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 | 630 | 3,000 | SH | SOLE | 1 | 0 | 0 | 3,000 | |
ABBOTT LABS | COM | 002824100 | 674 | 12,633 | SH | SOLE | 1 | 0 | 0 | 12,633 | |
ABBVIE INC | COM | 00287Y109 | 2,824 | 31,783 | SH | SOLE | 1 | 20,000 | 0 | 11,783 | |
ACADIA HEALTHCARE CO INC | COM | 00404A109 | 296 | 6,200 | SH | SOLE | 1 | 0 | 0 | 6,200 | |
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 414 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
ACUITY BRANDS INC | COM | 00508Y102 | 1,199 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
AETNA INC | COM | 00817Y108 | 9,859 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
AFFILIATED MANAGERS GROUP | COM | 008252108 | 237 | 1,250 | SH | SOLE | 1,250 | 0 | 0 | ||
AGROFRESH SOLUTIONS INC | COM | 00856G109 | 234 | 33,245 | SH | SOLE | 33,245 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,558 | 10,300 | SH | SOLE | 10,300 | 0 | 0 | ||
ALARM.COM HOLDINGS INC | COM | 011642105 | 536 | 11,861 | SH | SOLE | 11,861 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 5,326 | 39,075 | SH | SOLE | 1 | 20,000 | 0 | 19,075 | |
ALEXANDER & BALDWIN INC NEW | COM | 014491104 | 1,117 | 24,100 | SH | SOLE | 24,100 | 0 | 0 | ||
ALEXANDERS INC | COM | 014752109 | 6,014 | 14,182 | SH | SOLE | 1 | 7,900 | 0 | 6,282 | |
ALEXANDRIA REAL ESTATE EQ INC | COM | 015271109 | 6,261 | 52,628 | SH | SOLE | 1 | 47,028 | 0 | 5,600 | |
ALLEGIANCE BANCSHARES INC | COM | 01748H107 | 239 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
ALLERGAN PLC | SHS | G0177J108 | 8,106 | 39,550 | SH | SOLE | 1 | 37,800 | 0 | 1,750 | |
ALPHABET INC | CAP STK CL A | 02079K305 | 11,329 | 11,635 | SH | SOLE | 1 | 10,100 | 0 | 1,535 | |
ALPHABET INC | CAP STK CL C | 02079K107 | 22,299 | 23,250 | SH | SOLE | 1 | 21,724 | 0 | 1,526 | |
ALPINE GLOBAL PREMIER PROPERTIES FUND | COM SBI | 02083A103 | 6,633 | 1,000,393 | SH | SOLE | 1 | 5 | 0 | 1,000,388 | |
ALPINE TOTAL DYNAMIC DIVID FD | COM SH BEN INT N | 021060207 | 435 | 484,252 | SH | SOLE | 1 | 293 | 0 | 483,959 | |
ALTISOURCE RESIDENTI | CL B | 02153W100 | 3,265 | 293,878 | SH | SOLE | 293,878 | 0 | 0 | ||
AMBARELLA INC | SHS | G037AX101 | 1,426 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
AMERCO | COM | 023586100 | 4,086 | 10,900 | SH | SOLE | 1 | 8,700 | 0 | 2,200 | |
AMERICAN ASSETS TRUST INC | COM | 024013104 | 1,039 | 26,114 | SH | SOLE | 26,114 | 0 | 0 | ||
AMERICAN CAMPUS COMMUNITIES | COM | 024835100 | 662 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
AMERICAN ELEC PWR INC | COM | 025537101 | 1,728 | 24,600 | SH | SOLE | 1 | 18,000 | 0 | 6,600 | |
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 7,590 | 123,638 | SH | SOLE | 123,638 | 0 | 0 | ||
AMERICAN TOWER CORP | COM | 03027X100 | 14,625 | 107,000 | SH | SOLE | 107,000 | 0 | 0 | ||
American Woodmark Corp | COM | 030506109 | 314 | 3,258 | SH | SOLE | 3,258 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 312 | 2,100 | SH | SOLE | 1 | 0 | 0 | 2,100 | |
AMERISERV FINANCIAL INC | COM | 03074A102 | 252 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 4,279 | 22,950 | SH | SOLE | 1 | 16,200 | 0 | 6,750 | |
ANDEAVOR | COM | 03349M105 | 14,348 | 139,100 | SH | SOLE | 139,100 | 0 | 0 | ||
ANSYS INC | COM | 03662Q105 | 1,141 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 7,002 | 36,877 | SH | SOLE | 1 | 34,000 | 0 | 2,877 | |
APACHE CORP | COM | 037411105 | 1,122 | 24,500 | SH | SOLE | 1 | 19,000 | 0 | 5,500 | |
APOGEE ENTERPRISES INC | COM | 037598109 | 1,301 | 26,950 | SH | SOLE | 1 | 11,800 | 0 | 15,150 | |
APOLLO COML REAL EST FIN INC | COM | 03762U105 | 5,382 | 297,179 | SH | SOLE | 1 | 294,269 | 0 | 2,910 | |
APPLE INC | COM | 037833100 | 41,414 | 268,710 | SH | SOLE | 268,710 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 17,398 | 334,000 | SH | SOLE | 334,000 | 0 | 0 | ||
APPLIED OPTOELECTRONICS INC | COM | 03823U102 | 2,057 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
ARBOR REALTY TRUST INC | COM | 038923108 | 1,738 | 212,000 | SH | SOLE | 212,000 | 0 | 0 | ||
ARCELORMITTAL SA LUXEMBOURG | NY REGISTRY SH | 03938L203 | 13,679 | 531,000 | SH | SOLE | 531,000 | 0 | 0 | ||
ARES CAPITAL CORP | COM | 04010L103 | 13,979 | 852,900 | SH | SOLE | 852,900 | 0 | 0 | ||
ASHFORD HOSPITALITY PRIME IN | COM | 044102101 | 200 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 2,654 | 67,752 | SH | SOLE | 1 | 55,500 | 0 | 12,252 | |
ATHENE HOLDING LTD | CL A | G0684D107 | 215 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
ATLANTICA YIELD PLC | SHS | G0751N103 | 2,078 | 105,500 | SH | SOLE | 105,500 | 0 | 0 | ||
ATLAS FINANCIAL HOLDINGS INC | SHS NEW | G06207115 | 386 | 20,409 | SH | SOLE | 20,409 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 4,572 | 25,625 | SH | SOLE | 25,625 | 0 | 0 | ||
AVERY DENNISON CORP | COM | 053611109 | 2,409 | 24,500 | SH | SOLE | 1 | 13,000 | 0 | 11,500 | |
BAKER HUGHES A GE CO LLC | CL A | 05722G100 | 6,090 | 166,300 | SH | SOLE | 166,300 | 0 | 0 | ||
BANK COMM HLDGS | COM | 06424J103 | 173 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BANK OF AMERICA CORPORATION | COM | 060505104 | 31,960 | 1,261,229 | SH | SOLE | 1 | 1,152,068 | 0 | 109,161 | |
