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 | 625 | 3,000 | SH | SOLE | 1 | 0 | 0 | 3,000 | |
ABBOTT LABS | COM | 002824100 | 614 | 12,633 | SH | SOLE | 1 | 0 | 0 | 12,633 | |
ABBVIE INC | COM | 00287Y109 | 2,305 | 31,783 | SH | SOLE | 1 | 20,000 | 0 | 11,783 | |
ACADIA HEALTHCARE CO INC | COM | 00404A109 | 319 | 6,450 | SH | SOLE | 1 | 400 | 0 | 6,050 | |
ACUITY BRANDS INC | COM | 00508Y102 | 1,016 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
AETNA INC | COM | 00817Y108 | 9,413 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 207 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
AGROFRESH SOLUTIONS INC | COM | 00856G109 | 239 | 33,245 | SH | SOLE | 33,245 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,474 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | COM | 011642105 | 446 | 11,861 | SH | SOLE | 11,861 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 2,654 | 25,150 | SH | SOLE | 1 | 15,200 | 0 | 9,950 | |
ALEXANDERS INC | COM | 014752109 | 6,230 | 14,782 | SH | SOLE | 1 | 7,900 | 0 | 6,882 | |
ALEXANDRIA REAL ESTATE EQ INC | COM | 015271109 | 6,340 | 52,628 | SH | SOLE | 1 | 47,028 | 0 | 5,600 | |
ALLEGIANCE BANCSHARES INC | COM | 01748H107 | 211 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 1,398 | 5,750 | SH | SOLE | 1 | 4,000 | 0 | 1,750 | |
ALLETE INC | COM NEW | 018522300 | 311 | 4,334 | SH | SOLE | 4,334 | 0 | 0 | ||
ALLIED WORLD ASSURANCE CO | SHS | H01531104 | 2,910 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 254 | 2,870 | SH | SOLE | 2,870 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 10,817 | 11,635 | SH | SOLE | 1 | 10,100 | 0 | 1,535 | |
ALPHABET INC | CAP STK CL C | 02079K107 | 18,765 | 20,650 | SH | SOLE | 1 | 19,124 | 0 | 1,526 | |
ALPINE GLOBAL PREMIER PROPERTIES FUND | COM SBI | 02083A103 | 6,215 | 980,312 | SH | SOLE | 1 | 2 | 0 | 980,310 | |
ALPINE TOTAL DYNAMIC DIVID FD | COM SH BEN INT N | 021060207 | 4,207 | 484,076 | SH | SOLE | 1 | 117 | 0 | 483,959 | |
ALTISOURCE RESIDENTI | CL B | 02153W100 | 3,777 | 291,878 | SH | SOLE | 291,878 | 0 | 0 | ||
AMBARELLA INC | SHS | G037AX101 | 1,160 | 23,900 | SH | SOLE | 23,900 | 0 | 0 | ||
AMERCO | COM | 023586100 | 5,692 | 15,550 | SH | SOLE | 1 | 11,300 | 0 | 4,250 | |
AMERICAN ASSETS TRUST INC | COM | 024013104 | 1,029 | 26,114 | SH | SOLE | 26,114 | 0 | 0 | ||
AMERICAN CAMPUS COMMUNITIES | COM | 024835100 | 710 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
AMERICAN ELEC PWR INC | COM | 025537101 | 1,709 | 24,600 | SH | SOLE | 1 | 18,000 | 0 | 6,600 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 221 | 3,538 | SH | SOLE | 3,538 | 0 | 0 | ||
AMERICAN TOWER CORP | COM | 03027X100 | 14,383 | 108,700 | SH | SOLE | 108,700 | 0 | 0 | ||
AMERICAN WOODMARK CORP | COM | 030506109 | 310 | 3,248 | SH | SOLE | 3,248 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 267 | 2,100 | SH | SOLE | 1 | 2,100 | 0 | 2,100 | |
AMERISERV FINANCIAL INC | COM | 03074A102 | 253 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 4,435 | 25,750 | SH | SOLE | 1 | 19,500 | 0 | 6,250 | |
ANSYS INC | COM | 03662Q105 | 1,132 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 6,938 | 36,877 | SH | SOLE | 1 | 34,300 | 0 | 2,577 | |
APACHE CORP | COM | 037411105 | 6,739 | 140,600 | SH | SOLE | 1 | 136,000 | 0 | 4,600 | |
APOGEE ENTERPRISES INC | COM | 037598109 | 1,248 | 21,950 | SH | SOLE | 1 | 7,600 | 0 | 14,350 | |
APPLE INC | COM | 037833100 | 44,604 | 309,710 | SH | SOLE | 1 | 306,700 | 0 | 3,010 | |
APPLIED MATLS INC | COM | 038222105 | 15,392 | 372,600 | SH | SOLE | 372,600 | 0 | 0 | ||
APPLIED OPTOELECTRONICS INC | COM | 03823U102 | 1,298 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
ARBOR REALTY TRUST INC | COM | 038923108 | 1,822 | 218,500 | SH | SOLE | 218,500 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 7,046 | 309,999 | SH | SOLE | 309,999 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 12,516 | 764,100 | SH | SOLE | 764,100 | 0 | 0 | ||
ASHFORD HOSPITALITY PRIME IN | COM | 044102101 | 309 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 1,934 | 51,252 | SH | SOLE | 1 | 39,000 | 0 | 12,252 | |
ATLANTICA YIELD PLC | SHS | G0751N103 | 1,690 | 79,100 | SH | SOLE | 79,100 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 4,924 | 25,625 | SH | SOLE | 25,625 | 0 | 0 | ||
AVERY DENNISON CORP | COM | 053611109 | 2,156 | 24,400 | SH | SOLE | 1 | 13,600 | 0 | 10,800 | |
BAKER HUGHES INC | COM | 057224107 | 20,877 | 383,000 | SH | SOLE | 383,000 | 0 | 0 | ||
BANK COMM HLDGS | COM | 06424J103 | 166 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BANK MUTUAL CORP | COM | 063750103 | 146 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 34,940 | 1,440,229 | SH | SOLE | 1 | 1,333,615 | 0 | 106,614 | |
BANK OF NEW YORK MELLON CORP | COM | 064058100 | 1,789 | 35,066 | SH | SOLE | 1 | 4,500 | 0 | 30,566 | |
BANK OF THE OZARKS | COM | 063904106 | 1,804 | 38,500 | SH | SOLE | 1 | 29,500 | 0 | 9,000 | |
