | 7,225,100 | 0 | 0 | |
ISHARES MSCI EAFE ETF | OPT | 464287465 | 358,424 | 5,234,000 | SH | Put | SOLE | 5,234,000 | 0 | 0 | |
ISHARES RUSSELL 2000 ETF | OPT | 464287655 | 118,544 | 800,000 | SH | Put | SOLE | 800,000 | 0 | 0 | |
SPDR S&P 500 ETF TRUST | OPT | 78462F103 | 1,328,002 | 5,286,000 | SH | Put | SOLE | 5,286,000 | 0 | 0 | |
BARINGS PARTN INVS TRUST | COM | 05616B100 | 3,042 | 210,820 | SH | SOLE | 210,820 | 0 | 0 | ||
BARINGS CORPORATE INVS | COM | 05617K109 | 3,468 | 219,664 | SH | SOLE | 219,664 | 0 | 0 | ||
TCP CAPITAL CORP | COM | 87238Q103 | 26,440 | 1,603,372 | SH | SOLE | 1,603,372 | 0 | 0 |