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 |
Alibaba Group Holding Ltd. Spo | ADR | 01609W102 | 972 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
Anheuser-Busch InBev SA/NV Spo | ADR | 03524A108 | 210 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
Momo Inc Sponsored ADR Class A | ADR | 60879B107 | 1,721 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
Nissan Motor Co Ltd Sponsored | ADR | 654744408 | 1,422 | 76,000 | SH | SOLE | 76,000 | 0 | 0 | ||
Oil company LUKOIL PJSC Sponso | ADR | 69343P105 | 6,617 | 86,700 | SH | SOLE | 86,700 | 0 | 0 | ||
POSCO Sponsored ADR | ADR | 693483109 | 3,432 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
Public Joint-Stock Company Gaz | ADR | 368287207 | 6,327 | 1,269,000 | SH | SOLE | 1,269,000 | 0 | 0 | ||
Royal Dutch Shell Plc Sponsore | ADR | 780259206 | 4,020 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
Sberbank Russia OJSC Sponsored | ADR | 80585Y308 | 1,648 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
Total SA Sponsored ADR Class B | ADR | 89151E109 | 15,512 | 240,900 | SH | SOLE | 240,900 | 0 | 0 | ||
Asia Pacific Fund Inc | COM | 044901106 | 1,027 | 76,156 | SH | SOLE | 76,156 | 0 | 0 | ||
BlackRock Enhanced Government | COM | 09255K108 | 1,967 | 150,171 | SH | SOLE | 150,171 | 0 | 0 | ||
Blackrock Income Trust | COM | 09247F100 | 6,642 | 1,161,166 | SH | SOLE | 1,161,166 | 0 | 0 | ||
DEUTSCHE MULTI-MKT INCOME TR S | COM | 25160E102 | 8,283 | 922,338 | SH | SOLE | 922,338 | 0 | 0 | ||
DEUTSCHE STRATEGIC INCOME TR S | COM | 25160F109 | 1,789 | 142,342 | SH | SOLE | 142,342 | 0 | 0 | ||
Duff&Phelps Utilities & Corpor | COM | 26432K108 | 942 | 112,290 | SH | SOLE | 112,290 | 0 | 0 | ||
EATON VANCE HIGH INCOME 2021 C | COM | 27829W101 | 1,509 | 155,601 | SH | SOLE | 155,601 | 0 | 0 | ||
High Income Securities Fund of | COM | 42968F108 | 3,675 | 387,673 | SH | SOLE | 387,673 | 0 | 0 | ||
Madison Covered Call & Equity | COM | 557437100 | 338 | 43,927 | SH | SOLE | 43,927 | 0 | 0 | ||
Nuveen Build America Bond Fund | COM | 67074C103 | 6,925 | 346,232 | SH | SOLE | 346,232 | 0 | 0 | ||
Nuveen Build America Bond Oppo | COM | 67074Q102 | 4,043 | 184,879 | SH | SOLE | 184,879 | 0 | 0 | ||
EQUITY COMWLTH CUM PFD S D 6.5 | PFD | 294628201 | 6,868 | 262,830 | SH | SOLE | 262,830 | 0 | 0 | ||
WFC 7 1/2 12/31/49 Pfd | PFD | 949746804 | 904 | 700 | SH | SOLE | 700 | 0 | 0 | ||
AARONS INC COM PAR $0.50 | COM | 002535300 | 1,465 | 26,900 | SH | SOLE | 26,900 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 3,989 | 54,374 | SH | SOLE | 54,374 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 9,372 | 99,089 | SH | SOLE | 99,089 | 0 | 0 | ||
ADOBE SYS INC | COM | 00724F101 | 23,502 | 87,062 | SH | SOLE | 87,062 | 0 | 0 | ||
AES Corporation | COM | 00130H105 | 1,366 | 97,600 | SH | SOLE | 97,600 | 0 | 0 | ||
AIR LEASE CORP CL A | COM | 00912X302 | 5,548 | 120,933 | SH | SOLE | 120,933 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 6,255 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 1,960 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
ALLISON TRANSMISSION HLDGS INC | COM | 01973R101 | 1,820 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 902 | 34,100 | SH | SOLE | 34,100 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 2,334 | 38,700 | SH | SOLE | 38,700 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 1,422 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