BANKUNITED INC | COM | 06652K103 | 236 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
BANNER CORPORATION | COM NEW | 06652V208 | 311 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
BAY BANCORP INC | COM | 07203T106 | 190 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 5,888 | 30,178 | SH | SOLE | 1 | 22,000 | 0 | 8,178 | |
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 527 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BGC PARTNERS INC | CL A | 05541T101 | 171 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
BLACKBERRY LTD | COM | 09228F103 | 190 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 11,622 | 348,500 | SH | SOLE | 348,500 | 0 | 0 | ||
BON-TON STORES INC | COM | 09776J101 | 5 | 10,760 | SH | SOLE | 1 | 0 | 0 | 10,760 | |
BOSTON PROPERTIES INC | COM | 101121101 | 11,436 | 92,961 | SH | SOLE | 1 | 88,611 | 0 | 4,350 | |
BP PLC | SPONSORED ADR | 055622104 | 936 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
BROADCOM LTD | SHS | Y09827109 | 19,926 | 85,500 | SH | SOLE | 1 | 83,400 | 0 | 2,100 | |
BROOKDALE SR LIVING INC | COM | 112463104 | 2,207 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 175 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
BRYN MAWR BANK CORP | COM | 117665109 | 531 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
BT GROUP PLC | ADR | 05577E101 | 11,126 | 573,200 | SH | SOLE | 573,200 | 0 | 0 | ||
CAMDEN PPTY TR | SH BEN INT | 133131102 | 3,805 | 44,500 | SH | SOLE | 44,500 | 0 | 0 | ||
CANADIAN PACIFIC RAILWAY LTD | COM | 13645T100 | 16,596 | 103,200 | SH | SOLE | 103,200 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 737 | 8,926 | SH | SOLE | 1 | 1,000 | 0 | 7,926 | |
CARLISLE COS INC | COM | 142339100 | 251 | 2,628 | SH | SOLE | 1 | 0 | 0 | 2,628 | |
CARTER'S INC | COM | 146229109 | 13,877 | 156,006 | SH | SOLE | 156,006 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COM | 149150104 | 2,954 | 77,850 | SH | SOLE | 1 | 34,000 | 0 | 43,850 | |
CBL & ASSOC PPTYS INC | COM | 124830100 | 5,329 | 632,191 | SH | SOLE | 632,191 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 1,403 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 1,104 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
CENTENE CORP | COM | 15135B101 | 320 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
CENTERSTATE BANKS INC | COM | 15201P109 | 447 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
CERNER CORP | COM | 156782104 | 931 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 658 | 6,509 | SH | SOLE | 6,509 | 0 | 0 | ||
CHART INDUSTRIES INC | COM PAR $0.01 | 16115Q308 | 479 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
CHATHAM LODGING TR | COM | 16208T102 | 597 | 29,696 | SH | SOLE | 29,696 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 10,129 | 97,086 | SH | SOLE | 1 | 92,300 | 0 | 4,786 | |
CHINA UNICOM HONG KONG | SPONSORED ADR | 16945R104 | 1,571 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COM | 17243V102 | 1,321 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
CINTAS CORP | COM | 172908105 | 340 | 2,700 | SH | SOLE | 1 | 0 | 0 | 2,700 | |
CISCO SYS INC | COM | 17275R102 | 11,130 | 355,600 | SH | SOLE | 355,600 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 19,042 | 284,725 | SH | SOLE | 284,725 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COM | 174610105 | 19,267 | 540,000 | SH | SOLE | 540,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | COM | 189464100 | 281 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
CLUBCORP HOLDINGS INC | COM | 18948M108 | 969 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 10,508 | 83,900 | SH | SOLE | 1 | 76,000 | 0 | 7,900 | |
CMS ENERGY CORP | COM | 125896100 | 11,493 | 248,500 | SH | SOLE | 1 | 237,900 | 0 | 10,600 | |
COASTWAY BANCORP INC | COM | 190632109 | 267 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
COLONY NORTHSTAR INC | CL A COM | 19625W104 | 38,849 | 2,757,198 | SH | SOLE | 1 | 2,699,054 | 0 | 58,144 | |
COMCAST CORP NEW | CL A | 20030N101 | 15,265 | 392,222 | SH | SOLE | 392,222 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 1,799 | 24,562 | SH | SOLE | 1 | 4,000 | 0 | 20,562 | |
CONAGRA FOODS INC | COM | 205887102 | 894 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CONNECTONE BANCORP INC | COM | 20786W107 | 383 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 1,084 | 13,410 | SH | SOLE | 1 | 0 | 0 | 13,410 | |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 1,046 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
CORECIVIC INC | COM | 21871N101 | 822 | 29,800 | SH | SOLE | 29,800 | 0 | 0 | ||
CORESITE REALTY CORP | COM | 21870Q105 | 6,902 | 66,671 | SH | SOLE | 66,671 | 0 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 326 | 37,087 | SH | SOLE | 37,087 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COM | 22410J106 | 1,204 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COM | 22822V101 | 2,915 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