BANK OF NEW YORK MELLON CORP | COM | 064058100 | 1,833 | 34,566 | SH | SOLE | 1 | 4,000 | 0 | 30,566 | |
BANK OF THE OZARKS | COM | 063904106 | 2,210 | 46,000 | SH | SOLE | 1 | 31,000 | 0 | 15,000 | |
Banner Corporataion | COM NEW | 06652V208 | 337 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
BAR HARBOR BANKSHARES | COM | 066849100 | 220 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
BAY BANCORP INC | COM | 07203T106 | 284 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 5,913 | 30,178 | SH | SOLE | 1 | 22,000 | 0 | 8,178 | |
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 581 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BGC PARTNERS INC | CL A | 05541T101 | 195 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
BLACKBERRY LTD | COM | 09228F103 | 212 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 11,629 | 348,500 | SH | SOLE | 348,500 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 1,528 | 6,010 | SH | SOLE | 6,010 | 0 | 0 | ||
BON-TON STORES INC | COM | 09776J101 | 5 | 10,760 | SH | SOLE | 1 | 0 | 0 | 10,760 | |
BOSTON PROPERTIES INC | COM | 101121101 | 11,423 | 92,961 | SH | SOLE | 1 | 88,611 | 0 | 4,350 | |
BP PLC | SPONSORED ADR | 055622104 | 14,757 | 384,000 | SH | SOLE | 384,000 | 0 | 0 | ||
BRINKER INTERNATIONAL | COM | 109641100 | 6,264 | 196,600 | SH | SOLE | 196,600 | 0 | 0 | ||
BROADCOM LTD | SHS | Y09827109 | 20,713 | 85,400 | SH | SOLE | 1 | 83,400 | 0 | 2,000 | |
BROOKDALE SR LIVING INC | COM | 112463104 | 1,590 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 186 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
BRYN MAWR BANK CORP | COM | 117665109 | 548 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
BT GROUP PLC | ADR | 05577E101 | 7,770 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CAMDEN PPTY TR | SH BEN INT | 133131102 | 4,070 | 44,500 | SH | SOLE | 44,500 | 0 | 0 | ||
CANADIAN PACIFIC RAILWAY LTD | COM | 13645T100 | 17,341 | 103,200 | SH | SOLE | 103,200 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 756 | 8,926 | SH | SOLE | 1 | 0 | 0 | 8,926 | |
CARLISLE COS INC | COM | 142339100 | 264 | 2,628 | SH | SOLE | 1 | 0 | 0 | 2,628 | |
CARTER'S INC | COM | 146229109 | 10,695 | 108,306 | SH | SOLE | 108,306 | 0 | 0 | ||
CATHAY GENERAL BANCORP | COM | 149150104 | 3,065 | 76,250 | SH | SOLE | 1 | 33,000 | 0 | 43,250 | |
CBL & ASSOC PPTYS INC | COM | 124830100 | 15,426 | 1,838,616 | SH | SOLE | 1,838,616 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 1,276 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
CELGENE CORP | COM | 151020104 | 1,239 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
CENTENE CORP | COM | 15135B101 | 871 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
CENTERSTATE BANKS CORP | COM | 15201P109 | 482 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
CENTURY COMMUNITIES INC | COM | 156504300 | 3,705 | 150,000 | SH | SOLE | 150,000 | 0 | 0 | ||
CERNER CORP | COM | 156782104 | 998 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
CHARLES RIV LABS INTL INC | COM | 159864107 | 702 | 6,500 | SH | SOLE | 6,500 | 0 | 0 | ||
CHART INDUSTRIES INC | COM PAR $0.01 | 16115Q308 | 541 | 13,800 | SH | SOLE | 13,800 | 0 | 0 | ||
CHATHAM LODGING TR | COM | 16208T102 | 633 | 29,696 | SH | SOLE | 29,696 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 562 | 4,786 | SH | SOLE | 1 | 0 | 0 | 4,786 | |
CHINA UNICOM HONG KONG | SPONSORED ADR | 16945R104 | 1,473 | 105,000 | SH | SOLE | 105,000 | 0 | 0 | ||
CINEMARK HOLDINGS INC | COM | 17243V102 | 1,231 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
CINTAS CORP | COM | 172908105 | 390 | 2,700 | SH | SOLE | 1 | 0 | 0 | 2,700 | |
CISCO SYS INC | COM | 17275R102 | 12,194 | 362,600 | SH | SOLE | 362,600 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 17,561 | 241,425 | SH | SOLE | 241,425 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | COM | 174610105 | 17,572 | 464,000 | SH | SOLE | 464,000 | 0 | 0 | ||
CIVEO CORP | COM | 17878Y108 | 171 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | COM | 189464100 | 247 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
CME GROUP INC | COM CL A | 12572Q105 | 11,384 | 83,900 | SH | SOLE | 1 | 76,000 | 0 | 7,900 | |
CMS ENERGY CORP | COM | 125896100 | 11,511 | 248,500 | SH | SOLE | 1 | 236,900 | 0 | 11,600 | |
COASTWAY BANCORP INC | COM | 190632109 | 259 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
COHERENT INC | COM | 192479103 | 1,693 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
Colony Northstar Inc | CL A COM | 19625W104 | 35,834 | 2,852,998 | SH | SOLE | 1 | 2,794,854 | 0 | 58,144 | |
COMCAST CORP NEW | CL A | 20030N101 | 12,430 | 323,022 | SH | SOLE | 323,022 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 1,873 | 24,562 | SH | SOLE | 1 | 4,000 | 0 | 20,562 | |
CONAGRA FOODS INC | COM | 205887102 | 1,434 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
CONNECTONE BANCORP INC | COM | 20786W107 | 615 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 1,082 | 13,410 | SH | SOLE | 1 | 0 | 0 | 13,410 | |
