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 |
3M CO | COM | 88579Y101 | 574 | 3,000 | SH | SOLE | 1 | 0 | 0 | 3,000 | |
ABBOTT LABS | COM | 002824100 | 1,494 | 33,633 | SH | SOLE | 1 | 21,000 | 0 | 12,633 | |
ABBVIE INC | COM | 00287Y109 | 2,071 | 31,783 | SH | SOLE | 1 | 20,000 | 0 | 11,783 | |
ACADIA HEALTHCARE CO INC | COM | 00404A109 | 286 | 6,550 | SH | SOLE | 1 | 400 | 0 | 6,150 | |
AECOM TECHNOLOGY CORP | COM | 00766T100 | 890 | 25,000 | SH | SOLE | 0 | 0 | 0 | ||
AETNA INC | COM | 00817Y108 | 7,908 | 62,000 | SH | SOLE | 0 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 246 | 1,500 | SH | SOLE | 0 | 0 | 0 | ||
AGROFRESH SOLUTIONS INC | COM | 00856G109 | 252 | 57,745 | SH | SOLE | 0 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,394 | 10,305 | SH | SOLE | 0 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | COM | 011642105 | 365 | 11,861 | SH | SOLE | 0 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 1,511 | 14,300 | SH | SOLE | 1 | 12,200 | 0 | 2,100 | |
ALEXANDERS INC | COM | 014752109 | 7,034 | 16,288 | SH | SOLE | 1 | 7,900 | 0 | 8,388 | |
ALEXANDRIA REAL ESTATE EQ INC | COM | 015271109 | 5,816 | 52,628 | SH | SOLE | 1 | 47,028 | 0 | 5,600 | |
ALLEGIANCE BANCSHARES INC | COM | 01748H107 | 205 | 5,500 | SH | SOLE | 0 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 1,135 | 4,750 | SH | SOLE | 1 | 3,000 | 0 | 1,750 | |
ALLSTATE CORP | COM | 020002101 | 234 | 2,870 | SH | SOLE | 0 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 17,130 | 20,650 | SH | SOLE | 1 | 19,124 | 0 | 1,526 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 9,864 | 11,635 | SH | SOLE | 1 | 10,100 | 0 | 1,535 | |
ALPINE GLOBAL PREMIER PPTYS FD | COM SBI | 02083A103 | 5,607 | 980,230 | SH | SOLE | 1 | 0 | 0 | 980,230 | |
ALPINE TOTAL DYNAMIC DIVID FD | COM SH BEN INT N | 021060207 | 3,998 | 483,959 | SH | SOLE | 1 | 0 | 0 | 483,959 | |
ALTISOURCE RESIDENTI | CL B | 02153W100 | 3,756 | 246,278 | SH | SOLE | 0 | 0 | 0 | ||
AMBARELLA INC | SHS | G037AX101 | 1,143 | 20,900 | SH | SOLE | 0 | 0 | 0 | ||
AMERCO | COM | 023586100 | 6,252 | 16,400 | SH | SOLE | 1 | 11,800 | 0 | 4,600 | |
AMERICAN ASSETS TRUST INC | COM | 024013104 | 1,093 | 26,114 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN CAMPUS COMMUNITIES | COM | 024835100 | 714 | 15,000 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN ELEC PWR INC | COM | 025537101 | 2,705 | 40,300 | SH | SOLE | 1 | 33,700 | 0 | 6,600 | |
AMERICAN TOWER CORP | COM | 03027X100 | 13,734 | 113,000 | SH | SOLE | 0 | 0 | 0 | ||
AMERICAN WOODMARK CORP | COM | 030506109 | 427 | 4,648 | SH | SOLE | 0 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 272 | 2,100 | SH | SOLE | 1 | 0 | 0 | 2,100 | |
AMERISERV FINANCIAL INC | COM | 03074A102 | 229 | 61,000 | SH | SOLE | 0 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 4,225 | 25,750 | SH | SOLE | 1 | 19,500 | 0 | 6,250 | |
ANADARKO PETE CORP | COM | 032511107 | 11,625 | 187,500 | SH | SOLE | 0 | 0 | 0 | ||
ANHEUSER-BUSCH INBEV | SPONSORED ADR | 03524A108 | 7,661 | 69,800 | SH | SOLE | 0 | 0 | 0 | ||
ANNALY CAP MGMT INC | COM | 035710409 | 3,333 | 300,000 | SH | SOLE | 0 | 0 | 0 | ||
ANSYS INC | COM | 03662Q105 | 994 | 9,300 | SH | SOLE | 0 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 6,099 | 36,877 | SH | SOLE | 1 | 34,300 | 0 | 2,577 | |
APACHE CORP | COM | 037411105 | 9,024 | 175,600 | SH | SOLE | 1 | 171,000 | 0 | 4,600 | |
APOGEE ENTERPRISES INC | COM | 037598109 | 903 | 15,150 | SH | SOLE | 1 | 800 | 0 | 14,350 | |
APOLLO COML REAL EST FIN INC | COM | 03762U105 | 2,758 | 146,644 | SH | SOLE | 0 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 44,494 | 309,717 | SH | SOLE | 1 | 306,707 | 0 | 3,010 | |
APPLIED MATLS INC | COM | 038222105 | 14,494 | 372,600 | SH | SOLE | 0 | 0 | 0 | ||
ARBOR REALTY TRUST INC | COM | 038923108 | 101 | 12,000 | SH | SOLE | 0 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L104 | 9,327 | 1,117,000 | SH | SOLE | 0 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 13,280 | 764,100 | SH | SOLE | 0 | 0 | 0 | ||
ARRIS GROUP INC | SHS | G0551A103 | 437 | 16,526 | SH | SOLE | 0 | 0 | 0 | ||
ASHFORD HOSPITALITY PRIME IN | COM | 044102101 | 318 | 30,000 | SH | SOLE | 0 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 2,570 | 61,852 | SH | SOLE | 1 | 49,600 | 0 | 12,252 | |
ATLANTICA YIELD PLC | SHS | G0751N103 | 2,086 | 99,500 | SH | SOLE | 0 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 4,786 | 26,065 | SH | SOLE | 0 | 0 | 0 | ||
AVERY DENNISON CORP | COM | 053611109 | 1,088 | 13,500 | SH | SOLE | 0 | 0 | 0 | ||
BANK COMM HLDGS | COM | 06424J103 | 310 | 29,000 | SH | SOLE | 0 | 0 | 0 | ||
BANK MUTUAL CORP | COM | 063750103 | 150 | 16,000 | SH | SOLE | 0 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 33,980 | 1,440,429 | SH | SOLE | 1 | 1,333,615 | 0 | 106,814 | |
BANK OF NEW YORK MELLON CORP | COM | 064058100 | 1,940 | 41,066 | SH | SOLE | 1 | 4,500 | 0 | 36,566 | |
BANK OF THE OZARKS | COM | 063904106 | 1,950 | 37,500 | SH | SOLE | 1 | 28,500 | 0 | 9,000 | |