CSRA INC | COM | 12650T104 | 11,414 | 359,510 | SH | SOLE | 359,510 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 1,091 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CVS CAREMARK CORPORATION | COM | 126650100 | 17,814 | 221,406 | SH | SOLE | 1 | 218,500 | 0 | 2,906 | |
CYRUSONE INC | COM | 23283R100 | 24,283 | 435,569 | SH | SOLE | 1 | 426,669 | 0 | 8,900 | |
D R HORTON INC | COM | 23331A109 | 11,630 | 336,426 | SH | SOLE | 1 | 310,000 | 0 | 26,426 | |
DDR CORP | COM | 23317H102 | 227 | 25,075 | SH | SOLE | 1 | 25,075 | 0 | 0 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 4,819 | 78,856 | SH | SOLE | 78,856 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 18,108 | 206,600 | SH | SOLE | 1 | 193,000 | 0 | 13,600 | |
DELTA AIR LINES INC | COM NEW | 247361702 | 9,490 | 176,600 | SH | SOLE | 176,600 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 4,551 | 65,750 | SH | SOLE | 1 | 55,000 | 0 | 10,750 | |
DESCARTES SYSTEMS GRP/THE | COM | 249906108 | 389 | 15,970 | SH | SOLE | 15,970 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | COM | 253868103 | 12,549 | 111,100 | SH | SOLE | 1 | 99,500 | 0 | 11,600 | |
DISCOVER FINL SVCS | COM | 254709108 | 9,674 | 155,550 | SH | SOLE | 155,550 | 0 | 0 | ||
DISH NETWORK CORP. | CL A | 25470M109 | 1,487 | 23,700 | SH | SOLE | 23,700 | 0 | 0 | ||
DOLLAR GENERAL CORP | COM | 256677105 | 6,488 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
DOUGLAS EMMETT INC | COM | 25960P109 | 2,197 | 57,509 | SH | SOLE | 57,509 | 0 | 0 | ||
DTE ENERGY COMPANY | COM | 233331107 | 1,788 | 16,900 | SH | SOLE | 16,900 | 0 | 0 | ||
DU PONT E I DE NEMOURS & CO | COM | 263534109 | 375 | 4,650 | SH | SOLE | 1 | 0 | 0 | 4,650 | |
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 305 | 3,653 | SH | SOLE | 1 | 0 | 0 | 3,653 | |
DUKE REALTY CORP | COM NEW | 264411505 | 732 | 26,196 | SH | SOLE | 26,196 | 0 | 0 | ||
DUPONT FABROS TECHNOLOGY INC | COM | 26613Q106 | 2,119 | 34,652 | SH | SOLE | 1 | 26,852 | 0 | 7,800 | |
DYCOM INDUSTRIES INC | COM | 267475101 | 4,917 | 54,928 | SH | SOLE | 1 | 43,888 | 0 | 11,040 | |
EAGLE PHARMACEUTICALS INC | COM | 269796108 | 552 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 322 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
ECOLAB INC | COM | 278865100 | 451 | 3,400 | SH | SOLE | 1 | 0 | 0 | 3,400 | |
EDUCATION REALTY TRUST INC | COM NEW | 28140H203 | 472 | 12,183 | SH | SOLE | 12,183 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 2,402 | 20,312 | SH | SOLE | 20,312 | 0 | 0 | ||
EMPIRE STATE REALTY TRUST IN | CL A | 292104106 | 944 | 45,455 | SH | SOLE | 45,455 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 13,364 | 335,696 | SH | SOLE | 335,696 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 2,956 | 74,200 | SH | SOLE | 74,200 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS | CL A | 293639100 | 414 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
ENTERPRISE FINANCIAL SERVICE | COM | 293712105 | 434 | 10,635 | SH | SOLE | 10,635 | 0 | 0 | ||
EOG RESOURCES INC | COM | 26875P101 | 6,472 | 71,500 | SH | SOLE | 71,500 | 0 | 0 | ||
EPR PROPERTIES | COM SH BEN INT | 26884U109 | 648 | 9,012 | SH | SOLE | 9,012 | 0 | 0 | ||
EQUINIX INC | COM PAR $0.001 | 29444U700 | 18,883 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 2,495 | 28,900 | SH | SOLE | 28,900 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 4,500 | 68,360 | SH | SOLE | 68,360 | 0 | 0 | ||
ESSENT GROUP LTD | COM | G3198U102 | 307 | 8,254 | SH | SOLE | 8,254 | 0 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 5,960 | 23,165 | SH | SOLE | 23,165 | 0 | 0 | ||
EVERCORE PARTNERS INC | CLASS A | 29977A105 | 8,601 | 122,000 | SH | SOLE | 122,000 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 225 | 3,700 | SH | SOLE | 1 | 0 | 0 | 3,700 | |
EXPEDIA INC DEL | COM NEW | 30212P303 | 313 | 2,100 | SH | SOLE | 1 | 0 | 0 | 2,100 | |
EXPRESS SCRIPTS INC | COM | 30219G108 | 4,974 | 77,906 | SH | SOLE | 51,584 | 0 | 26,322 | ||
EXTENDED STAY AMERICA INC | UNIT 99/99/9999B | 30224P200 | 4,404 | 227,464 | SH | SOLE | 227,464 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 1,365 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,495 | 30,911 | SH | SOLE | 1 | 15,000 | 0 | 15,911 | |
FAIR ISAAC CORP | COM | 303250104 | 977 | 7,010 | SH | SOLE | 7,010 | 0 | 0 | ||
FCB FINANCIAL HOLDINGS INC | CL A | 30255G103 | 549 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 1,529 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
FEDEX CORP COM | COM | 31428X106 | 26,710 | 122,900 | SH | SOLE | 1 | 111,400 | 0 | 11,500 | |
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 224 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
FIRST MERCHANTS CORP | COM | 320817109 | 361 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 8,424 | 288,900 | SH | SOLE | 1 | 277,800 | 0 | 11,100 | |
FISERV INC | COM | 337738108 | 5,248 | 42,900 | SH | SOLE | 1 | 39,000 | 0 | 3,900 | |