CONSTELLATION BRANDS INC | CL A | 21036P108 | 698 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
CoreCivic Inc | COM | 21871N101 | 1,004 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
CORESITE REALTY CORP | COM | 21870Q105 | 7,080 | 63,269 | SH | SOLE | 63,269 | 0 | 0 | ||
COUSINS PPTYS INC | COM | 222795106 | 346 | 37,087 | SH | SOLE | 37,087 | 0 | 0 | ||
CRACKER BARREL OLD COUNTRY | COM | 22410J106 | 1,198 | 7,900 | SH | SOLE | 7,900 | 0 | 0 | ||
CROWN CASTLE INTL CORP | COM | 22822V101 | 2,909 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
CSRA INC | COM | 12650T104 | 15,006 | 465,010 | SH | SOLE | 465,010 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 1,085 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CVS CAREMARK CORPORATION | COM | 126650100 | 18,021 | 221,606 | SH | SOLE | 1 | 217,900 | 0 | 3,706 | |
CYRUSONE INC | COM | 23283R100 | 24,902 | 422,569 | SH | SOLE | 1 | 418,669 | 0 | 3,900 | |
D R HORTON INC | COM | 23331A109 | 12,874 | 322,426 | SH | SOLE | 1 | 295,000 | 0 | 27,426 | |
DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 6,088 | 78,856 | SH | SOLE | 78,856 | 0 | 0 | ||
DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 18,814 | 191,200 | SH | SOLE | 1 | 177,600 | 0 | 13,600 | |
DELTA AIR LINES INC | COM NEW | 247361702 | 14,669 | 304,200 | SH | SOLE | 304,200 | 0 | 0 | ||
DELUXE CORP | COM | 248019101 | 4,797 | 65,750 | SH | SOLE | 1 | 53,000 | 0 | 12,750 | |
DESCARTES SYSTEMS GRP/THE | COM | 249906108 | 437 | 15,970 | SH | SOLE | 15,970 | 0 | 0 | ||
DIGITAL REALTY TRUST INC | COM | 253868103 | 13,969 | 118,049 | SH | SOLE | 1 | 102,499 | 0 | 15,550 | |
DISCOVER FINL SVCS | COM | 254709108 | 8,818 | 136,750 | SH | SOLE | 136,750 | 0 | 0 | ||
DISH NETWORK CORP. | CL A | 25470M109 | 1,692 | 31,200 | SH | SOLE | 31,200 | 0 | 0 | ||
DOLLAR GENERAL CORP | COM | 256677105 | 9,880 | 121,900 | SH | SOLE | 121,900 | 0 | 0 | ||
DOUGLAS EMMETT INC | COM | 25960P109 | 2,267 | 57,509 | SH | SOLE | 57,509 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 213 | 3,076 | SH | SOLE | 1 | 0 | 0 | 3,076 | |
DTE ENERGY COMPANY | COM | 233331107 | 1,814 | 16,900 | SH | SOLE | 16,900 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 307 | 3,653 | SH | SOLE | 1 | 0 | 0 | 3,653 | |
DUKE REALTY CORP | COM NEW | 264411505 | 755 | 26,196 | SH | SOLE | 26,196 | 0 | 0 | ||
DYCOM INDUSTRIES INC | COM | 267475101 | 4,949 | 57,628 | SH | SOLE | 1 | 46,088 | 0 | 11,540 | |
EAGLE MATERIALS INC | COM | 26969P108 | 712 | 6,670 | SH | SOLE | 1 | 1,000 | 0 | 5,670 | |
EAGLE PHARMACEUTICALS INC | COM | 269796108 | 298 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
EAST WEST BANCORP INC | COM | 27579R104 | 329 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
ECOLAB INC | COM | 278865100 | 437 | 3,400 | SH | SOLE | 1 | 0 | 0 | 3,400 | |
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 2,220 | 20,312 | SH | SOLE | 20,312 | 0 | 0 | ||
EMPIRE STATE REALTY TRUST IN | CL A | 292104106 | 934 | 45,455 | SH | SOLE | 45,455 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 3,110 | 74,200 | SH | SOLE | 74,200 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 13,334 | 318,696 | SH | SOLE | 318,696 | 0 | 0 | ||
Entegra Financial Corp | COM | 29363J108 | 225 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS | CL A | 293639100 | 744 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
ENTERPRISE FINANCIAL SERVICE | COM | 293712105 | 450 | 10,635 | SH | SOLE | 10,635 | 0 | 0 | ||
EOG RESOURCES INC | COM | 26875P101 | 6,917 | 71,500 | SH | SOLE | 71,500 | 0 | 0 | ||
EPR PROPERTIES | COM SH BEN INT | 26884U109 | 628 | 9,012 | SH | SOLE | 9,012 | 0 | 0 | ||
EQUINIX INC | COM PAR $0.001 | 29444U700 | 18,611 | 41,700 | SH | SOLE | 41,700 | 0 | 0 | ||
EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 2,459 | 28,900 | SH | SOLE | 28,900 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 4,507 | 68,360 | SH | SOLE | 68,360 | 0 | 0 | ||
ESSENT GROUP LTD | COM | G3198U102 | 334 | 8,254 | SH | SOLE | 8,254 | 0 | 0 | ||
ESSEX PPTY TR INC | COM | 297178105 | 5,885 | 23,165 | SH | SOLE | 23,165 | 0 | 0 | ||
EVERCORE INC | CLASS A | 29977A105 | 7,824 | 97,500 | SH | SOLE | 97,500 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 224 | 3,700 | SH | SOLE | 1 | 0 | 0 | 3,700 | |
EXPEDIA INC DEL | COM NEW | 30212P303 | 302 | 2,100 | SH | SOLE | 1 | 0 | 0 | 2,100 | |
EXPRESS SCRIPTS INC | COM | 30219G108 | 4,920 | 77,706 | SH | SOLE | 1 | 51,584 | 0 | 26,122 | |
EXTENDED STAY AMERICA INC | UNIT 99/99/9999B | 30224P200 | 4,549 | 227,464 | SH | SOLE | 227,464 | 0 | 0 | ||
EXTRA SPACE STORAGE INC | COM | 30225T102 | 1,399 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,534 | 30,911 | SH | SOLE | 1 | 15,000 | 0 | 15,911 | |
FAIR ISAAC CORP | COM | 303250104 | 985 | 7,010 | SH | SOLE | 7,010 | 0 | 0 | ||
FCB FINANCIAL HOLDINGS INC | CL A | 30255G103 | 580 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 1,503 | 12,100 | SH | SOLE | 12,100 | 0 | 0 | ||
FEDEX CORP | COM | 31428X106 | 25,265 | 112,000 | SH | SOLE | 1 | 100,500 | 0 | 11,500 | |