BANKUNITED INC | COM | 06652K103 | 261 | 7,000 | SH | SOLE | 0 | 0 | 0 | ||
BANNER CORP | COM NEW | 06652V208 | 306 | 5,500 | SH | SOLE | 0 | 0 | 0 | ||
BAY BANCORP INC | COM | 07203T106 | 188 | 24,000 | SH | SOLE | 0 | 0 | 0 | ||
BE AEROSPACE INC | COM | 073302101 | 256 | 4,000 | SH | SOLE | 0 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 5,279 | 28,778 | SH | SOLE | 1 | 21,000 | 0 | 7,778 | |
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 451 | 12,500 | SH | SOLE | 0 | 0 | 0 | ||
BGC PARTNERS INC | CL A | 05541T101 | 153 | 13,500 | SH | SOLE | 0 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 10,350 | 348,500 | SH | SOLE | 0 | 0 | 0 | ||
BOB EVANS FARMS | COM | 096761101 | 3,808 | 58,700 | SH | SOLE | 0 | 0 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 16,996 | 128,361 | SH | SOLE | 1 | 123,511 | 0 | 4,850 | |
BP PLC | SPONSORED ADR | 055622104 | 1,208 | 35,000 | SH | SOLE | 0 | 0 | 0 | ||
BROADCOM LTD | SHS | Y09827109 | 18,721 | 85,500 | SH | SOLE | 1 | 83,400 | 0 | 0 | |
BROOKDALE SR LIVING INC | COM | 112463104 | 2,015 | 150,000 | SH | SOLE | 0 | 0 | 0 | ||
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 157 | 10,000 | SH | SOLE | 0 | 0 | 0 | ||
BRYN MAWR BANK CORP | COM | 117665109 | 533 | 13,500 | SH | SOLE | 0 | 0 | 0 | ||
BT GROUP PLC | ADR | 05577E101 | 11,739 | 584,300 | SH | SOLE | 0 | 0 | 0 | ||
CALATLANTIC GROUP INC | COM | 128195104 | 5,243 | 140,000 | SH | SOLE | 0 | 0 | 0 | ||
CAMDEN PPTY TR | SH BEN INT | 133131102 | 3,613 | 44,900 | SH | SOLE | 0 | 0 | 0 | ||
CANADIAN PACIFIC RAILWAY LTD | COM | 13645T100 | 15,515 | 105,600 | SH | SOLE | 0 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 774 | 8,926 | SH | SOLE | 1 | 1,000 | 0 | 7,926 | |
CARLISLE COS INC | COM | 142339100 | 280 | 2,628 | SH | SOLE | 1 | 0 | 0 | 2,628 | |
CARTER'S INC | COM | 146229109 | 10,534 | 117,300 | SH | SOLE | 0 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COM | 149150104 | 3,131 | 83,100 | SH | SOLE | 1 | 34,000 | 0 | 49,100 | |
CB RICHARD ELLIS GROUP INC | CL A | 12504L109 | 209 | 6,000 | SH | SOLE | 0 | 0 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 2,788 | 292,191 | SH | SOLE | 0 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 1,526 | 22,000 | SH | SOLE | 0 | 0 | 0 | ||
CENTENE CORP | COM | 15135B101 | 285 | 4,000 | SH | SOLE | 0 | 0 | 0 | ||
CENTERSTATE BANKS INC | COM | 15201P109 | 466 | 18,000 | SH | SOLE | 0 | 0 | 0 | ||
CERNER CORP | COM | 156782104 | 824 | 14,000 | SH | SOLE | 0 | 0 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 585 | 6,500 | SH | SOLE | 0 | 0 | 0 | ||
CHART INDUSTRIES INC | COM PAR $0.01 | 16115Q308 | 482 | 13,800 | SH | SOLE | 0 | 0 | 0 | ||
CHATHAM LODGING TR | COM | 16208T102 | 586 | 29,696 | SH | SOLE | 0 | 0 | 0 | ||
CHEMICAL FINANCIAL CORP | COM | 163731102 | 307 | 6,000 | SH | SOLE | 0 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 10,188 | 94,886 | SH | SOLE | 1 | 92,300 | 0 | 2,586 | |
CHIMERA INVT CORP | COM NEW | 16934Q208 | 2,018 | 100,000 | SH | SOLE | 0 | 0 | 0 | ||
CHINA UNICOM HONG KONG | SPONSORED ADR | 16945R104 | 1,212 | 90,000 | SH | SOLE | 0 | 0 | 0 | ||
CIA SANEAMENTO BASICO | SPONSORED ADR | 20441A102 | 1,197 | 115,000 | SH | SOLE | 0 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COM | 17243V102 | 2,306 | 52,000 | SH | SOLE | 0 | 0 | 0 | ||
CINTAS CORP | COM | 172908105 | 367 | 2,900 | SH | SOLE | 1 | 0 | 0 | 2,900 | |
CISCO SYS INC | COM | 17275R102 | 8,369 | 247,600 | SH | SOLE | 0 | 0 | 0 | ||
CIT GROUP INC | COM NEW | 125581801 | 258 | 6,000 | SH | SOLE | 0 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 18,438 | 308,225 | SH | SOLE | 0 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COM | 174610105 | 20,039 | 580,000 | SH | SOLE | 0 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | COM | 189464100 | 382 | 6,000 | SH | SOLE | 0 | 0 | 0 | ||
CLUBCORP HOLDINGS INC | COM | 18948M108 | 883 | 55,000 | SH | SOLE | 0 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 9,967 | 83,900 | SH | SOLE | 1 | 76,000 | 0 | 7,900 | |
CMS ENERGY CORP | COM | 125896100 | 13,176 | 294,500 | SH | SOLE | 1 | 283,900 | 0 | 10,600 | |
COASTWAY BANCORP INC | COM | 190632109 | 229 | 13,000 | SH | SOLE | 0 | 0 | 0 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 42,708 | 3,308,130 | SH | SOLE | 1 | 3,249,986 | 0 | 58,144 | |
COLONY STARWOOD HOMES | COM | 19625X102 | 6,501 | 191,500 | SH | SOLE | 0 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 15,409 | 409,922 | SH | SOLE | 0 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 288 | 4,200 | SH | SOLE | 0 | 0 | 0 | ||
CONAGRA FOODS INC | COM | 205887102 | 968 | 24,000 | SH | SOLE | 0 | 0 | 0 | ||
CONNECTONE BANCORP INC | COM | 20786W107 | 388 | 16,000 | SH | SOLE | 0 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 798 | 16,000 | SH | SOLE | 0 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 1,041 | 13,410 | SH | SOLE | 1 | 0 | 0 | 13,410 | |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 1,297 | 8,000 | SH | SOLE | 0 | 0 | 0 | ||