AMERICAN ELEC PWR INC | COM | 025537101 | 737 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 1,640 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 827 | 5,600 | SH | SOLE | 5,600 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 2,494 | 9,100 | SH | SOLE | 9,100 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 3,196 | 82,680 | SH | SOLE | 82,680 | 0 | 0 | ||
ARMSTRONG WORLD INDS INC NEW | COM | 04247X102 | 877 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
AT&T Inc. | COM | 00206R102 | 6,169 | 183,721 | SH | SOLE | 183,721 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 732 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 4,820 | 6,214 | SH | SOLE | 6,214 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 2,732 | 57,000 | SH | SOLE | 57,000 | 0 | 0 | ||
Activision Blizzard Inc. | COM | 00507V109 | 1,073 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
Allergan plc | COM | G0177J108 | 800 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
Alphabet Inc. Class C | COM | 02079K107 | 5,538 | 4,640 | SH | SOLE | 4,640 | 0 | 0 | ||
American Water Works Company I | COM | 030420103 | 1,003 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
Amneal Pharmaceuticals Inc. Cl | COM | 03168L105 | 721 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
Aon plc | COM | G0408V102 | 261 | 1,695 | SH | SOLE | 1,695 | 0 | 0 | ||
Apple Inc. | COM | 037833100 | 12,987 | 57,530 | SH | SOLE | 57,530 | 0 | 0 | ||
Arch Capital Group Ltd. | COM | G0450A105 | 1,285 | 43,100 | SH | SOLE | 43,100 | 0 | 0 | ||
Arrow Electronics Inc. | COM | 042735100 | 944 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
Autoliv Inc. | COM | 052800109 | 1,162 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
Axos Financial Inc. | COM | 05465C100 | 1,238 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 32,920 | 1,117,447 | SH | SOLE | 1,117,447 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 2,696 | 10,330 | SH | SOLE | 10,330 | 0 | 0 | ||
BGC Partners Inc. Class A | COM | 05541T101 | 1,591 | 134,600 | SH | SOLE | 134,600 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 1,525 | 4,100 | SH | SOLE | 4,100 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG CORP | COM | 099502106 | 2,372 | 47,800 | SH | SOLE | 47,800 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 3,711 | 15,041 | SH | SOLE | 15,041 | 0 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 11,277 | 168,270 | SH | SOLE | 168,270 | 0 | 0 | ||
Bank OZK | COM | 06417N103 | 1,393 | 36,700 | SH | SOLE | 36,700 | 0 | 0 | ||
Booking Holdings Inc. | COM | 09857L108 | 794 | 400 | SH | SOLE | 400 | 0 | 0 | ||
Bristol-Myers Squibb Company | COM | 110122108 | 1,813 | 29,200 | SH | SOLE | 29,200 | 0 | 0 | ||
Burlington Stores Inc. | COM | 122017106 | 1,271 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
CBS CORP NEW CL B | COM | 124857202 | 1,609 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
CDK Global Inc | COM | 12508E101 | 11,769 | 188,121 | SH | SOLE | 188,121 | 0 | 0 | ||
CDW Corp. | COM | 12514G108 | 2,739 | 30,800 | SH | SOLE | 30,800 | 0 | 0 | ||
CITIGROUP INC COM NEW | COM | 172967424 | 3,322 | 46,300 | SH | SOLE | 46,300 | 0 | 0 | ||