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 237 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
FIRST FINANCIAL NORTHWEST | COM | 32022K102 | 204 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
FIRST MERCHANTS CORP | COM | 320817109 | 386 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
FIRSTENERGY CORP | COM | 337932107 | 8,907 | 288,900 | SH | SOLE | 1 | 277,800 | 0 | 11,100 | |
FISERV INC | COM | 337738108 | 5,532 | 42,900 | SH | SOLE | 1 | 38,000 | 0 | 4,900 | |
FIVE POINT HOLDINGS LLC | COM CL A | 33833Q106 | 8,866 | 650,000 | SH | SOLE | 650,000 | 0 | 0 | ||
FLIR SYS INC | COM | 302445101 | 2,864 | 73,600 | SH | SOLE | 73,600 | 0 | 0 | ||
FNB CORP PA | COM | 302520101 | 379 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
FOREST CITY REALTY TRUST | COM CL A | 345605109 | 255 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FORTUNE BRANDS HOME & SECURI | COM | 34964C106 | 7,866 | 117,000 | SH | SOLE | 117,000 | 0 | 0 | ||
FRANKLIN FINANCIAL NETWORK | COM | 35352P104 | 214 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
GAIN CAPITAL HOLDINGS INC | COM | 36268W100 | 160 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
GALLAGHER ARTHUR J & CO | COM | 363576109 | 443 | 7,200 | SH | SOLE | 1 | 0 | 0 | 7,200 | |
GARMIN LTD | SHS | H2906T109 | 583 | 10,800 | SH | SOLE | 10,800 | 0 | 0 | ||
GENERAC HOLDINGS INC | COM | 368736104 | 1,911 | 41,600 | SH | SOLE | 1 | 35,000 | 0 | 6,600 | |
GENERAL DYNAMICS CORP | COM | 369550108 | 3,906 | 19,000 | SH | SOLE | 1 | 10,000 | 0 | 9,000 | |
GENERAL ELECTRIC CO | COM | 369604103 | 1,867 | 77,216 | SH | SOLE | 1 | 66,000 | 0 | 11,216 | |
GENESEE & WYOMING INC | CL A | 371559105 | 2,909 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
GEO GROUP INC | COM | 36162J106 | 8,417 | 312,900 | SH | SOLE | 312,900 | 0 | 0 | ||
GGP INC | COM | 36174X101 | 7,810 | 376,000 | SH | SOLE | 376,000 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 1,264 | 15,600 | SH | SOLE | 1 | 10,000 | 0 | 5,600 | |
GLACIER BANCORP INC | COM | 37637Q105 | 604 | 16,000 | SH | SOLE | 1 | 0 | 0 | 16,000 | |
GLEN BURNIE BANCORP | COM | 377407101 | 109 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GREAT PLAINS ENERGY INC | COM | 391164100 | 1,667 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
GREAT WESTERN BANCORP INC | COM | 391416104 | 372 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
GREENLIGHT CAPITAL RE LTD | CLASS A | G4095J109 | 384 | 17,751 | SH | SOLE | 17,751 | 0 | 0 | ||
HANOVER INSURANCE GROUP INC | COM | 410867105 | 291 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
HARRIS CORP DEL | COM | 413875105 | 3,552 | 26,975 | SH | SOLE | 1 | 10,000 | 0 | 16,975 | |
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 1,164 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
HCP INC | CALL | 40414L109 | 470 | 16,887 | SH | SOLE | 16,887 | 0 | 0 | ||
HELMERICH & PAYNE | COM | 423452101 | 8,317 | 159,600 | SH | SOLE | 159,600 | 0 | 0 | ||
HENRY SCHEIN INC | COM | 806407102 | 4,034 | 49,200 | SH | SOLE | 1 | 34,000 | 0 | 15,200 | |
HEXCEL CORP NEW | COM | 428291108 | 1,321 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
HILTON WORLDWIDE HOLDINGS IN | COM | 43300A203 | 5,535 | 79,697 | SH | SOLE | 79,697 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 3,795 | 23,200 | SH | SOLE | 1 | 13,000 | 0 | 10,200 | |
HOMESTREET INC | COM | 43785V102 | 324 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
HOPFED BANCORP INC | COM | 439734104 | 276 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
HOST HOTELS & RESORTS INC | COM | 44107P104 | 1,518 | 82,100 | SH | SOLE | 1 | 72,100 | 0 | 10,000 | |
HOSTESS BRANDS INC | CL A | 44109J106 | 392 | 28,685 | SH | SOLE | 28,685 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 19 | 10,000 | SH | SOLE | 1 | 0 | 0 | 10,000 | |
HOWARD HUGHES CORP | COM | 44267D107 | 7,076 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
HUDSON PACIFIC PROPERTIES IN | COM | 444097109 | 527 | 15,714 | SH | SOLE | 15,714 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 2,582 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
IBERIABANK CORP | COM | 450828108 | 411 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 3,386 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
INC RESEARCH HOLDINGS INC | CL A | 45329R109 | 433 | 8,284 | SH | SOLE | 8,284 | 0 | 0 | ||
INGERSOLL-RAND PLC | SHS | G47791101 | 1,338 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 18,857 | 495,184 | SH | SOLE | 1 | 468,600 | 0 | 26,584 | |
INTERCONTINENTALEXCHANGE INC | COM | 45866F104 | 275 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 1,026 | 7,073 | SH | SOLE | 1 | 0 | 0 | 7,073 | |
INTERXION HOLDING NV | SHS | N47279109 | 9,167 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
INTL FLAVORS & FRAGRANCES | COM | 459506101 | 3,065 | 21,450 | SH | SOLE | 1 | 10,000 | 0 | 11,450 | |
INTRA-CELLULAR THERAPIES INC | COM | 46116X101 | 1,445 | 91,544 | SH | SOLE | 1 | 66,444 | 0 | 25,100 | |
INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 6,851 | 6,550 | SH | SOLE | 1 | 5,500 | 0 | 1,050 | |