CORECIVIC INC | COM | 21871N101 | 1,213 | 38,600 | SH | SOLE | 0 | 0 | 0 | ||
CORESITE REALTY CORP | COM | 21870Q105 | 10,128 | 112,471 | SH | SOLE | 0 | 0 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 307 | 37,087 | SH | SOLE | 0 | 0 | 0 | ||
COWEN GROUP INC | CL A NEW | 223622606 | 157 | 10,500 | SH | SOLE | 0 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COM | 22410J106 | 1,147 | 7,200 | SH | SOLE | 0 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COM | 22822V101 | 3,325 | 35,200 | SH | SOLE | 0 | 0 | 0 | ||
CSRA INC | COM | 12650T104 | 10,530 | 359,510 | SH | SOLE | 0 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 931 | 20,000 | SH | SOLE | 0 | 0 | 0 | ||
CVS CAREMARK CORPORATION | COM | 126650100 | 17,388 | 221,506 | SH | SOLE | 1 | 218,500 | 0 | 3,006 | |
CYRUSONE INC | COM | 23283R100 | 24,797 | 481,769 | SH | SOLE | 1 | 472,869 | 0 | 8,900 | |
D R HORTON INC | COM | 23331A109 | 11,306 | 339,426 | SH | SOLE | 1 | 313,000 | 0 | 26,426 | |
DDR CORP | COM | 23317H102 | 314 | 25,075 | SH | SOLE | 0 | 0 | 0 | ||
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 5,053 | 78,856 | SH | SOLE | 0 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 16,219 | 201,500 | SH | SOLE | 1 | 188,000 | 0 | 13,500 | |
DELTA AIR LINES INC | COM NEW | 247361702 | 8,117 | 176,600 | SH | SOLE | 0 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 4,900 | 67,900 | SH | SOLE | 1 | 55,000 | 0 | 12,900 | |
DESCARTES SYSTEMS GRP/THE | COM | 249906108 | 409 | 17,870 | SH | SOLE | 1 | 6,270 | 0 | 11,600 | |
DIGITAL REALTY TRUST INC | COM | 253868103 | 14,533 | 136,600 | SH | SOLE | 0 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 10,467 | 153,050 | SH | SOLE | 0 | 0 | 0 | ||
DISH NETWORK CORP. | CL A | 25470M109 | 1,682 | 26,500 | SH | SOLE | 0 | 0 | 0 | ||
DOLLAR GENERAL CORP | COM | 256677105 | 11,715 | 168,000 | SH | SOLE | 0 | 0 | 0 | ||
DOUGLAS EMMETT INC | COM | 25960P109 | 2,208 | 57,509 | SH | SOLE | 0 | 0 | 0 | ||
DTE ENERGY COMPANY | COM | 233331107 | 2,359 | 23,100 | SH | SOLE | 0 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 490 | 6,100 | SH | SOLE | 1 | 0 | 0 | 6,100 | |
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 1,546 | 18,853 | SH | SOLE | 1 | 0 | 0 | 18,853 | |
DUKE REALTY CORP | COM NEW | 264411505 | 688 | 26,196 | SH | SOLE | 0 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY INC | COM | 26613Q106 | 5,244 | 105,752 | SH | SOLE | 1 | 97,952 | 0 | 7,800 | |
DYCOM INDUSTRIES INC | COM | 267475101 | 2,178 | 23,428 | SH | SOLE | 1 | 18,088 | 0 | 5,340 | |
EAGLE PHARMACEUTICALS INC | COM | 269796108 | 581 | 7,000 | SH | SOLE | 0 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 284 | 5,500 | SH | SOLE | 0 | 0 | 0 | ||
ECOLAB INC | COM | 278865100 | 426 | 3,400 | SH | SOLE | 1 | 0 | 0 | 3,400 | |
EDUCATION RLTY TR INC | COM NEW | 28140H203 | 420 | 10,283 | SH | SOLE | 0 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 1,911 | 20,312 | SH | SOLE | 0 | 0 | 0 | ||
EMPIRE STATE REALTY TRUST IN | CL A | 292104106 | 938 | 45,455 | SH | SOLE | 0 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 13,209 | 315,696 | SH | SOLE | 0 | 0 | 0 | ||
ENBRIDGE INC COM | COM | 29250N105 | 3,423 | 81,700 | SH | SOLE | 0 | 0 | 0 | ||
ENTERPRISE FINANCIAL SERVICE | COM | 293712105 | 451 | 10,635 | SH | SOLE | 0 | 0 | 0 | ||
EOG RESOURCES INC | COM | 26875P101 | 6,975 | 71,500 | SH | SOLE | 0 | 0 | 0 | ||
EPR PROPERTIES | COM SH BEN INT | 26884U109 | 664 | 9,012 | SH | SOLE | 0 | 0 | 0 | ||
EQUINIX INC | COM PAR $0.001 | 29444U700 | 17,676 | 44,150 | SH | SOLE | 0 | 0 | 0 | ||
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 2,227 | 28,900 | SH | SOLE | 0 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 4,322 | 69,460 | SH | SOLE | 0 | 0 | 0 | ||
ESSENT GROUP LTD | COM | G3198U102 | 396 | 10,954 | SH | SOLE | 0 | 0 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 5,435 | 23,475 | SH | SOLE | 0 | 0 | 0 | ||
EVERCORE PARTNERS INC | CLASS A | 29977A105 | 9,504 | 122,000 | SH | SOLE | 0 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 218 | 3,700 | SH | SOLE | 1 | 0 | 0 | 3,700 | |
EXELON CORP | COM | 30161N101 | 1,634 | 45,400 | SH | SOLE | 0 | 0 | 0 | ||
EXPEDIA INC DEL | COM NEW | 30212P303 | 265 | 2,100 | SH | SOLE | 1 | 0 | 0 | 2,100 | |
EXPRESS SCRIPTS INC | COM | 30219G108 | 5,135 | 77,906 | SH | SOLE | 1 | 51,584 | 0 | 26,322 | |
EXTENDED STAY AMERICA INC | UNIT 99/99/9999B | 30224P200 | 3,626 | 227,464 | SH | SOLE | 0 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 1,302 | 17,500 | SH | SOLE | 0 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,756 | 33,611 | SH | SOLE | 1 | 20,000 | 0 | 13,611 | |
FAIR ISAAC CORP | COM | 303250104 | 1,054 | 8,171 | SH | SOLE | 0 | 0 | 0 | ||
FARMERS CAPITAL BANK CORP | COM | 309562106 | 222 | 5,500 | SH | SOLE | 0 | 0 | 0 | ||
FCB FINANCIAL HOLDINGS INC | CL A | 30255G103 | 496 | 10,000 | SH | SOLE | 0 | 0 | 0 | ||