CNO Financial Group Inc. | COM | 12621E103 | 2,553 | 120,300 | SH | SOLE | 120,300 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 2,129 | 46,100 | SH | SOLE | 46,100 | 0 | 0 | ||
CONAGRA BRANDS INC | COM | 205887102 | 324 | 9,538 | SH | SOLE | 9,538 | 0 | 0 | ||
CONSTELLATION BRANDS INC CL A | COM | 21036P108 | 262 | 1,215 | SH | SOLE | 1,215 | 0 | 0 | ||
CONTINENTAL BLDG PRODS INC | COM | 211171103 | 691 | 18,400 | SH | SOLE | 18,400 | 0 | 0 | ||
CSX Corporation | COM | 126408103 | 1,681 | 22,700 | SH | SOLE | 22,700 | 0 | 0 | ||
CVR Energy Inc. | COM | 12662P108 | 382 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
Cabot Corporation | COM | 127055101 | 991 | 15,800 | SH | SOLE | 15,800 | 0 | 0 | ||
Cabot Oil & Gas Corporation | COM | 127097103 | 6,311 | 280,240 | SH | SOLE | 280,240 | 0 | 0 | ||
Callon Petroleum Company | COM | 13123X102 | 3,349 | 279,300 | SH | SOLE | 279,300 | 0 | 0 | ||
Canadian Pacific Railway Limit | COM | 13645T100 | 8,618 | 40,664 | SH | SOLE | 40,664 | 0 | 0 | ||
Carrizo Oil & Gas Inc. | COM | 144577103 | 6,610 | 262,300 | SH | SOLE | 262,300 | 0 | 0 | ||
Celgene Corporation | COM | 151020104 | 14,514 | 162,181 | SH | SOLE | 162,181 | 0 | 0 | ||
Centene Corporation | COM | 15135B101 | 3,245 | 22,411 | SH | SOLE | 22,411 | 0 | 0 | ||
Centennial Resource Developmen | COM | 15136A102 | 4,556 | 208,500 | SH | SOLE | 208,500 | 0 | 0 | ||
CenterPoint Energy Inc. | COM | 15189T107 | 3,830 | 138,500 | SH | SOLE | 138,500 | 0 | 0 | ||
Chevron Corporation | COM | 166764100 | 17,009 | 139,100 | SH | SOLE | 139,100 | 0 | 0 | ||
Cigna Corporation | COM | 125509109 | 13,628 | 65,442 | SH | SOLE | 65,442 | 0 | 0 | ||
Cimarex Energy Co. | COM | 171798101 | 11,819 | 127,171 | SH | SOLE | 127,171 | 0 | 0 | ||
Citizens Financial Group Inc. | COM | 174610105 | 417 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
Cognizant Technology Solutions | COM | 192446102 | 2,412 | 31,263 | SH | SOLE | 31,263 | 0 | 0 | ||
Coherent Inc. | COM | 192479103 | 786 | 4,562 | SH | SOLE | 4,562 | 0 | 0 | ||
Colgate-Palmolive Company | COM | 194162103 | 482 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
Comcast Corporation Class A | COM | 20030N101 | 1,866 | 52,700 | SH | SOLE | 52,700 | 0 | 0 | ||
Consolidated Water Co. Ltd. | COM | G23773107 | 1,102 | 79,600 | SH | SOLE | 79,600 | 0 | 0 | ||
Cooper Companies Inc. | COM | 216648402 | 2,162 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
Corcept Therapeutics Incorpora | COM | 218352102 | 557 | 39,700 | SH | SOLE | 39,700 | 0 | 0 | ||
Cummins Inc. | COM | 231021106 | 2,585 | 17,700 | SH | SOLE | 17,700 | 0 | 0 | ||
Cypress Semiconductor Corporat | COM | 232806109 | 1,194 | 82,400 | SH | SOLE | 82,400 | 0 | 0 | ||
D.R. Horton Inc. | COM | 23331A109 | 7,215 | 171,046 | SH | SOLE | 171,046 | 0 | 0 | ||
DENTSPLY SIRONA Inc. | COM | 24906P109 | 1,517 | 40,200 | SH | SOLE | 40,200 | 0 | 0 | ||
DTE Energy Company | COM | 233331107 | 3,852 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
DXC Technology Co. | COM | 23355L106 | 1,861 | 19,900 | SH | SOLE | 19,900 | 0 | 0 | ||
DaVita Inc. | COM | 23918K108 | 2,622 | 36,600 | SH | SOLE | 36,600 | 0 | 0 | ||
Diamondback Energy Inc. | COM | 25278X109 | 31,054 | 229,710 | SH | SOLE | 229,710 | 0 | 0 | ||
Dine Brands Global Inc. | COM | 254423106 | 1,724 | 21,200 | SH | SOLE | 21,200 | 0 | 0 | ||