IPG PHOTONICS CORP | COM | 44980X109 | 1,110 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
ISHARES TR | 20 YR TR BD ETF | 464287432 | 250 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
JACOBS ENGR GROUP INC DEL | COM | 469814107 | 1,323 | 22,700 | SH | SOLE | 1 | 13,000 | 0 | 9,700 | |
JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 3,437 | 23,500 | SH | SOLE | 1 | 18,000 | 0 | 5,500 | |
JBG SMITH PROPERTIES | COM | 46590V100 | 934 | 27,312 | SH | SOLE | 27,312 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 16,059 | 123,522 | SH | SOLE | 1 | 34,500 | 0 | 89,022 | |
JONES LANG LASALLE INC | COM | 48020Q107 | 3,705 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
JPMORGAN | ALERIAN ML ETN | 46625H365 | 1,101 | 39,000 | SH | SOLE | 1 | 0 | 0 | 39,000 | |
JPMORGAN CHASE & CO | COM | 46625H100 | 5,561 | 58,227 | SH | SOLE | 1 | 40,000 | 0 | 18,227 | |
JUST ENERGY GROUP INC | COM | 48213W101 | 61 | 10,500 | SH | SOLE | 1 | 0 | 0 | 10,500 | |
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 1,456 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
KENNEDY-WILSON HLDGS INC | COM | 489398107 | 376 | 20,285 | SH | SOLE | 20,285 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 395 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
KILROY RLTY CORP | COM | 49427F108 | 16,982 | 238,773 | SH | SOLE | 238,773 | 0 | 0 | ||
KIMCO REALTY CORP | COM | 49446R109 | 978 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
KINDER MORGAN HOLDCO LLC | COM | 49456B101 | 17,272 | 900,500 | SH | SOLE | 900,500 | 0 | 0 | ||
KITE PHARMA INC | COM | 49803L109 | 2,517 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
KRAFT HEINZ CO/THE | COM | 500754106 | 287 | 3,700 | SH | SOLE | 1 | 0 | 0 | 3,700 | |
KROGER CO | COM | 501044101 | 1,003 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
L-3 COMMUNICATIONS HLDGS INC | COM | 502413107 | 1,413 | 7,500 | SH | SOLE | 1 | 6,000 | 0 | 1,500 | |
LABORATORY CRP OF AMER HLDGS | COM NEW | 50540R409 | 1,540 | 10,200 | SH | SOLE | 1 | 7,000 | 0 | 3,200 | |
LAKELAND INDUSTRIES INC | COM | 511795106 | 353 | 25,010 | SH | SOLE | 25,010 | 0 | 0 | ||
LCI INDUSTRIES | COM | 50189K103 | 1,037 | 8,949 | SH | SOLE | 8,949 | 0 | 0 | ||
LEGGETT & PLATT INC | COM | 524660107 | 1,213 | 25,410 | SH | SOLE | 1 | 0 | 0 | 25,410 | |
Leidos Holdings Inc. | COM | 525327102 | 13,385 | 226,025 | SH | SOLE | 1 | 210,500 | 0 | 15,525 | |
LENNAR CORP | CL B | 526057302 | 614 | 13,620 | SH | SOLE | 13,620 | 0 | 0 | ||
LENNAR CORP | CL A | 526057104 | 26,880 | 509,100 | SH | SOLE | 1 | 485,800 | 0 | 23,300 | |
LGI HOMES INC | COM | 50187T106 | 10,215 | 210,307 | SH | SOLE | 1 | 183,707 | 0 | 26,600 | |
LIBERTY PROPERTY TRUST | SH BEN INT | 531172104 | 768 | 18,708 | SH | SOLE | 18,708 | 0 | 0 | ||
LIFE STORAGE INC | COM | 53223X107 | 1,144 | 13,983 | SH | SOLE | 1 | 5,000 | 0 | 8,983 | |
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 447 | 3,284 | SH | SOLE | 3,284 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 1,021 | 5,210 | SH | SOLE | 5,210 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 295 | 6,777 | SH | SOLE | 6,777 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 295 | 950 | SH | SOLE | 1 | 0 | 0 | 950 | |
LOWES COS INC | COM | 548661107 | 9,345 | 116,900 | SH | SOLE | 116,900 | 0 | 0 | ||
LUMENTUM HOLDINGS INC | COM | 55024U109 | 544 | 10,006 | SH | SOLE | 10,006 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 7,103 | 44,105 | SH | SOLE | 1 | 0 | 0 | 44,105 | |
MACERICH CO | COM | 554382101 | 1,700 | 30,928 | SH | SOLE | 30,928 | 0 | 0 | ||
MACK CALI RLTY CORP | COM | 554489104 | 356 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
MACKINAC FINANCIAL CORP | COM | 554571109 | 217 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
MAGAL SECURITY SYS LTD | ORD | M6786D104 | 302 | 63,070 | SH | SOLE | 63,070 | 0 | 0 | ||
MARATHON PETROLEUM CORP | COM | 56585A102 | 533 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
MARRIOTT INTL INC NEW | CL A | 571903202 | 794 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
MARTIN MARIETTA MATLS INC | COM | 573284106 | 1,567 | 7,600 | SH | SOLE | 1 | 6,000 | 0 | 1,600 | |
MASTEC INC | COM | 576323109 | 1,972 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
MATRIX SERVICE CO | COM | 576853105 | 183 | 12,010 | SH | SOLE | 12,010 | 0 | 0 | ||
MAXIMUS INC | COM | 577933104 | 437 | 6,782 | SH | SOLE | 6,782 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 8,971 | 58,400 | SH | SOLE | 1 | 48,300 | 0 | 10,100 | |
MEDALLION FINANCIAL CORP | COM | 583928106 | 117 | 53,704 | SH | SOLE | 1 | 39,804 | 0 | 13,900 | |
MEDLEY CAPITAL CORP | COM | 58503F106 | 149 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MEDNAX INC | COM | 58502B106 | 2,592 | 60,100 | SH | SOLE | 1 | 46,000 | 0 | 14,100 | |
MEDTRONIC INC | SHS | G5960L103 | 12,194 | 156,800 | SH | SOLE | 1 | 153,300 | 0 | 3,500 | |
MELCO RESORTS & ENTERT | ADR | 585464100 | 7,446 | 308,700 | SH | SOLE | 308,700 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 647 | 10,100 | SH | SOLE | 1 | 0 | 0 | 10,100 | |