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 1,615 | 12,100 | SH | SOLE | 0 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 24,140 | 123,700 | SH | SOLE | 1 | 112,400 | 0 | 11,300 | |
FELCOR LODGING TR INC | COM | 31430F101 | 113 | 15,000 | SH | SOLE | 0 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 214 | 5,500 | SH | SOLE | 0 | 0 | 0 | ||
FIRST MERCHANTS CORP | COM | 320817109 | 354 | 9,000 | SH | SOLE | 0 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 353 | 11,100 | SH | SOLE | 1 | 0 | 0 | 11,100 | |
FISERV INC | COM | 337738108 | 4,947 | 42,900 | SH | SOLE | 1 | 39,000 | 0 | 3,900 | |
FLIR SYS INC | COM | 302445101 | 2,670 | 73,600 | SH | SOLE | 0 | 0 | 0 | ||
FNB CORP | COM | 302520101 | 312 | 21,000 | SH | SOLE | 0 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 8,985 | 120,100 | SH | SOLE | 0 | 0 | 0 | ||
FOREST CITY REALTY TRUST | COM CL A | 345605109 | 267 | 12,250 | SH | SOLE | 0 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURI | COM | 34964C106 | 7,120 | 117,000 | SH | SOLE | 0 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 407 | 7,200 | SH | SOLE | 1 | 0 | 0 | 7,200 | |
GARMIN LTD | SHS | H2906T109 | 552 | 10,800 | SH | SOLE | 0 | 0 | 0 | ||
GARRISON CAPITAL INC | COM | 366554103 | 108 | 11,000 | SH | SOLE | 0 | 0 | 0 | ||
GATX CORP | COM | 361448103 | 2,067 | 33,900 | SH | SOLE | 1 | 23,500 | 0 | 10,400 | |
GENERAC HOLDINGS INC | COM | 368736104 | 1,364 | 36,600 | SH | SOLE | 1 | 31,000 | 0 | 5,600 | |
GENERAL DYNAMICS CORP | COM | 369550108 | 3,557 | 19,000 | SH | SOLE | 1 | 10,000 | 0 | 9,000 | |
GENERAL ELECTRIC CO | COM | 369604103 | 334 | 11,216 | SH | SOLE | 1 | 0 | 0 | 11,216 | |
GENESEE & WYOMING INC | CL A | 371559105 | 2,796 | 41,200 | SH | SOLE | 0 | 0 | 0 | ||
GEO GROUP INC | COM | 36162J106 | 8,657 | 186,700 | SH | SOLE | 0 | 0 | 0 | ||
GGP INC | COM | 36174X101 | 7,640 | 329,600 | SH | SOLE | 0 | 0 | 0 | ||
GIBRALTAR INDUSTRIES INC | COM | 374689107 | 405 | 9,824 | SH | SOLE | 0 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 1,060 | 15,600 | SH | SOLE | 1 | 10,300 | 0 | 5,300 | |
GLACIER BANCORP INC | COM | 37637Q105 | 587 | 17,300 | SH | SOLE | 1 | 0 | 0 | 17,300 | |
GRANA Y MONTERO SA | SPONSORED ADR | 38500P208 | 219 | 70,000 | SH | SOLE | 0 | 0 | 0 | ||
GREAT PLAINS ENERGY INC | COM | 391164100 | 2,016 | 69,000 | SH | SOLE | 0 | 0 | 0 | ||
GREAT SOUTHERN BANCORP INC | COM | 390905107 | 202 | 4,000 | SH | SOLE | 0 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COM | 391416104 | 255 | 6,000 | SH | SOLE | 0 | 0 | 0 | ||
GREENLIGHT CAPITAL RE LTD | CLASS A | G4095J109 | 337 | 15,251 | SH | SOLE | 0 | 0 | 0 | ||
HARRIS CORP DEL | COM | 413875105 | 3,002 | 26,975 | SH | SOLE | 1 | 10,500 | 0 | 16,475 | |
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 1,562 | 32,500 | SH | SOLE | 0 | 0 | 0 | ||
HCP INC COM | COM | 40414L109 | 528 | 16,887 | SH | SOLE | 0 | 0 | 0 | ||
HENRY SCHEIN INC | COM | 806407102 | 4,181 | 24,600 | SH | SOLE | 1 | 17,000 | 0 | 7,600 | |
HERITAGE INSURANCE HOLDINGS | COM | 42727J102 | 204 | 16,000 | SH | SOLE | 0 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 964 | 20,000 | SH | SOLE | 0 | 0 | 0 | ||
HEXCEL CORP NEW | COM | 428291108 | 982 | 18,000 | SH | SOLE | 0 | 0 | 0 | ||
HILTON GRAND VACATIONS-WI | COM | 43283X105 | 685 | 23,909 | SH | SOLE | 0 | 0 | 0 | ||
HILTON WORLDWIDE HOLDINGS IN | COM | 43300A203 | 4,659 | 79,697 | SH | SOLE | 0 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 9,896 | 67,400 | SH | SOLE | 1 | 60,200 | 0 | 7,200 | |
HOMESTREET INC | COM | 43785V102 | 335 | 12,000 | SH | SOLE | 0 | 0 | 0 | ||
HOPFED BANCORP INC | COM | 439734104 | 272 | 19,000 | SH | SOLE | 0 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 1,560 | 83,600 | SH | SOLE | 1 | 73,600 | 0 | 10,000 | |
HOSTESS BRANDS INC | CL A | 44109J106 | 285 | 17,985 | SH | SOLE | 0 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 23 | 10,000 | SH | SOLE | 1 | 0 | 0 | 10,000 | |
HOWARD HUGHES CORP | COM | 44267D107 | 7,094 | 60,500 | SH | SOLE | 0 | 0 | 0 | ||
HUB GROUP INC | CL A | 443320106 | 353 | 7,602 | SH | SOLE | 0 | 0 | 0 | ||
HUDSON PACIFIC PROPERTIES IN | COM | 444097109 | 603 | 17,414 | SH | SOLE | 0 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 2,185 | 10,600 | SH | SOLE | 0 | 0 | 0 | ||
IBERIABANK CORP | COM | 450828108 | 277 | 3,500 | SH | SOLE | 0 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 2,901 | 17,000 | SH | SOLE | 0 | 0 | 0 | ||
IMPAC MTG HLDGS INC | COM NEW | 45254P508 | 623 | 50,000 | SH | SOLE | 0 | 0 | 0 | ||
INC RESEARCH HOLDINGS INC | CL A | 45329R109 | 380 | 8,284 | SH | SOLE | 0 | 0 | 0 | ||
INGERSOLL-RAND PLC | SHS | G47791101 | 1,220 | 15,000 | SH | SOLE | 0 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 17,861 | 495,184 | SH | SOLE | 1 | 468,600 | 0 | 26,584 | |
INTERCONTINENTALEXCHANGE INC | COM | 45866F104 | 240 | 4,000 | SH | SOLE | 0 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 1,859 | 10,673 | SH | SOLE | 1 | 0 | 0 | 10,673 | |
INTERXION HOLDING NV | SHS | N47279109 | 7,121 | 180,000 | SH | SOLE | 0 | 0 | 0 | ||