Diodes Incorporated | COM | 254543101 | 1,825 | 54,813 | SH | SOLE | 54,813 | 0 | 0 | ||
Discover Financial Services | COM | 254709108 | 1,567 | 20,498 | SH | SOLE | 20,498 | 0 | 0 | ||
Dollar General Corporation | COM | 256677105 | 1,366 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
Dollar Tree Inc. | COM | 256746108 | 3,451 | 42,320 | SH | SOLE | 42,320 | 0 | 0 | ||
Dominion Energy Inc | COM | 25746U109 | 1,743 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
Duke Energy Corporation | COM | 26441C204 | 1,360 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
EOG Resources Inc. | COM | 26875P101 | 17,260 | 135,300 | SH | SOLE | 135,300 | 0 | 0 | ||
Eagle Materials Inc. | COM | 26969P108 | 8,016 | 94,036 | SH | SOLE | 94,036 | 0 | 0 | ||
East West Bancorp Inc. | COM | 27579R104 | 411 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
Eastman Chemical Company | COM | 277432100 | 1,350 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
Edison International | COM | 281020107 | 2,477 | 36,600 | SH | SOLE | 36,600 | 0 | 0 | ||
Edwards Lifesciences Corporati | COM | 28176E108 | 2,263 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
Electro Scientific Industries | COM | 285229100 | 1,337 | 76,600 | SH | SOLE | 76,600 | 0 | 0 | ||
Electronic Arts Inc. | COM | 285512109 | 6,766 | 56,153 | SH | SOLE | 56,153 | 0 | 0 | ||
Eli Lilly and Company | COM | 532457108 | 4,518 | 42,100 | SH | SOLE | 42,100 | 0 | 0 | ||
Encore Capital Group Inc. | COM | 292554102 | 470 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
Energen Corporation | COM | 29265N108 | 5,945 | 68,991 | SH | SOLE | 68,991 | 0 | 0 | ||
Essent Group Ltd. | COM | G3198U102 | 1,925 | 43,500 | SH | SOLE | 43,500 | 0 | 0 | ||
Euronet Worldwide Inc. | COM | 298736109 | 1,934 | 19,300 | SH | SOLE | 19,300 | 0 | 0 | ||
Evercore Inc Class A | COM | 29977A105 | 774 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
Evergy Inc. | COM | 30034W106 | 1,219 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
Eversource Energy | COM | 30040W108 | 817 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
Extreme Networks Inc. | COM | 30226D106 | 259 | 47,300 | SH | SOLE | 47,300 | 0 | 0 | ||
Exxon Mobil Corporation | COM | 30231G102 | 31,474 | 370,200 | SH | SOLE | 370,200 | 0 | 0 | ||
Facebook Inc. Class A | COM | 30303M102 | 10,974 | 66,727 | SH | SOLE | 66,727 | 0 | 0 | ||
FedEx Corporation | COM | 31428X106 | 1,642 | 6,820 | SH | SOLE | 6,820 | 0 | 0 | ||
Fifth Third Bancorp | COM | 316773100 | 3,228 | 115,602 | SH | SOLE | 115,602 | 0 | 0 | ||
First Commonwealth Financial C | COM | 319829107 | 2,758 | 170,850 | SH | SOLE | 170,850 | 0 | 0 | ||
First Midwest Bancorp Inc. | COM | 320867104 | 647 | 24,327 | SH | SOLE | 24,327 | 0 | 0 | ||
Five Below Inc. | COM | 33829M101 | 910 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
Fortune Brands Home & Security | COM | 34964C106 | 309 | 5,900 | SH | SOLE | 5,900 | 0 | 0 | ||
Forward Air Corporation | COM | 349853101 | 509 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 871 | 11,700 | SH | SOLE | 11,700 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,259 | 5,615 | SH | SOLE | 5,615 | 0 | 0 | ||
GRAY TELEVISION INC | COM | 389375106 | 343 | 19,600 | SH | SOLE | 19,600 | 0 | 0 | ||