META FINANCIAL GROUP INC | COM | 59100U108 | 202 | 2,575 | SH | SOLE | 2,575 | 0 | 0 | ||
Mettler-Toledo International | COM | 592688105 | 313 | 500 | SH | SOLE | 500 | 0 | 0 | ||
MGM MIRAGE | COM | 552953101 | 16,777 | 514,800 | SH | SOLE | 514,800 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 12,060 | 161,900 | SH | SOLE | 1 | 158,500 | 0 | 3,400 | |
MIDDLEBY CORP | COM | 596278101 | 872 | 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 | 152 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 2,426 | 9,800 | SH | SOLE | 1 | 6,000 | 0 | 3,800 | |
MONDELEZ INTERN | CL A | 609207105 | 14,170 | 348,500 | SH | SOLE | 348,500 | 0 | 0 | ||
MYOMO INC | COM | 62857J102 | 90 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
NASDAQ INC. | COM | 631103108 | 271 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
NATIONAL RESEARCH CORP | CL B | 637372301 | 573 | 10,595 | SH | SOLE | 10,595 | 0 | 0 | ||
NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 291 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
NEW RESIDENTIAL INVESTMENT | COM NEW | 64828T201 | 6,592 | 394,000 | SH | SOLE | 394,000 | 0 | 0 | ||
NEWELL BRANDS INC | COM | 651229106 | 12,546 | 294,033 | SH | SOLE | 1 | 270,620 | 0 | 23,413 | |
NEWLINK GENETICS CORP | COM | 651511107 | 348 | 34,210 | SH | SOLE | 34,210 | 0 | 0 | ||
NEWMARKET CORP | COM | 651587107 | 341 | 800 | SH | SOLE | 800 | 0 | 0 | ||
NEWSTAR FINANCIAL INC | COM | 65251F105 | 117 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NEXSTAR MEDIA GR | CL A | 65336K103 | 245 | 3,935 | SH | SOLE | 3,935 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 21,277 | 145,188 | SH | SOLE | 1 | 131,600 | 0 | 13,588 | |
NIC INC | COM | 62914B100 | 249 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
NMI HOLDINGS INC | CL A | 629209305 | 298 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 9,154 | 628,275 | SH | SOLE | 628,275 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | COM | 655844108 | 13,237 | 100,100 | SH | SOLE | 100,100 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,268 | 4,407 | SH | SOLE | 1 | 0 | 0 | 4,407 | |
NORTHSTAR REALTY EUROPE CORP | COM | 66706L101 | 5,091 | 397,385 | SH | SOLE | 397,385 | 0 | 0 | ||
NOVARTIS A G | SPONSORED ADR | 66987V109 | 14,843 | 172,900 | SH | SOLE | 172,900 | 0 | 0 | ||
NRG YIELD INC | CL C | 62942X405 | 9,961 | 516,100 | SH | SOLE | 516,100 | 0 | 0 | ||
NRG YIELD INC | CL A NEW | 62942X306 | 10,210 | 538,200 | SH | SOLE | 538,200 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 1,244 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
NVIDIA CORP | COM | 67066G104 | 590 | 3,300 | SH | SOLE | 3,300 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 2,684 | 940 | SH | SOLE | 940 | 0 | 0 | ||
O REILLY AUTOMOTIVE INC | COM | 67103H107 | 215 | 1,000 | SH | SOLE | 1 | 0 | 0 | 1,000 | |
OAKTREE CAPITAL GROUP LLC | UNIT CL A | 674001201 | 1,176 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
OCEANFIRST FINL CORP | COM | 675234108 | 467 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
OM ASSET MANAGEMENT LTD | SHS | G67506108 | 1,641 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
OMEGA HEALTHCARE INVS INC | COM | 681936100 | 811 | 25,413 | SH | SOLE | 25,413 | 0 | 0 | ||
ON DECK CAPITAL INC | COM | 682163100 | 145 | 31,010 | SH | SOLE | 31,010 | 0 | 0 | ||
OPUS BANK | COM | 684000102 | 312 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 1,789 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
PACIFIC MERCANTILE BANCORP | COM | 694552100 | 113 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
PARAMOUNT GROUP INC | COM | 69924R108 | 570 | 35,608 | SH | SOLE | 35,608 | 0 | 0 | ||
PARK HOTELS & RESORTS INC | COM | 700517105 | 13,090 | 474,953 | SH | SOLE | 474,953 | 0 | 0 | ||
PATTERN ENERGY GROUP INC | CL A | 70338P100 | 11,455 | 475,300 | SH | SOLE | 475,300 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 553 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 1,449 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 11,942 | 334,513 | SH | SOLE | 1 | 312,300 | 0 | 22,213 | |
PG&E CORP | COM | 69331C108 | 293 | 4,300 | SH | SOLE | 1 | 0 | 0 | 4,300 | |
PGT Inc | COM | 69336V101 | 224 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 1,054 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
PINNACLE WEST CAP CORP | COM | 723484101 | 609 | 7,200 | SH | SOLE | 7,200 | 0 | 0 | ||
PLUG POWER INC | COM NEW | 72919P202 | 52 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 15,997 | 118,700 | SH | SOLE | 118,700 | 0 | 0 | ||
PORTLAND GENERAL ELECTRIC CO | COM NEW | 736508847 | 304 | 6,655 | SH | SOLE | 6,655 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 2,369 | 21,800 | SH | SOLE | 1 | 12,000 | 0 | 9,800 | |
PREFERRED BANK/LOS ANGELES | COM NEW | 740367404 | 422 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
PRICELINE GROUP INC | COM NEW | 741503403 | 439 | 240 | SH | SOLE | 1 | 0 | 0 | 240 | |
PROCTER & GAMBLE CO | COM | 742718109 | 3,306 | 36,336 | SH | SOLE | 1 | 11,000 | 0 | 25,336 | |
PROLOGIS INC | COM | 74340W103 | 5,730 | 90,292 | SH | SOLE | 90,292 | 0 | 0 | ||