FIVE POINT HOLDINGS LLC | COM CL A | 33833Q106 | 9,594 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 2,551 | 73,600 | SH | SOLE | 73,600 | 0 | 0 | ||
FNB CORP PA | COM | 302520101 | 312 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
FOREST CITY REALTY TRUST | COM CL A | 345605109 | 242 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURI | COM | 34964C106 | 7,633 | 117,000 | SH | SOLE | 117,000 | 0 | 0 | ||
FRANKLIN FINANCIAL NETWORK | COM | 35352P104 | 392 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
GAIN CAPITAL HOLDINGS INC | COM | 36268W100 | 155 | 24,800 | SH | SOLE | 24,800 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 412 | 7,200 | SH | SOLE | 1 | 0 | 0 | 7,200 | |
GARMIN LTD | SHS | H2906T109 | 551 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
GARRISON CAPITAL INC | COM | 366554103 | 165 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
GATX CORP | COM | 361448103 | 2,179 | 33,900 | SH | SOLE | 1 | 23,500 | 0 | 10,400 | |
GENERAC HOLDINGS INC | COM | 368736104 | 1,322 | 36,600 | SH | SOLE | 1 | 31,000 | 0 | 5,600 | |
GENERAL DYNAMICS CORP | COM | 369550108 | 3,764 | 19,000 | SH | SOLE | 1 | 10,000 | 0 | 9,000 | |
GENERAL ELECTRIC CO | COM | 369604103 | 1,005 | 37,216 | SH | SOLE | 1 | 26,000 | 0 | 11,216 | |
GENESEE & WYOMING INC | CL A | 371559105 | 2,688 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
GEO GROUP INC | COM | 36162J106 | 7,945 | 268,700 | SH | SOLE | 268,700 | 0 | 0 | ||
GGP INC | COM | 36174X101 | 9,330 | 396,000 | SH | SOLE | 396,000 | 0 | 0 | ||
GIBRALTAR INDUSTRIES INC | COM | 374689107 | 461 | 12,924 | SH | SOLE | 12,924 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 1,104 | 15,600 | SH | SOLE | 1 | 10,300 | 0 | 5,300 | |
GLACIER BANCORP INC | COM | 37637Q105 | 586 | 16,000 | SH | SOLE | 1 | 0 | 0 | 16,000 | |
GREAT PLAINS ENERGY INC | COM | 391164100 | 1,113 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COM | 391416104 | 245 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
GREENLIGHT CAPITAL RE LTD | CLASS A | G4095J109 | 371 | 17,751 | SH | SOLE | 17,751 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC | COM | 410867105 | 266 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
HARRIS CORP DEL | COM | 413875105 | 2,942 | 26,975 | SH | SOLE | 1 | 10,500 | 0 | 16,475 | |
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 1,419 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
HCP INC | COM | 40414L109 | 540 | 16,887 | SH | SOLE | 16,887 | 0 | 0 | ||
HEALTH INSURANCE INNOVATIONS | COM CL A | 42225K106 | 705 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
HELMERICH & PAYNE | COM | 423452101 | 7,211 | 132,700 | SH | SOLE | 132,700 | 0 | 0 | ||
HENRY SCHEIN INC | COM | 806407102 | 4,502 | 24,600 | SH | SOLE | 1 | 17,000 | 0 | 7,600 | |
HERITAGE INSURANCE HOLDINGS | COM | 42727J102 | 260 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HEXCEL CORP NEW | COM | 428291108 | 1,214 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
HILTON WORLDWIDE HOLDINGS IN | COM | 43300A203 | 4,929 | 79,697 | SH | SOLE | 79,697 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 10,339 | 67,400 | SH | SOLE | 1 | 60,200 | 0 | 7,200 | |
HOMESTREET INC | COM | 43785V102 | 332 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
HOPFED BANCORP INC | COM | 439734104 | 272 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 1,500 | 82,100 | SH | SOLE | 1 | 72,100 | 0 | 10,000 | |
HOSTESS BRANDS INC | CL A | 44109J106 | 462 | 28,685 | SH | SOLE | 28,685 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 28 | 10,000 | SH | SOLE | 1 | 0 | 0 | 10,000 | |
HOWARD HUGHES CORP | COM | 44267D107 | 7,370 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
HUDSON PACIFIC PROPERTIES IN | COM | 444097109 | 537 | 15,714 | SH | SOLE | 15,714 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 2,551 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
IBERIABANK CORP | COM | 450828108 | 367 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 2,950 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
INC RESEARCH HOLDINGS INC | CL A | 45329R109 | 485 | 8,284 | SH | SOLE | 8,284 | 0 | 0 | ||
INGERSOLL-RAND PLC | SHS | G47791101 | 1,371 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 16,708 | 495,184 | SH | SOLE | 1 | 468,600 | 0 | 26,584 | |
INTERCONTINENTALEXCHANGE INC | COM | 45866F104 | 264 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 1,088 | 7,073 | SH | SOLE | 1 | 0 | 0 | 7,073 | |
INTERXION HOLDING NV | SHS | N47279109 | 8,240 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
INTL FLAVORS & FRAGRANCES | COM | 459506101 | 2,909 | 21,550 | SH | SOLE | 1 | 10,400 | 0 | 11,150 | |
INTRA-CELLULAR THERAPIES INC | COM | 46116X101 | 913 | 73,544 | SH | SOLE | 1 | 48,444 | 0 | 25,100 | |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 6,501 | 6,950 | SH | SOLE | 1 | 5,500 | 0 | 1,450 | |
INVITATION HOMES INC | COM | 46187W107 | 416 | 19,230 | SH | SOLE | 19,230 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | COM | 462222100 | 509 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