Global Payments Inc. | COM | 37940X102 | 1,529 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
Gramercy Property Trust | COM | 385002308 | 3,273 | 119,294 | SH | SOLE | 119,294 | 0 | 0 | ||
Graphic Packaging Holding Comp | COM | 388689101 | 3,392 | 242,144 | SH | SOLE | 242,144 | 0 | 0 | ||
Gulfport Energy Corporation | COM | 402635304 | 3,330 | 319,900 | SH | SOLE | 319,900 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 7,287 | 52,381 | SH | SOLE | 52,381 | 0 | 0 | ||
HOLLYFRONTIER CORP | COM | 436106108 | 2,076 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 7,651 | 36,933 | SH | SOLE | 36,933 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 2,031 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
Hartford Financial Services Gr | COM | 416515104 | 944 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
Huntsman Corporation | COM | 447011107 | 3,741 | 137,400 | SH | SOLE | 137,400 | 0 | 0 | ||
INGERSOLL-RAND PLC | COM | G47791101 | 620 | 6,060 | SH | SOLE | 6,060 | 0 | 0 | ||
INSTALLED BLDG PRODS INC | COM | 45780R101 | 592 | 15,187 | SH | SOLE | 15,187 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 4,365 | 92,300 | SH | SOLE | 92,300 | 0 | 0 | ||
IQVIA HLDGS INC | COM | 46266C105 | 2,236 | 17,238 | SH | SOLE | 17,238 | 0 | 0 | ||
International Business Machine | COM | 459200101 | 1,134 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
International Paper Company | COM | 460146103 | 3,362 | 68,400 | SH | SOLE | 68,400 | 0 | 0 | ||
JAZZ PHARMACEUTICALS PLC SHS U | COM | G50871105 | 19,111 | 113,666 | SH | SOLE | 113,666 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 456 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
JOHNSON CTLS INTL PLC | COM | G51502105 | 1,489 | 42,555 | SH | SOLE | 42,555 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 24,535 | 217,432 | SH | SOLE | 217,432 | 0 | 0 | ||
KANSAS CITY SOUTHERN COM NEW | COM | 485170302 | 1,507 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 505 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 11,232 | 564,696 | SH | SOLE | 564,696 | 0 | 0 | ||
KNIGHT SWIFT TRANSN HLDGS INC | COM | 499049104 | 517 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 728 | 4,800 | SH | SOLE | 4,800 | 0 | 0 | ||
LAREDO PETROLEUM INC | COM | 516806106 | 4,356 | 533,150 | SH | SOLE | 533,150 | 0 | 0 | ||
LENNAR CORP CL A | COM | 526057104 | 602 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
LGI HOMES INC | COM | 50187T106 | 678 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
LHC Group Inc. | COM | 50187A107 | 566 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC COM | COM | 53220K504 | 8,778 | 31,980 | SH | SOLE | 31,980 | 0 | 0 | ||
LINCOLN NATL CORP IND | COM | 534187109 | 5,714 | 84,452 | SH | SOLE | 84,452 | 0 | 0 | ||
LOGITECH INTL S A | COM | H50430232 | 7,692 | 172,001 | SH | SOLE | 172,001 | 0 | 0 | ||
LOGMEIN INC | COM | 54142L109 | 6,325 | 70,983 | SH | SOLE | 70,983 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 11,120 | 96,843 | SH | SOLE | 96,843 | 0 | 0 | ||
M D C HLDGS INC | COM | 552676108 | 1,423 | 48,100 | SH | SOLE | 48,100 | 0 | 0 | ||
M/I HOMES INC | COM | 55305B101 | 589 | 24,600 | SH | SOLE | 24,600 | 0 | 0 | ||