PROSPERITY BANCSHARES INC | COM | 743606105 | 1,301 | 19,800 | SH | SOLE | 1 | 15,000 | 0 | 4,800 | |
PUBLIC STORAGE | COM | 74460D109 | 5,107 | 23,865 | SH | SOLE | 23,865 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 1,513 | 55,358 | SH | SOLE | 55,358 | 0 | 0 | ||
PVH CORP | COM | 693656100 | 379 | 3,010 | SH | SOLE | 3,010 | 0 | 0 | ||
QTS REALTY TRUST INC | COM CL A | 74736A103 | 11,519 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 224 | 12,010 | SH | SOLE | 12,010 | 0 | 0 | ||
RANDGOLD RESOURCES LTD | ADR | 752344309 | 10,010 | 102,500 | SH | SOLE | 102,500 | 0 | 0 | ||
RAYTHEON CO | COM NEW | 755111507 | 19,407 | 104,013 | SH | SOLE | 1 | 97,500 | 0 | 6,513 | |
REGENCY CTRS CORP | COM | 758849103 | 620 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 447 | 1,000 | SH | SOLE | 1 | 0 | 0 | 1,000 | |
REGIONS FINANCIAL CORP NEW | COM | 7591EP100 | 11,362 | 746,000 | SH | SOLE | 746,000 | 0 | 0 | ||
RIVERVIEW BANCORP INC | COM | 769397100 | 59 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
ROCKWELL COLLINS INC | COM | 774341101 | 554 | 4,240 | SH | SOLE | 4,240 | 0 | 0 | ||
ROSS STORES INC | COM | 778296103 | 3,229 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 618 | 28,186 | SH | SOLE | 28,186 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 2,728 | 39,100 | SH | SOLE | 39,100 | 0 | 0 | ||
SCHWAB CHARLES CORP NEW | COM | 808513105 | 350 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
SCIENCE APPLICATIONS INTE | COM | 808625107 | 201 | 3,010 | SH | SOLE | 3,010 | 0 | 0 | ||
SEACOAST BANKING CORP/FL | COM NEW | 811707801 | 334 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
SELECT SECT SPDR | TECHNOLOGY | 81369Y803 | 1,596 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
SELECT SECTOR SPDR TR | SBI INT-FINL | 81369Y605 | 284 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SEMGROUP CORP | CL A | 81663A105 | 3,301 | 114,800 | SH | SOLE | 114,800 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 1,723 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
SEVERN BANCORP INC/MD | COM | 81811M100 | 112 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
SHIRE PLC | SPONSORED ADR | 82481R106 | 11,976 | 78,200 | SH | SOLE | 78,200 | 0 | 0 | ||
SHORE BANCSHARES INC | COM | 825107105 | 225 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
SI FINANCIAL GROUP INC | COM | 78425V104 | 195 | 13,012 | SH | SOLE | 13,012 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 1,408 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 21,296 | 132,267 | SH | SOLE | 1 | 128,537 | 0 | 3,730 | |
SL GREEN RLTY CORP | COM | 78440X101 | 5,175 | 51,071 | SH | SOLE | 51,071 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 7,523 | 71,700 | SH | SOLE | 71,700 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 19,647 | 131,850 | SH | SOLE | 1 | 115,600 | 0 | 16,250 | |
SOLAREDGE TECHNOLOGIES INC | COM | 83417M104 | 1,350 | 47,300 | SH | SOLE | 1 | 25,000 | 0 | 22,300 | |
SOUTHERN CO | COM | 842587107 | 314 | 6,400 | SH | SOLE | 1 | 0 | 0 | 6,400 | |
SOUTHERN NATL BANCORP OF VA IN | COM | 843395104 | 238 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
SPDR | S&P BIOTECH | 78464A870 | 8,423 | 97,300 | SH | SOLE | 97,300 | 0 | 0 | ||
SS&C Inc Technologies Holdings | COM | 78467J100 | 475 | 11,841 | SH | SOLE | 11,841 | 0 | 0 | ||
STAG INDUSTRIAL INC | COM | 85254J102 | 894 | 32,537 | SH | SOLE | 32,537 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 483 | 3,200 | SH | SOLE | 3,200 | 0 | 0 | ||
STARBUCKS CORP | COM | 855244109 | 1,106 | 20,600 | SH | SOLE | 20,600 | 0 | 0 | ||
STARWOOD PPTY TR INC | COM | 85571B105 | 18,367 | 845,644 | SH | SOLE | 1 | 810,444 | 0 | 35,200 | |
STARWOOD WAYPOINT HOMES | COM | 85572F105 | 800 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 554 | 5,800 | SH | SOLE | 1 | 0 | 0 | 5,800 | |
STERLING BANCORP | COM | 85917A100 | 296 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
STRYKER CORP | COM | 863667101 | 440 | 3,100 | SH | SOLE | 1 | 0 | 0 | 3,100 | |
SUMMIT MATERIALS INC | CL A | 86614U100 | 282 | 8,800 | SH | SOLE | 8,800 | 0 | 0 | ||
SUSSEX BANCORP | COM | 869245100 | 231 | 9,750 | SH | SOLE | 9,750 | 0 | 0 | ||
SVB FINANCIAL GROUP | COM | 78486Q101 | 1,291 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
SYMANTEC CORP | COM | 871503108 | 1,325 | 40,376 | SH | SOLE | 40,376 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 208 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 8,526 | 274,600 | SH | SOLE | 274,600 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 207 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 943 | 25,100 | SH | SOLE | 1 | 0 | 0 | 25,100 | |
TAUBMAN CTRS INC | COM | 876664103 | 760 | 15,297 | SH | SOLE | 15,297 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | CL A | 87724P106 | 4,411 | 200,026 | SH | SOLE | 200,026 | 0 | 0 | ||
TCF FINANCIAL CORP | COM | 872275102 | 239 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
TE CONNECTIVITY LTD | REG SHS | H84989104 | 18,062 | 217,463 | SH | SOLE | 217,463 | 0 | 0 | ||