IPG PHOTONICS CORP | COM | 44980X109 | 726 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ISHARES | 20 YR TR BD ETF | 464287432 | 250 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 1,235 | 22,700 | SH | SOLE | 1 | 13,500 | 0 | 9,200 | |
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 4,432 | 28,500 | SH | SOLE | 1 | 23,300 | 0 | 5,200 | |
JOHNSON & JOHNSON | COM | 478160104 | 17,730 | 134,022 | SH | SOLE | 1 | 35,530 | 0 | 98,492 | |
JONES LANG LASALLE INC | COM | 48020Q107 | 3,750 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
JPMORGAN | ALERIAN ML ETN | 46625H365 | 1,158 | 39,000 | SH | SOLE | 1 | 0 | 0 | 39,000 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 5,322 | 58,227 | SH | SOLE | 1 | 40,000 | 0 | 18,227 | |
JUST ENERGY GROUP INC | COM | 48213W101 | 55 | 10,500 | SH | SOLE | 1 | 0 | 0 | 10,500 | |
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 1,402 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
KENNEDY-WILSON HLDGS INC | COM | 489398107 | 482 | 25,285 | SH | SOLE | 25,285 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 375 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 17,944 | 238,773 | SH | SOLE | 238,773 | 0 | 0 | ||
KIMCO REALTY CORP | COM | 49446R109 | 918 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
KINDER MORGAN HOLDCO LLC | COM | 49456B101 | 17,254 | 900,500 | SH | SOLE | 900,500 | 0 | 0 | ||
KITE PHARMA INC | COM | 49803L109 | 1,451 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COM | 500754106 | 4,856 | 56,700 | SH | SOLE | 1 | 53,000 | 0 | 3,700 | |
KROGER CO | COM | 501044101 | 583 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
L-3 COMMUNICATIONS HLDGS INC | COM | 502413107 | 1,253 | 7,500 | SH | SOLE | 1 | 6,000 | 0 | 1,500 | |
LABORATORY CRP OF AMER HLDGS | COM NEW | 50540R409 | 1,572 | 10,200 | SH | SOLE | 1 | 7,000 | 0 | 3,200 | |
LCI INDUSTRIES | COM | 50189K103 | 404 | 3,949 | SH | SOLE | 3,949 | 0 | 0 | ||
LEGGETT & PLATT INC | COM | 524660107 | 1,340 | 25,510 | SH | SOLE | 1 | 2,000 | 0 | 23,510 | |
LEIDOS HOLDINGS INC | COM | 525327102 | 11,161 | 215,925 | SH | SOLE | 1 | 201,200 | 0 | 14,725 | |
LENNAR CORP | CL A | 526057104 | 28,729 | 538,800 | SH | SOLE | 1 | 516,700 | 0 | 22,100 | |
LENNAR CORP | CL B | 526057302 | 612 | 13,620 | SH | SOLE | 13,620 | 0 | 0 | ||
LGI HOMES INC | COM | 50187T106 | 9,254 | 230,307 | SH | SOLE | 1 | 203,707 | 0 | 26,600 | |
LIBERTY PROPERTY TRUST | SH BEN INT | 531172104 | 762 | 18,708 | SH | SOLE | 18,708 | 0 | 0 | ||
LIFE STORAGE INC | COM | 53223X107 | 1,051 | 14,183 | SH | SOLE | 1 | 5,300 | 0 | 8,883 | |
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 399 | 3,284 | SH | SOLE | 3,284 | 0 | 0 | ||
LITHIA MOTORS INC | CL A | 536797103 | 457 | 4,854 | SH | SOLE | 4,854 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 236 | 6,777 | SH | SOLE | 6,777 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 264 | 950 | SH | SOLE | 1 | 200 | 0 | 750 | |
LOWES COS INC | COM | 548661107 | 1,240 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | COM | 55024U109 | 229 | 4,006 | SH | SOLE | 4,006 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 8,795 | 54,305 | SH | SOLE | 1 | 0 | 0 | 54,305 | |
MACERICH CO | COM | 554382101 | 1,796 | 30,928 | SH | SOLE | 30,928 | 0 | 0 | ||
MACK CALI RLTY CORP | COM | 554489104 | 407 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MACKINAC FINANCIAL CORP | COM | 554571109 | 196 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
MAGAL SECURITY SYS LTD | ORD | M6786D104 | 310 | 63,070 | SH | SOLE | 63,070 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COM | 56585A102 | 4,448 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 722 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
MASTEC INC | COM | 576323109 | 1,242 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
MATRIX SERVICE CO | COM | 576853105 | 112 | 12,010 | SH | SOLE | 12,010 | 0 | 0 | ||
MATTEL INC | COM | 577081102 | 215 | 10,000 | SH | SOLE | 1 | 0 | 0 | 10,000 | |
MAXIMUS INC | COM | 577933104 | 425 | 6,782 | SH | SOLE | 6,782 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 16,059 | 97,600 | SH | SOLE | 1 | 87,900 | 0 | 9,700 | |
MEDALLION FINANCIAL CORP | COM | 583928106 | 128 | 53,704 | SH | SOLE | 1 | 39,804 | 0 | 13,900 | |
MEDNAX INC | COM | 58502B106 | 3,652 | 60,500 | SH | SOLE | 1 | 46,000 | 0 | 14,500 | |
MEDTRONIC INC | SHS | G5960L103 | 13,694 | 154,300 | SH | SOLE | 154,300 | 0 | 0 | ||
MELCO RESORTS & ENTERT | ADR | 585464100 | 10,574 | 471,000 | SH | SOLE | 471,000 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 647 | 10,100 | SH | SOLE | 1 | 0 | 0 | 10,100 | |
META FINANCIAL GROUP INC | COM | 59100U108 | 496 | 5,575 | SH | SOLE | 5,575 | 0 | 0 | ||
METTLER-TOLEDO INTERNATIONAL | COM | 592688105 | 294 | 500 | SH | SOLE | 500 | 0 | 0 | ||