MAGNA INTL INC | COM | 559222401 | 4,445 | 84,620 | SH | SOLE | 84,620 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 24,659 | 308,358 | SH | SOLE | 308,358 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 3,623 | 19,910 | SH | SOLE | 19,910 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 10,986 | 300,165 | SH | SOLE | 300,165 | 0 | 0 | ||
MASTERCARD INCORPORATED CL A | COM | 57636Q104 | 21,219 | 95,321 | SH | SOLE | 95,321 | 0 | 0 | ||
MATADOR RES CO | COM | 576485205 | 2,856 | 86,400 | SH | SOLE | 86,400 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 1,355 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
MDU Resources Group Inc. | COM | 552690109 | 609 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
MEDIDATA SOLUTIONS INC | COM | 58471A105 | 733 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
MEDNAX Inc. | COM | 58502B106 | 1,568 | 33,600 | SH | SOLE | 33,600 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 5,306 | 74,800 | SH | SOLE | 74,800 | 0 | 0 | ||
METHODE ELECTRS INC | COM | 591520200 | 2,501 | 69,100 | SH | SOLE | 69,100 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 3,428 | 75,800 | SH | SOLE | 75,800 | 0 | 0 | ||
MKS INSTRUMENT INC | COM | 55306N104 | 874 | 10,900 | SH | SOLE | 10,900 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 456 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
MONDELEZ INTL INC CL A | COM | 609207105 | 425 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
MONOLITHIC PWR SYS INC | COM | 609839105 | 9,885 | 78,749 | SH | SOLE | 78,749 | 0 | 0 | ||
MORGAN STANLEY COM NEW | COM | 617446448 | 3,055 | 65,600 | SH | SOLE | 65,600 | 0 | 0 | ||
MSCI INC | COM | 55354G100 | 2,200 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
MYLAN N V SHS EURO | COM | N59465109 | 512 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
Mellanox Technologies Ltd. | COM | M51363113 | 690 | 9,400 | SH | SOLE | 9,400 | 0 | 0 | ||
MetLife Inc. | COM | 59156R108 | 673 | 14,400 | SH | SOLE | 14,400 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 802 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
NEWFIELD EXPL CO | COM | 651290108 | 9,352 | 324,380 | SH | SOLE | 324,380 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 730 | 29,300 | SH | SOLE | 29,300 | 0 | 0 | ||
NUVASIVE INC | COM | 670704105 | 532 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
NXP Semiconductors NV | COM | N6596X109 | 975 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
NextEra Energy Inc. | COM | 65339F101 | 1,542 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
OGE ENERGY CORP | COM | 670837103 | 1,453 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 1,159 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
PARTY CITY HOLDCO INC | COM | 702149105 | 496 | 36,601 | SH | SOLE | 36,601 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 682 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
PERKINELMER INC | COM | 714046109 | 9,346 | 96,078 | SH | SOLE | 96,078 | 0 | 0 | ||
PGT INNOVATIONS INC | COM | 69336V101 | 495 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 1,884 | 23,100 | SH | SOLE | 23,100 | 0 | 0 | ||
PNC Financial Services Group I | COM | 693475105 | 3,011 | 22,110 | SH | SOLE | 22,110 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 1,996 | 68,200 | SH | SOLE | 68,200 | 0 | 0 | ||
PRA HEALTH SCIENCES INC | COM | 69354M108 | 13,703 | 124,358 | SH | SOLE | 124,358 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 566 | 6,800 | SH | SOLE | 6,800 | 0 | 0 | ||