INTL FLAVORS & FRAGRANCES | COM | 459506101 | 2,856 | 21,550 | SH | SOLE | 1 | 10,400 | 0 | 11,150 | |
INTRA-CELLULAR THERAPIES INC | COM | 46116X101 | 1,202 | 73,944 | SH | SOLE | 1 | 48,444 | 0 | 25,500 | |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 5,327 | 6,950 | SH | SOLE | 1 | 5,500 | 0 | 1,450 | |
INVITATION HOMES INC | COM | 46187W107 | 420 | 19,230 | SH | SOLE | 0 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | COM | 462222100 | 402 | 10,000 | SH | SOLE | 0 | 0 | 0 | ||
IPG PHOTONICS CORP | COM | 44980X109 | 604 | 5,000 | SH | SOLE | 0 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 1,255 | 22,700 | SH | SOLE | 1 | 13,500 | 0 | 9,200 | |
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 4,427 | 30,500 | SH | SOLE | 1 | 23,300 | 0 | 7,200 | |
JOHNSON & JOHNSON | COM | 478160104 | 16,429 | 131,905 | SH | SOLE | 1 | 35,530 | 0 | 96,375 | |
JONES LANG LASALLE INC | COM | 48020Q107 | 3,344 | 30,000 | SH | SOLE | 0 | 0 | 0 | ||
JPMORGAN ALERIAN MLP INDEX | ALERIAN ML ETN | 46625H365 | 1,260 | 39,000 | SH | SOLE | 1 | 0 | 0 | 39,000 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 5,115 | 58,227 | SH | SOLE | 1 | 40,000 | 0 | 18,227 | |
JUST ENERGY GROUP INC | COM | 48213W101 | 66 | 10,500 | SH | SOLE | 1 | 0 | 0 | 10,500 | |
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 1,201 | 14,000 | SH | SOLE | 0 | 0 | 0 | ||
KENNEDY-WILSON HLDGS INC | COM | 489398107 | 495 | 22,285 | SH | SOLE | 0 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 356 | 20,000 | SH | SOLE | 0 | 0 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 17,283 | 239,773 | SH | SOLE | 0 | 0 | 0 | ||
KIMCO REALTY CORP | COM | 49446R109 | 1,138 | 51,500 | SH | SOLE | 0 | 0 | 0 | ||
KINDER MORGAN HOLDCO LLC | COM | 49456B101 | 19,849 | 913,000 | SH | SOLE | 0 | 0 | 0 | ||
KITE PHARMA INC | COM | 49803L109 | 1,177 | 15,000 | SH | SOLE | 0 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COM | 500754106 | 5,149 | 56,700 | SH | SOLE | 1 | 53,000 | 0 | 3,700 | |
KROGER CO | COM | 501044101 | 12,165 | 412,500 | SH | SOLE | 0 | 0 | 0 | ||
L-3 COMMUNICATIONS HLDGS INC | COM | 502413107 | 1,240 | 7,500 | SH | SOLE | 1 | 6,000 | 0 | 1,500 | |
LABORATORY CRP OF AMER HLDGS | COM NEW | 50540R409 | 1,463 | 10,200 | SH | SOLE | 1 | 7,000 | 0 | 3,200 | |
LAKELAND BANCORP INC | COM | 511637100 | 196 | 10,000 | SH | SOLE | 0 | 0 | 0 | ||
LCI INDUSTRIES | COM | 50189K103 | 394 | 3,949 | SH | SOLE | 0 | 0 | 0 | ||
LEGGETT & PLATT INC | COM | 524660107 | 1,289 | 25,610 | SH | SOLE | 1 | 2,000 | 0 | 23,610 | |
LEIDOS HOLDINGS INC | COM | 525327102 | 11,042 | 215,925 | SH | SOLE | 1 | 201,200 | 0 | 14,725 | |
LENNAR CORP | CL A | 526057104 | 27,607 | 539,300 | SH | SOLE | 1 | 517,200 | 0 | 22,100 | |
LENNAR CORP | CL B | 526057302 | 569 | 13,620 | SH | SOLE | 0 | 0 | 0 | ||
LGI HOMES INC | COM | 50187T106 | 11,058 | 326,107 | SH | SOLE | 1 | 299,507 | 0 | 26,600 | |
LIBERTY PROPERTY TRUST | SH BEN INT | 531172104 | 721 | 18,708 | SH | SOLE | 0 | 0 | 0 | ||
LIFE STORAGE INC | COM | 53223X107 | 1,165 | 14,183 | SH | SOLE | 0 | 0 | 14,183 | ||
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 348 | 3,284 | SH | SOLE | 0 | 0 | 0 | ||
LITHIA MOTORS INC | CL A | 536797103 | 416 | 4,854 | SH | SOLE | 0 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 415 | 13,677 | SH | SOLE | 0 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 254 | 950 | SH | SOLE | 1 | 200 | 0 | 750 | |
LOWES COS INC | COM | 548661107 | 1,315 | 16,000 | SH | SOLE | 0 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 9,393 | 60,705 | SH | SOLE | 1 | 0 | 0 | 60,705 | |
MACERICH CO | COM | 554382101 | 2,050 | 31,828 | SH | SOLE | 0 | 0 | 0 | ||
MACK CALI RLTY CORP | COM | 554489104 | 404 | 15,000 | SH | SOLE | 0 | 0 | 0 | ||
MACKINAC FINANCIAL CORP | COM | 554571109 | 178 | 13,000 | SH | SOLE | 0 | 0 | 0 | ||
MAGAL SECURITY SYS LTD | ORD | M6786D104 | 436 | 58,000 | SH | SOLE | 0 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COM | 56585A102 | 7,050 | 139,500 | SH | SOLE | 0 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 678 | 7,200 | SH | SOLE | 0 | 0 | 0 | ||
MASTEC INC | COM | 576323109 | 1,602 | 40,000 | SH | SOLE | 0 | 0 | 0 | ||
MATRIX SERVICE CO | COM | 576853105 | 331 | 20,069 | SH | SOLE | 0 | 0 | 0 | ||
MAXIMUS INC | COM | 577933104 | 3,445 | 55,382 | SH | SOLE | 1 | 31,282 | 0 | 24,100 | |
MCKESSON CORP | COM | 58155Q103 | 14,470 | 97,600 | SH | SOLE | 1 | 87,900 | 0 | 9,700 | |
MEDALLION FINANCIAL CORP | COM | 583928106 | 106 | 53,704 | SH | SOLE | 1 | 39,804 | 0 | 13,900 | |
MEDNAX INC | COM | 58502B106 | 4,198 | 60,500 | SH | SOLE | 1 | 46,000 | 0 | 14,500 | |
MEDTRONIC INC | SHS | G5960L103 | 12,350 | 153,300 | SH | SOLE | 0 | 0 | 0 | ||
MELCO CROWN ENTERTAINME | ADR | 585464100 | 13,238 | 714,000 | SH | SOLE | 0 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 458 | 7,200 | SH | SOLE | 1 | 0 | 0 | 7,200 | |
MERRIMACK PHARMACEUTICALS IN | COM | 590328100 | 2,236 | 726,000 | SH | SOLE | 0 | 0 | 0 | ||