MGM MIRAGE | COM | 552953101 | 12,360 | 395,000 | SH | SOLE | 395,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 10,953 | 158,900 | SH | SOLE | 1 | 155,500 | 0 | 3,400 | |
MIDDLEBY CORP | COM | 596278101 | 826 | 6,800 | SH | SOLE | 1 | 5,000 | 0 | 1,800 | |
MIDWESTONE FINANCIAL GROUP I | COM | 598511103 | 203 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
MINERVA NEUROSCIENCES INC | COM | 603380106 | 177 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MOBILEYE NV | ORD SHS | N51488117 | 3,033 | 48,300 | SH | SOLE | 1 | 38,700 | 0 | 9,600 | |
MOHAWK INDS INC | COM | 608190104 | 2,030 | 8,400 | SH | SOLE | 1 | 6,000 | 0 | 2,400 | |
MONDELEZ INTERN | CL A | 609207105 | 15,052 | 348,500 | SH | SOLE | 348,500 | 0 | 0 | ||
MYOMO INC | COM | 62857J102 | 163 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
NASDAQ INC. | COM | 631103108 | 250 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
NATIONAL GRID PLC | SPONSORED ADR NE | 636274409 | 2,637 | 41,983 | SH | SOLE | 41,983 | 0 | 0 | ||
NATIONAL RESEARCH CORP | CL B | 637372301 | 503 | 10,595 | SH | SOLE | 10,595 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 277 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
NATUS MEDICAL INC | COM | 639050103 | 332 | 8,899 | SH | SOLE | 8,899 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 15,766 | 294,033 | SH | SOLE | 1 | 271,977 | 0 | 22,056 | |
NEWLINK GENETICS CORP | COM | 651511107 | 215 | 29,200 | SH | SOLE | 29,200 | 0 | 0 | ||
NEWMARKET CORP | COM | 651587107 | 368 | 800 | SH | SOLE | 800 | 0 | 0 | ||
NEWSTAR FINANCIAL INC | COM | 65251F105 | 158 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
NEXSTAR MEDIA GR | CL A | 65336K103 | 235 | 3,935 | SH | SOLE | 3,935 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 20,345 | 145,188 | SH | SOLE | 1 | 131,600 | 0 | 13,588 | |
NIC INC | COM | 62914B100 | 275 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
NMI HOLDINGS INC | CL A | 629209305 | 252 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 3,441 | 243,875 | SH | SOLE | 243,875 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 12,182 | 100,100 | SH | SOLE | 100,100 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,131 | 4,407 | SH | SOLE | 1 | 200 | 0 | 4,207 | |
NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 5,039 | 397,385 | SH | SOLE | 397,385 | 0 | 0 | ||
NOVARTIS A G | SPONSORED ADR | 66987V109 | 14,432 | 172,900 | SH | SOLE | 172,900 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 603 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
NRG YIELD INC | CL A NEW | 62942X306 | 10,741 | 629,600 | SH | SOLE | 629,600 | 0 | 0 | ||
NRG YIELD INC | CL C | 62942X405 | 7,163 | 407,000 | SH | SOLE | 407,000 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 764 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 2,266 | 940 | SH | SOLE | 940 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COM | 67103H107 | 219 | 1,000 | SH | SOLE | 1 | 0 | 0 | 1,000 | |
OAKTREE CAPITAL GROUP LLC | UNIT CL A | 674001201 | 1,165 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
OCEANFIRST FINL CORP | COM | 675234108 | 447 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
OM ASSET MANAGEMENT LTD | SHS | G67506108 | 1,739 | 117,000 | SH | SOLE | 117,000 | 0 | 0 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 839 | 25,413 | SH | SOLE | 25,413 | 0 | 0 | ||
ON DECK CAPITAL INC | COM | 682163100 | 163 | 35,010 | SH | SOLE | 35,010 | 0 | 0 | ||
OPUS BANK | COM | 684000102 | 278 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 1,604 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
PACIFIC MERCANTILE BANCORP | COM | 694552100 | 113 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
PARAMOUNT GROUP INC | COM | 69924R108 | 570 | 35,608 | SH | SOLE | 35,608 | 0 | 0 | ||
PARK HOTELS & RESORTS INC-WI | COM | 700517105 | 12,805 | 474,953 | SH | SOLE | 474,953 | 0 | 0 | ||
PATRICK INDUSTRIES INC | COM | 703343103 | 510 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | CL A | 70338P100 | 13,260 | 556,200 | SH | SOLE | 1 | 546,800 | 0 | 9,400 | |
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 493 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 1,501 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 11,236 | 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 | 192 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 1,034 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
PINNACLE FOODS INC | COM | 72348P104 | 475 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
PINNACLE WEST CAP CORP | COM | 723484101 | 613 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
PLUG POWER INC | COM NEW | 72919P202 | 41 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 17,307 | 138,600 | SH | SOLE | 138,600 | 0 | 0 | ||
PORTLAND GENERAL ELECTRIC CO | COM NEW | 736508847 | 304 | 6,655 | SH | SOLE | 6,655 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 2,397 | 21,800 | SH | SOLE | 1 | 12,000 | 0 | 9,800 | |
PREFERRED BANK/LOS ANGELES | COM NEW | 740367404 | 374 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