PROPETRO HLDG CORP | COM | 74347M108 | 2,650 | 160,700 | SH | SOLE | 160,700 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 12,675 | 511,718 | SH | SOLE | 511,718 | 0 | 0 | ||
PVH Corp. | COM | 693656100 | 347 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
Packaging Corporation of Ameri | COM | 695156109 | 1,185 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
Parsley Energy Inc. Class A | COM | 701877102 | 22,350 | 764,117 | SH | SOLE | 764,117 | 0 | 0 | ||
Patrick Industries Inc. | COM | 703343103 | 545 | 9,200 | SH | SOLE | 9,200 | 0 | 0 | ||
Penn Virginia Corporation | COM | 70788V102 | 2,336 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
Phillips 66 | COM | 718546104 | 9,649 | 85,600 | SH | SOLE | 85,600 | 0 | 0 | ||
Pinnacle West Capital Corporat | COM | 723484101 | 736 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
Pioneer Natural Resources Comp | COM | 723787107 | 9,789 | 56,200 | SH | SOLE | 56,200 | 0 | 0 | ||
Polaris Industries Inc. | COM | 731068102 | 9,773 | 96,808 | SH | SOLE | 96,808 | 0 | 0 | ||
Premier Inc. Class A | COM | 74051N102 | 1,883 | 41,132 | SH | SOLE | 41,132 | 0 | 0 | ||
Prestige Brands Holdings Inc. | COM | 74112D101 | 2,925 | 77,200 | SH | SOLE | 77,200 | 0 | 0 | ||
Principal Financial Group Inc. | COM | 74251V102 | 2,171 | 37,053 | SH | SOLE | 37,053 | 0 | 0 | ||
Prudential Financial Inc. | COM | 744320102 | 2,644 | 26,100 | SH | SOLE | 26,100 | 0 | 0 | ||
QORVO INC | COM | 74736K101 | 3,557 | 46,260 | SH | SOLE | 46,260 | 0 | 0 | ||
Radian Group Inc. | COM | 750236101 | 1,056 | 51,100 | SH | SOLE | 51,100 | 0 | 0 | ||
Regeneron Pharmaceuticals Inc. | COM | 75886F107 | 1,212 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
Ring Energy Inc. | COM | 76680V108 | 242 | 24,400 | SH | SOLE | 24,400 | 0 | 0 | ||
Rogers Corporation | COM | 775133101 | 3,243 | 22,010 | SH | SOLE | 22,010 | 0 | 0 | ||
Royal Caribbean Cruises Ltd. | COM | V7780T103 | 15,553 | 119,692 | SH | SOLE | 119,692 | 0 | 0 | ||
Rudolph Technologies Inc. | COM | 781270103 | 636 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 1,388 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 17,385 | 191,657 | SH | SOLE | 191,657 | 0 | 0 | ||
SM Energy Company | COM | 78454L100 | 259 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 275 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
SRC Energy Inc | COM | 78470V108 | 8,488 | 954,745 | SH | SOLE | 954,745 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 1,061 | 12,660 | SH | SOLE | 12,660 | 0 | 0 | ||
SVB Financial Group | COM | 78486Q101 | 22,205 | 71,437 | SH | SOLE | 71,437 | 0 | 0 | ||
ScanSource Inc. | COM | 806037107 | 1,225 | 30,700 | SH | SOLE | 30,700 | 0 | 0 | ||
ServiceNow Inc. | COM | 81762P102 | 704 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
Signature Bank | COM | 82669G104 | 13,973 | 121,671 | SH | SOLE | 121,671 | 0 | 0 | ||
Super Micro Computer Inc. | COM | 86800U104 | 1,274 | 61,800 | SH | SOLE | 61,800 | 0 | 0 | ||
Supernus Pharmaceuticals Inc. | COM | 868459108 | 3,877 | 77,000 | SH | SOLE | 77,000 | 0 | 0 | ||
Synovus Financial Corp. | COM | 87161C501 | 1,058 | 23,100 | SH | SOLE | 23,100 | 0 | 0 | ||
T-Mobile US Inc. | COM | 872590104 | 1,298 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 10,731 | 40,329 | SH | SOLE | 40,329 | 0 | 0 | ||