META FINANCIAL GROUP INC | COM | 59100U108 | 493 | 5,575 | SH | SOLE | 0 | 0 | 0 | ||
METTLER-TOLEDO INTERNATIONAL | COM | 592688105 | 240 | 500 | SH | SOLE | 0 | 0 | 0 | ||
MGM MIRAGE | COM | 552953101 | 11,004 | 401,600 | SH | SOLE | 0 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 10,439 | 158,500 | SH | SOLE | 0 | 0 | 0 | ||
MIDDLEBY CORP | COM | 596278101 | 928 | 6,800 | SH | SOLE | 1 | 5,000 | 0 | 1,800 | |
MINERVA NEUROSCIENCES INC | COM | 603380106 | 81 | 10,000 | SH | SOLE | 0 | 0 | 0 | ||
MOBILEYE NV | ORD SHS | N51488117 | 2,972 | 48,400 | SH | SOLE | 1 | 38,700 | 0 | 9,700 | |
MOHAWK INDS INC | COM | 608190104 | 1,813 | 7,900 | SH | SOLE | 1 | 6,000 | 0 | 1,900 | |
MONDELEZ INTERN | CL A | 609207105 | 15,013 | 348,500 | SH | SOLE | 0 | 0 | 0 | ||
NASDAQ INC. | COM | 631103108 | 243 | 3,500 | SH | SOLE | 0 | 0 | 0 | ||
NATIONAL RESEARCH CORP | CL B | 637372301 | 416 | 10,595 | SH | SOLE | 0 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 287 | 12,000 | SH | SOLE | 0 | 0 | 0 | ||
NATUS MEDICAL INC | COM | 639050103 | 216 | 5,499 | SH | SOLE | 0 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT | COM NEW | 64828T201 | 781 | 46,007 | SH | SOLE | 0 | 0 | 0 | ||
NEW YORK MORTGAGE TRUST INC | COM PAR $.02 | 649604501 | 166 | 26,883 | SH | SOLE | 0 | 0 | 0 | ||
NEW YORK REIT INC | COM | 64976L109 | 740 | 76,382 | SH | SOLE | 0 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 14,962 | 317,183 | SH | SOLE | 1 | 294,977 | 0 | 22,206 | |
NEWLINK GENETICS CORP | COM | 651511107 | 704 | 29,200 | SH | SOLE | 0 | 0 | 0 | ||
NEWMARKET CORP | COM | 651587107 | 363 | 800 | SH | SOLE | 0 | 0 | 0 | ||
NEWSTAR FINANCIAL INC | COM | 65251F105 | 212 | 20,000 | SH | SOLE | 0 | 0 | 0 | ||
Nexstar Media Group Inc | CL A | 65336K103 | 276 | 3,935 | SH | SOLE | 0 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 19,203 | 149,588 | SH | SOLE | 1 | 136,000 | 0 | 13,588 | |
NMI HOLDINGS INC | CL A | 629209305 | 228 | 20,000 | SH | SOLE | 0 | 0 | 0 | ||
NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 2,472 | 215,875 | SH | SOLE | 0 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 11,443 | 102,200 | SH | SOLE | 0 | 0 | 0 | ||
NORTHEAST BANCORP | COM NEW | 663904209 | 184 | 12,000 | SH | SOLE | 0 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,048 | 4,407 | SH | SOLE | 1 | 200 | 0 | 4,207 | |
NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 4,606 | 397,385 | SH | SOLE | 0 | 0 | 0 | ||
NOVARTIS A G | SPONSORED ADR | 66987V109 | 12,905 | 173,753 | SH | SOLE | 0 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 1,403 | 75,000 | SH | SOLE | 0 | 0 | 0 | ||
NRG YIELD INC | CL A NEW | 62942X306 | 11,639 | 669,300 | SH | SOLE | 0 | 0 | 0 | ||
NRG YIELD INC | CL C | 62942X405 | 8,930 | 504,500 | SH | SOLE | 0 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 1,981 | 940 | SH | SOLE | 0 | 0 | 0 | ||
NXP SEMICONDUCTORS NV | COM | N6596X109 | 518 | 5,000 | SH | SOLE | 0 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COM | 67103H107 | 270 | 1,000 | SH | SOLE | 1 | 0 | 0 | 1,000 | |
OAKTREE CAPITAL GROUP LLC | UNIT CL A | 674001201 | 1,133 | 25,000 | SH | SOLE | 0 | 0 | 0 | ||
OCEANFIRST FINL CORP | COM | 675234108 | 465 | 16,500 | SH | SOLE | 0 | 0 | 0 | ||
OM ASSET MANAGEMENT LTD | SHS | G67506108 | 3,243 | 214,500 | SH | SOLE | 0 | 0 | 0 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 838 | 25,413 | SH | SOLE | 0 | 0 | 0 | ||
ON DECK CAPITAL INC | COM | 682163100 | 126 | 25,010 | SH | SOLE | 0 | 0 | 0 | ||
OPUS BANK | COM | 684000102 | 202 | 10,000 | SH | SOLE | 0 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 1,428 | 32,000 | SH | SOLE | 0 | 0 | 0 | ||
PACIFIC MERCANTILE BANCORP | COM | 694552100 | 112 | 14,800 | SH | SOLE | 0 | 0 | 0 | ||
PARAMOUNT GROUP INC | COM | 69924R108 | 577 | 35,608 | SH | SOLE | 0 | 0 | 0 | ||
PARK HOTELS & RESORTS INC | COM | 700517105 | 12,192 | 474,953 | SH | SOLE | 0 | 0 | 0 | ||
PATRICK INDUSTRIES INC | COM | 703343103 | 543 | 7,657 | SH | SOLE | 0 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | CL A | 70338P100 | 11,828 | 587,600 | SH | SOLE | 1 | 577,200 | 0 | 10,400 | |
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 505 | 17,300 | SH | SOLE | 0 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 1,454 | 13,000 | SH | SOLE | 0 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 11,444 | 334,513 | SH | SOLE | 1 | 312,300 | 0 | 22,213 | |
PG&E CORP | COM | 69331C108 | 285 | 4,300 | SH | SOLE | 1 | 0 | 0 | 4,300 | |
PGT INC | COM | 69336V101 | 161 | 15,000 | SH | SOLE | 0 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 951 | 12,000 | SH | SOLE | 0 | 0 | 0 | ||
PINNACLE FOODS INC | COM | 72348P104 | 810 | 14,000 | SH | SOLE | 0 | 0 | 0 | ||
PINNACLE WEST CAP CORP | COM | 723484101 | 600 | 7,200 | SH | SOLE | 0 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 16,665 | 138,600 | SH | SOLE | 0 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 1,314 | 12,500 | SH | SOLE | 0 | 0 | 0 | ||
PREFERRED BANK/LOS ANGELES | COM NEW | 740367404 | 376 | 7,000 | SH | SOLE | 0 | 0 | 0 | ||