PRICELINE GROUP INC | COM NEW | 741503403 | 449 | 240 | SH | SOLE | 1 | 0 | 0 | 240 | |
PROCTER & GAMBLE CO | COM | 742718109 | 2,504 | 28,736 | SH | SOLE | 1 | 11,000 | 0 | 17,736 | |
PROLOGIS INC | COM | 74340W103 | 5,295 | 90,292 | SH | SOLE | 90,292 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 4,977 | 23,865 | SH | SOLE | 23,865 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 1,858 | 75,758 | SH | SOLE | 75,758 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 230 | 2,010 | SH | SOLE | 2,010 | 0 | 0 | ||
QTS REALTY TRUST INC | COM CL A | 74736A103 | 5,756 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 188 | 11,510 | SH | SOLE | 11,510 | 0 | 0 | ||
RADNET INC | COM | 750491102 | 78 | 10,000 | SH | SOLE | 1 | 0 | 0 | 10,000 | |
RANDGOLD RESOURCES LTD | ADR | 752344309 | 9,067 | 102,500 | SH | SOLE | 102,500 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 16,312 | 101,013 | SH | SOLE | 1 | 94,900 | 0 | 6,113 | |
REGENCY CTRS CORP | COM | 758849103 | 626 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 491 | 1,000 | SH | SOLE | 1 | 0 | 0 | 1,000 | |
REGIONS FINANCIAL CORP NEW | COM | 7591EP100 | 11,361 | 776,000 | SH | SOLE | 776,000 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 2,887 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 659 | 27,344 | SH | SOLE | 27,344 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 1,435 | 21,800 | SH | SOLE | 21,800 | 0 | 0 | ||
SCHWAB CHARLES CORP NEW | COM | 808513105 | 344 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
SCIENCE APPLICATIONS INTE | COM | 808625107 | 209 | 3,010 | SH | SOLE | 3,010 | 0 | 0 | ||
SCOTTS MIRACLE GRO CO | CL A | 810186106 | 671 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
SEACOAST BANKING CORP/FL | COM NEW | 811707801 | 337 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 271 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 3,100 | 114,800 | SH | SOLE | 114,800 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 1,703 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 13,503 | 81,700 | SH | SOLE | 81,700 | 0 | 0 | ||
SHORE BANCSHARES INC | COM | 825107105 | 222 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
SI FINANCIAL GROUP INC | COM | 78425V104 | 209 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 1,148 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 21,412 | 132,367 | SH | SOLE | 1 | 128,537 | 0 | 3,830 | |
SL GREEN RLTY CORP | COM | 78440X101 | 5,403 | 51,071 | SH | SOLE | 51,071 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 947 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 19,189 | 121,450 | SH | SOLE | 1 | 106,200 | 0 | 15,250 | |
SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 | 946 | 47,300 | SH | SOLE | 1 | 27,000 | 0 | 20,300 | |
SOUTHERN CO | COM | 842587107 | 306 | 6,400 | SH | SOLE | 1 | 0 | 0 | 6,400 | |
SOUTHERN NATL BANCORP OF VA IN | COM | 843395104 | 246 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
SPDR SERIES TRUST | S&P BIOTECH | 78464A870 | 7,510 | 97,300 | SH | SOLE | 97,300 | 0 | 0 | ||
SS&C INC TECHNOLOGIES HOLDINGS | COM | 78467J100 | 455 | 11,841 | SH | SOLE | 11,841 | 0 | 0 | ||
STAG INDUSTRIAL INC | COM | 85254J102 | 898 | 32,537 | SH | SOLE | 32,537 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 1,085 | 18,600 | SH | SOLE | 18,600 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 18,934 | 845,644 | SH | SOLE | 1 | 810,444 | 0 | 35,200 | |
STARWOOD WAYPOINT HOMES | COM | 19625X102 | 6,570 | 191,500 | SH | SOLE | 191,500 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 511 | 5,700 | SH | SOLE | 1 | 0 | 0 | 5,700 | |
STERLING BANCORP | COM | 85917A100 | 349 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
STONEGATE BANK | COM | 861811107 | 346 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
STRYKER CORP | COM | 863667101 | 430 | 3,100 | SH | SOLE | 1 | 0 | 0 | 3,100 | |
SUMMIT MATERIALS INC | CL A | 86614U100 | 254 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
SVB FINANCIAL GROUP | COM | 78486Q101 | 1,213 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 1,158 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 259 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 9,557 | 320,500 | SH | SOLE | 320,500 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 881 | 25,200 | SH | SOLE | 1 | 1,000 | 0 | 24,200 | |
TAUBMAN CTRS INC | COM | 876664103 | 1,138 | 19,106 | SH | SOLE | 19,106 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | CL A | 87724P106 | 4,803 | 200,026 | SH | SOLE | 200,026 | 0 | 0 | ||
TE CONNECTIVITY LTD | REG SHS | H84989104 | 17,110 | 217,463 | SH | SOLE | 217,463 | 0 | 0 | ||
TECHNOLOGY SELECT SECT SPDR | TECHNOLOGY | 81369Y803 | 1,477 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 2,223 | 10,700 | SH | SOLE | 7,500 | 0 | 3,200 | ||
TERRAFORM POWER INC | CL A COM | 88104R100 | 14,347 | 1,195,600 | SH | SOLE | 1 | 1,195,600 | 0 | 0 | |