TERADYNE INC | COM | 880770102 | 847 | 22,909 | SH | SOLE | 22,909 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 15,546 | 63,694 | SH | SOLE | 63,694 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 527 | 4,701 | SH | SOLE | 4,701 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 314 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
TOTAL SYS SVCS INC | COM | 891906109 | 4,596 | 46,550 | SH | SOLE | 46,550 | 0 | 0 | ||
Take-Two Interactive Software | COM | 874054109 | 1,890 | 13,700 | SH | SOLE | 13,700 | 0 | 0 | ||
Tapestry Inc. | COM | 876030107 | 416 | 8,276 | SH | SOLE | 8,276 | 0 | 0 | ||
Terex Corporation | COM | 880779103 | 623 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
TransCanada Corporation | COM | 89353D107 | 1,966 | 48,600 | SH | SOLE | 48,600 | 0 | 0 | ||
U.S. Bancorp | COM | 902973304 | 2,773 | 52,500 | SH | SOLE | 52,500 | 0 | 0 | ||
ULTA BEAUTY INC | COM | 90384S303 | 3,230 | 11,450 | SH | SOLE | 11,450 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 13,647 | 83,809 | SH | SOLE | 83,809 | 0 | 0 | ||
UNITED INS HLDGS CORP | COM | 910710102 | 593 | 26,500 | SH | SOLE | 26,500 | 0 | 0 | ||
UNITED PARCEL SERVICE INC CL B | COM | 911312106 | 1,051 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 311 | 1,900 | SH | SOLE | 1,900 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 6,204 | 23,320 | SH | SOLE | 23,320 | 0 | 0 | ||
UNIVERSAL HLTH SVCS INC CL B | COM | 913903100 | 447 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
V.F. Corporation | COM | 918204108 | 1,458 | 15,600 | SH | SOLE | 15,600 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 5,036 | 26,130 | SH | SOLE | 26,130 | 0 | 0 | ||
VIACOM INC NEW CL B | COM | 92553P201 | 381 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
VISA INC COM CL A | COM | 92826C839 | 18,192 | 121,210 | SH | SOLE | 121,210 | 0 | 0 | ||
VOYA FINL INC | COM | 929089100 | 1,152 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
Valero Energy Corporation | COM | 91913Y100 | 7,485 | 65,800 | SH | SOLE | 65,800 | 0 | 0 | ||
Valley National Bancorp | COM | 919794107 | 760 | 67,600 | SH | SOLE | 67,600 | 0 | 0 | ||
Verizon Communications Inc. | COM | 92343V104 | 1,933 | 36,200 | SH | SOLE | 36,200 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 466 | 4,964 | SH | SOLE | 4,964 | 0 | 0 | ||
WALT DISNEY COMPANY (THE) | COM | 254687106 | 1,930 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
WELLCARE HEALTH PLANS INC | COM | 94946T106 | 2,853 | 8,901 | SH | SOLE | 8,901 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 469 | 3,947 | SH | SOLE | 3,947 | 0 | 0 | ||
Webster Financial Corporation | COM | 947890109 | 2,665 | 45,200 | SH | SOLE | 45,200 | 0 | 0 | ||
Weight Watchers International | COM | 948626106 | 626 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
Wells Fargo & Company | COM | 949746101 | 1,277 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
WildHorse Resource Development | COM | 96812T102 | 7,815 | 330,600 | SH | SOLE | 330,600 | 0 | 0 | ||
William Lyon Homes Class A | COM | 552074700 | 213 | 13,401 | SH | SOLE | 13,401 | 0 | 0 | ||
Xcel Energy Inc. | COM | 98389B100 | 2,148 | 45,500 | SH | SOLE | 45,500 | 0 | 0 | ||
athenahealth Inc. | COM | 04685W103 | 1,256 | 9,400 | SH | SOLE | 9,400 | 0 | 0 |