PRICELINE GROUP INC | COM NEW | 741503403 | 427 | 240 | SH | SOLE | 1 | 0 | 0 | 240 | |
PRIMERICA INC. | COM | 74164M108 | 625 | 7,600 | SH | SOLE | 0 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 2,537 | 28,236 | SH | SOLE | 1 | 10,500 | 0 | 17,736 | |
PROLOGIS INC | COM | 74340W103 | 4,840 | 93,292 | SH | SOLE | 0 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 5,312 | 24,265 | SH | SOLE | 0 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 1,907 | 80,958 | SH | SOLE | 0 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 208 | 2,010 | SH | SOLE | 0 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 235 | 4,100 | SH | SOLE | 0 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 189 | 10,510 | SH | SOLE | 0 | 0 | 0 | ||
RADNET INC | COM | 750491102 | 79 | 13,336 | SH | SOLE | 1 | 0 | 0 | 13,336 | |
RALPH LAUREN CORP | CL A | 751212101 | 1,061 | 13,000 | SH | SOLE | 0 | 0 | 0 | ||
RANDGOLD RESOURCES LTD | ADR | 752344309 | 8,903 | 102,000 | SH | SOLE | 0 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 15,405 | 101,013 | SH | SOLE | 1 | 94,900 | 0 | 6,113 | |
REGENCY CTRS CORP | COM | 758849103 | 664 | 10,000 | SH | SOLE | 0 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 388 | 1,000 | SH | SOLE | 1 | 0 | 0 | 1,000 | |
REGIONS FINANCIAL CORP NEW | COM | 7591EP100 | 12,292 | 846,000 | SH | SOLE | 0 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 3,294 | 50,000 | SH | SOLE | 0 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 764 | 27,344 | SH | SOLE | 0 | 0 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 307 | 4,700 | SH | SOLE | 1 | 0 | 0 | 4,700 | |
SCHLUMBERGER LTD | COM | 806857108 | 961 | 12,300 | SH | SOLE | 0 | 0 | 0 | ||
SCHWAB CHARLES CORP NEW | COM | 808513105 | 286 | 7,000 | SH | SOLE | 0 | 0 | 0 | ||
SCIENCE APPLICATIONS INTE | COM | 808625107 | 224 | 3,010 | SH | SOLE | 0 | 0 | 0 | ||
SCOTTS MIRACLE GRO CO | CL A | 810186106 | 981 | 10,500 | SH | SOLE | 0 | 0 | 0 | ||
SEACOAST BKG CORP FLA | COM NEW | 811707801 | 312 | 13,000 | SH | SOLE | 0 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 261 | 11,000 | SH | SOLE | 0 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 3,100 | 86,100 | SH | SOLE | 0 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 1,856 | 16,800 | SH | SOLE | 0 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 11,104 | 63,729 | SH | SOLE | 0 | 0 | 0 | ||
SHORE BANCSHARES INC | COM | 825107105 | 226 | 13,500 | SH | SOLE | 0 | 0 | 0 | ||
SI FINANCIAL GROUP INC | COM | 78425V104 | 212 | 15,074 | SH | SOLE | 0 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 1,187 | 8,000 | SH | SOLE | 0 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 23,169 | 134,679 | SH | SOLE | 1 | 130,137 | 0 | 4,542 | |
SL GREEN RLTY CORP | COM | 78440X101 | 5,477 | 51,371 | SH | SOLE | 0 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 20,342 | 120,600 | SH | SOLE | 1 | 105,200 | 0 | 15,400 | |
SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 | 738 | 47,300 | SH | SOLE | 1 | 27,000 | 0 | 20,300 | |
SOUTHERN CO | COM | 842587107 | 334 | 6,700 | SH | SOLE | 1 | 0 | 0 | 6,700 | |
SOUTHERN NATL BANCORP OF VA | COM | 843395104 | 237 | 14,000 | SH | SOLE | 0 | 0 | 0 | ||
SPDR S&P | S&P BIOTECH | 78464A870 | 6,747 | 97,300 | SH | SOLE | 0 | 0 | 0 | ||
SS&C TECHNOLOGIES HOLDINGS, INC. | COM | 78467J100 | 419 | 11,841 | SH | SOLE | 0 | 0 | 0 | ||
STAG INDUSTRIAL INC | COM | 85254J102 | 814 | 32,537 | SH | SOLE | 0 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 1,436 | 24,600 | SH | SOLE | 0 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 19,129 | 847,144 | SH | SOLE | 1 | 811,944 | 0 | 35,200 | |
STATE STR CORP | COM | 857477103 | 589 | 7,400 | SH | SOLE | 1 | 0 | 0 | 7,400 | |
STERLING BANCORP | COM | 85917A100 | 356 | 15,000 | SH | SOLE | 0 | 0 | 0 | ||
STRYKER CORP | COM | 863667101 | 408 | 3,100 | SH | SOLE | 1 | 0 | 0 | 3,100 | |
SVB FINANCIAL GROUP | COM | 78486Q101 | 1,284 | 6,900 | SH | SOLE | 0 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 675 | 22,000 | SH | SOLE | 0 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 248 | 5,000 | SH | SOLE | 0 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 10,787 | 314,500 | SH | SOLE | 0 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 3,733 | 57,800 | SH | SOLE | 0 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 829 | 25,250 | SH | SOLE | 1 | 1,000 | 0 | 24,250 | |
TAUBMAN CTRS INC | COM | 876664103 | 1,275 | 19,306 | SH | SOLE | 0 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | CL A | 87724P106 | 4,265 | 200,026 | SH | SOLE | 0 | 0 | 0 | ||
TE CONNECTIVITY LTD | REG SHS | H84989104 | 16,212 | 217,463 | SH | SOLE | 0 | 0 | 0 | ||
SELECT SECT SPDR TR | TECHNOLOGY | 81369Y803 | 1,439 | 27,000 | SH | SOLE | 0 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 2,073 | 10,700 | SH | SOLE | 1 | 7,500 | 0 | 3,200 | |
TERRAFORM POWER INC | CL A COM | 88104R100 | 13,397 | 1,083,000 | SH | SOLE | 0 | 0 | 0 | ||