TERRENO RLTY CORP | COM | 88146M101 | 1,719 | 51,058 | SH | SOLE | 51,058 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 2,383 | 71,734 | SH | SOLE | 1 | 60,000 | 0 | 11,734 | |
TEXAS INSTRUMENTS INC | COM | 882508104 | 1,831 | 23,800 | SH | SOLE | 1 | 18,500 | 0 | 5,300 | |
THERAPEUTICSMD INC | COM | 88338N107 | 63 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 15,048 | 86,250 | SH | SOLE | 1 | 82,200 | 0 | 4,050 | |
TIFFANY & CO NEW | COM | 886547108 | 761 | 8,110 | SH | SOLE | 2,000 | 0 | 6,110 | ||
TIPTREE FINANCIAL INC | CL A | 88822Q103 | 106 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 8,300 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 2,334 | 38,500 | SH | SOLE | 38,500 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 6,634 | 167,900 | SH | SOLE | 1 | 160,000 | 0 | 7,900 | |
TORTOISE PIPELINE & ENERGY F | COM | 89148H108 | 700 | 36,000 | SH | SOLE | 1 | 0 | 0 | 36,000 | |
TRAVELCENTERS OF AMERICA LLC | COM | 894174101 | 984 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
TRINITY INDUSTRIES INC | COM | 896522109 | 415 | 14,800 | SH | SOLE | 1 | 0 | 0 | 14,800 | |
TWENTY-FIRST CENTURY FOX INC | CL A | 90130A101 | 11,875 | 419,002 | SH | SOLE | 419,002 | 0 | 0 | ||
TWO HBRS INVT CORP | COM | 90187B101 | 11,862 | 1,196,931 | SH | SOLE | 1,196,931 | 0 | 0 | ||
UDR INC | COM | 902653104 | 1,438 | 36,900 | SH | SOLE | 36,900 | 0 | 0 | ||
ULTA SALON COSMETICS & FRAGR | COM | 90384S303 | 1,797 | 6,252 | SH | SOLE | 6,252 | 0 | 0 | ||
ULTRA CLEAN HOLDINGS INC | COM | 90385V107 | 263 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 5,838 | 53,600 | SH | SOLE | 1 | 17,300 | 0 | 36,300 | |
UNITED CMNTY BKS BLAIRSVLE GA CAP STK | COM | 90984P303 | 361 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL | COM | 909839102 | 490 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 1,375 | 12,200 | SH | SOLE | 1 | 4,000 | 0 | 8,200 | |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 9,642 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES | CL B | 913903100 | 17,750 | 145,400 | SH | SOLE | 1 | 136,700 | 0 | 8,700 | |
UNIVEST CORP OF PENNSYLVANIA | COM | 915271100 | 539 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
URBAN EDGE PROPERTIES | COM | 91704F104 | 638 | 26,872 | SH | SOLE | 26,872 | 0 | 0 | ||
US CONCRETE INC | COM NEW | 90333L201 | 332 | 4,220 | SH | SOLE | 4,220 | 0 | 0 | ||
V F CORP | COM | 918204108 | 1,682 | 29,200 | SH | SOLE | 1 | 20,000 | 0 | 9,200 | |
VALLEY NATL BANCORP | COM | 919794107 | 240 | 20,294 | SH | SOLE | 20,294 | 0 | 0 | ||
VANGUARD | HEALTH CAR ETF | 92204A504 | 1,474 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 5,163 | 74,312 | SH | SOLE | 1 | 55,712 | 0 | 18,600 | |
VERASTEM INC | COM | 92337C104 | 109 | 50,040 | SH | SOLE | 50,040 | 0 | 0 | ||
VEREIT INC | COM | 92339V100 | 2,782 | 341,800 | SH | SOLE | 1 | 330,000 | 0 | 11,800 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 1,188 | 26,597 | SH | SOLE | 1 | 20,000 | 0 | 6,597 | |
VORNADO RLTY TR | SH BEN INT | 929042109 | 5,130 | 54,630 | SH | SOLE | 1 | 46,117 | 0 | 8,513 | |
VULCAN MATLS CO | COM | 929160109 | 1,596 | 12,600 | SH | SOLE | 12,600 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 2,764 | 35,300 | SH | SOLE | 1 | 29,000 | 0 | 6,300 | |
WASHINGTON PRIME GROUP INC | COM | 93964W108 | 2,104 | 251,336 | SH | SOLE | 251,336 | 0 | 0 | ||
WASHINGTON TRUST BANCORP | COM | 940610108 | 522 | 10,120 | SH | SOLE | 1 | 0 | 0 | 10,120 | |
WASTE CONNECTIONS INC | COM | 94106B101 | 1,121 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 209 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
WEINGARTEN RLTY INVS | SH BEN INT | 948741103 | 455 | 15,130 | SH | SOLE | 15,130 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 62,145 | 1,121,539 | SH | SOLE | 1 | 216,919 | 0 | 904,620 | |
WELLTOWER INC | COM | 95040Q104 | 1,857 | 24,803 | SH | SOLE | 24,803 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 271 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 7,354 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 442 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 16,326 | 85,200 | SH | SOLE | 1 | 78,600 | 0 | 6,600 | |
WILLIAM LYON HOMES | CL A NEW | 552074700 | 13,320 | 551,771 | SH | SOLE | 551,771 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 2,768 | 91,400 | SH | SOLE | 91,400 | 0 | 0 | ||
WILLIAMS-SONOMA INC | COM | 969904101 | 708 | 14,600 | SH | SOLE | 1 | 7,000 | 0 | 7,600 | |
WISCONSIN ENERGY CORP | COM | 92939U106 | 491 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
WISDOMTREE INVESTMENTS INC | COM | 97717P104 | 1,068 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 2,211 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 15,318 | 119,300 | SH | SOLE | 1 | 108,500 | 0 | 10,800 | |
ZIONS BANCORPORATION | COM | 989701107 | 220 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 433 | 6,935 | SH | SOLE | 1 | 0 | 0 | 6,935 | |
ZYNGA INC | CL A | 98986T108 | 84 | 23,000 | SH | SOLE | 23,000 | 0 | 0 |