TERRENO RLTY CORP | COM | 88146M101 | 1,430 | 51,058 | SH | SOLE | 0 | 0 | 0 | ||
TESORO CORP | COM | 881609101 | 6,533 | 80,600 | SH | SOLE | 0 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 2,302 | 71,734 | SH | SOLE | 1 | 60,000 | 0 | 11,734 | |
TEXAS INSTRUMENTS INC | COM | 882508104 | 1,700 | 21,100 | SH | SOLE | 1 | 16,000 | 0 | 5,100 | |
THERAPEUTICSMD INC | COM | 88338N107 | 86 | 12,000 | SH | SOLE | 0 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 13,248 | 86,250 | SH | SOLE | 1 | 82,200 | 0 | 4,050 | |
TIFFANY & CO NEW | COM | 886547108 | 782 | 8,210 | SH | SOLE | 1 | 2,000 | 0 | 6,210 | |
TIPTREE FINANCIAL INC | CL A | 88822Q103 | 168 | 23,000 | SH | SOLE | 0 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 6,295 | 79,600 | SH | SOLE | 0 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 4,257 | 117,900 | SH | SOLE | 1 | 110,000 | 0 | 7,900 | |
TORTOISE PIPELINE & ENERGY F | COM | 89148H108 | 760 | 36,000 | SH | SOLE | 1 | 0 | 0 | 36,000 | |
TRAVELCENTERS OF AMERICA LLC | COM | 894174101 | 1,403 | 230,000 | SH | SOLE | 0 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 205 | 1,700 | SH | SOLE | 0 | 0 | 0 | ||
TRINITY INDUSTRIES INC | COM | 896522109 | 398 | 15,000 | SH | SOLE | 1 | 0 | 0 | 15,000 | |
TWENTY-FIRST CENTURY FOX INC | CL A | 90130A101 | 7,579 | 234,002 | SH | SOLE | 0 | 0 | 0 | ||
TWO HBRS INVT CORP | COM | 90187B101 | 12,917 | 1,346,931 | SH | SOLE | 0 | 0 | 0 | ||
UDR INC | COM | 902653104 | 1,338 | 36,900 | SH | SOLE | 0 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 5,063 | 47,800 | SH | SOLE | 1 | 20,200 | 0 | 27,600 | |
UNITED CMNTY BKS BLAIRSVLE GA CAP STK | COM | 90984P303 | 360 | 13,000 | SH | SOLE | 0 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL | COM | 909839102 | 209 | 25,000 | SH | SOLE | 1 | 16,800 | 0 | 8,200 | |
UNITED RENTALS INC | COM | 911363109 | 1,526 | 12,200 | SH | SOLE | 0 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 8,529 | 52,000 | SH | SOLE | 0 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES INC | CL B | 913903100 | 18,095 | 145,400 | SH | SOLE | 1 | 136,700 | 0 | 8,700 | |
UNIVEST CORP PA | COM | 915271100 | 414 | 16,000 | SH | SOLE | 0 | 0 | 0 | ||
URBAN EDGE PROPERTIES | COM | 91704F104 | 695 | 26,439 | SH | SOLE | 0 | 0 | 0 | ||
US CONCRETE INC | COM NEW | 90333L201 | 272 | 4,220 | SH | SOLE | 0 | 0 | 0 | ||
V F CORP | COM | 918204108 | 7,525 | 136,900 | SH | SOLE | 1 | 127,700 | 0 | 9,200 | |
VALLEY NATL BANCORP | COM | 919794107 | 280 | 23,698 | SH | SOLE | 0 | 0 | 0 | ||
VALSPAR CORP | COM | 920355104 | 2,818 | 25,400 | SH | SOLE | 1 | 14,000 | 0 | 11,400 | |
VENTAS INC | COM | 92276F100 | 5,159 | 79,312 | SH | SOLE | 1 | 55,712 | 0 | 23,600 | |
VEREIT INC | COM | 92339V100 | 100 | 11,800 | SH | SOLE | 1 | 0 | 0 | 11,800 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 1,638 | 33,597 | SH | SOLE | 1 | 27,000 | 0 | 6,597 | |
VORNADO RLTY TR | SH BEN INT | 929042109 | 5,130 | 51,138 | SH | SOLE | 1 | 46,692 | 0 | 4,446 | |
VULCAN MATLS CO | COM | 929160109 | 1,265 | 10,500 | SH | SOLE | 1 | 4,200 | 0 | 6,300 | |
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 2,267 | 27,300 | SH | SOLE | 0 | 0 | 0 | ||
WASHINGTON PRIME GROUP NEW | COM | 93964W108 | 2,184 | 251,336 | SH | SOLE | 0 | 0 | 0 | ||
WASHINGTON TRUST BANCORP | COM | 940610108 | 499 | 10,120 | SH | SOLE | 1 | 0 | 0 | 10,120 | |
WASTE CONNECTIONS INC | COM | 94106B101 | 1,385 | 15,700 | SH | SOLE | 0 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 200 | 4,000 | SH | SOLE | 0 | 0 | 0 | ||
WEINGARTEN RLTY INVS | SH BEN INT | 948741103 | 505 | 15,130 | SH | SOLE | 0 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 64,740 | 1,163,139 | SH | SOLE | 1 | 254,519 | 0 | 908,620 | |
WELLTOWER INC | COM | 95040Q104 | 1,757 | 24,803 | SH | SOLE | 0 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 270 | 5,500 | SH | SOLE | 0 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 12,462 | 151,000 | SH | SOLE | 0 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 449 | 13,200 | SH | SOLE | 0 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 14,597 | 85,200 | SH | SOLE | 1 | 78,600 | 0 | 6,600 | |
WILLIAM LYON HOMES | CL A NEW | 552074700 | 11,378 | 551,771 | SH | SOLE | 0 | 0 | 0 | ||
WILLIAMS-SONOMA INC | COM | 969904101 | 783 | 14,600 | SH | SOLE | 1 | 7,000 | 0 | 7,600 | |
WILLIAMS COS INC | COM | 969457100 | 3,107 | 105,000 | SH | SOLE | 0 | 0 | 0 | ||
WINNEBAGO INDUSTRIES | COM | 974637100 | 369 | 12,605 | SH | SOLE | 0 | 0 | 0 | ||
WISCONSIN ENERGY CORP | COM | 92939U106 | 485 | 8,000 | SH | SOLE | 0 | 0 | 0 | ||
WISDOMTREE INVESTMENTS INC | COM | 97717P104 | 608 | 67,000 | SH | SOLE | 0 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 2,008 | 22,000 | SH | SOLE | 0 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 16,033 | 131,300 | SH | SOLE | 1 | 120,500 | 0 | 10,800 | |
ZIONS BANCORPORATION | COM | 989701107 | 210 | 5,000 | SH | SOLE | 0 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 370 | 6,935 | SH | SOLE | 1 | 0 | 0 | 6,935 |