TELEFLEX INC | COM | 879369106 | 2,589 | 10,700 | SH | SOLE | 1 | 7,000 | 0 | 3,700 | |
TENNECO INC | COM | 880349105 | 1,092 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
TERRAFORM POWER INC - A | CL A COM | 88104R100 | 14,317 | 1,083,000 | SH | SOLE | 1,083,000 | 0 | 0 | ||
TERRENO RLTY CORP COM | COM | 88146M101 | 1,847 | 51,058 | SH | SOLE | 51,058 | 0 | 0 | ||
Territorial Bancorp Inc | COM | 88145X108 | 253 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL INDS LTD | SPONSORED ADR | 881624209 | 1,249 | 70,950 | SH | SOLE | 1 | 60,000 | 0 | 10,950 | |
TEXAS INSTRUMENTS INC | COM | 882508104 | 2,133 | 23,800 | SH | SOLE | 1 | 18,500 | 0 | 5,300 | |
THERAPEUTICSMD INC | COM | 88338N107 | 64 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 16,319 | 86,250 | SH | SOLE | 1 | 81,700 | 0 | 4,550 | |
TIFFANY & CO NEW | COM | 886547108 | 561 | 6,110 | SH | SOLE | 1 | 0 | 0 | 6,110 | |
TIPTREE FINANCIAL INC | CL A | 88822Q103 | 94 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
TJX COS INC NEW | COM | 872540109 | 15,668 | 212,500 | SH | SOLE | 212,500 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 2,158 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 6,963 | 167,900 | SH | SOLE | 1 | 160,000 | 0 | 7,900 | |
TORTOISE PIPELINE & ENERGY F | COM | 89148H108 | 693 | 36,000 | SH | SOLE | 1 | 0 | 0 | 36,000 | |
TRAVELCENTERS OF AMERICA LLC | COM | 894174101 | 1,041 | 245,000 | SH | SOLE | 245,000 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 6,959 | 56,800 | SH | SOLE | 56,800 | 0 | 0 | ||
TWENTY-FIRST CENTURY FOX INC | CL A | 90130A101 | 11,053 | 419,002 | SH | SOLE | 419,002 | 0 | 0 | ||
TWO HBRS INVT CORP | COM | 90187B101 | 17,407 | 1,726,931 | SH | SOLE | 1,726,931 | 0 | 0 | ||
UDR INC | COM | 902653104 | 1,403 | 36,900 | SH | SOLE | 36,900 | 0 | 0 | ||
ULTA SALON COSMETICS & FRAGR | COM | 90384S303 | 1,639 | 7,252 | SH | SOLE | 7,252 | 0 | 0 | ||
ULTRA CLEAN HOLDINGS INC | COM | 90385V107 | 582 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 6,216 | 53,600 | SH | SOLE | 1 | 17,300 | 0 | 36,300 | |
UNITED CMNTY BKS BLAIRSVLE GA CAP STK | COM | 90984P303 | 371 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
UNITED COMMUNITY FINANCIAL | COM | 909839102 | 528 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 3,205 | 23,100 | SH | SOLE | 1 | 14,000 | 0 | 9,100 | |
UNITEDHEALTH GROUP INC | COM | 91324P102 | 10,184 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
UNIVERSAL HEALTH SERVICES | CL B | 913903100 | 17,129 | 154,400 | SH | SOLE | 1 | 146,700 | 0 | 7,700 | |
UNIVEST CORP OF PENNSYLVANIA | COM | 915271100 | 384 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
URBAN EDGE PROPERTIES | COM | 91704F104 | 648 | 26,872 | SH | SOLE | 26,872 | 0 | 0 | ||
US CONCRETE INC | COM NEW | 90333L201 | 322 | 4,220 | SH | SOLE | 4,220 | 0 | 0 | ||
V F CORP | COM | 918204108 | 935 | 14,700 | SH | SOLE | 1 | 10,000 | 0 | 4,700 | |
VALLEY NATL BANCORP | COM | 919794107 | 188 | 15,604 | SH | SOLE | 15,604 | 0 | 0 | ||
VANGUARD | HEALTH CAR ETF | 92204A504 | 1,523 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 4,840 | 74,312 | SH | SOLE | 1 | 55,712 | 0 | 18,600 | |
VERASTEM INC | COM | 92337C104 | 235 | 50,040 | SH | SOLE | 50,040 | 0 | 0 | ||
VEREIT INC | COM | 92339V100 | 2,834 | 341,800 | SH | SOLE | 1 | 330,000 | 0 | 11,800 | |
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 846 | 17,097 | SH | SOLE | 1 | 10,500 | 0 | 6,597 | |
VISTRA ENERGY CORP | COM | 92840M102 | 1,508 | 80,700 | SH | SOLE | 80,700 | 0 | 0 | ||
VORNADO RLTY TR | SH BEN INT | 929042109 | 4,192 | 54,530 | SH | SOLE | 1 | 46,117 | 0 | 8,413 | |
VULCAN MATLS CO | COM | 929160109 | 1,686 | 14,100 | SH | SOLE | 14,100 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 2,726 | 35,300 | SH | SOLE | 1 | 29,000 | 0 | 6,300 | |
WASHINGTON PRIME GROUP INC | COM | 93964W108 | 2,094 | 251,336 | SH | SOLE | 251,336 | 0 | 0 | ||
WASHINGTON TRUST BANCORP | COM | 940610108 | 579 | 10,120 | SH | SOLE | 1 | 0 | 0 | 10,120 | |
WASTE CONNECTIONS INC | COM | 94106B101 | 1,217 | 17,400 | SH | SOLE | 17,400 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 210 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 62,438 | 1,132,139 | SH | SOLE | 1 | 227,519 | 0 | 904,620 | |
WELLTOWER INC | COM | 95040Q104 | 1,743 | 24,803 | SH | SOLE | 24,803 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 292 | 5,500 | SH | SOLE | 5,500 | 0 | 0 | ||
WESTERN DIGITAL CORP | COM | 958102105 | 7,171 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 449 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 17,098 | 92,700 | SH | SOLE | 1 | 86,100 | 0 | 6,600 | |
WILLIAM LYON HOMES | CL A NEW | 552074700 | 12,685 | 551,771 | SH | SOLE | 551,771 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 2,743 | 91,400 | SH | SOLE | 91,400 | 0 | 0 | ||
WILLIAMS-SONOMA INC | COM | 969904101 | 1,441 | 28,900 | SH | SOLE | 1 | 12,000 | 0 | 16,900 | |
WISCONSIN ENERGY CORP | COM | 92939U106 | 527 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
WISDOMTREE INVESTMENTS INC | COM | 97717P104 | 1,242 | 122,000 | SH | SOLE | 122,000 | 0 | 0 | ||
ZEBRA TECHNOLOGIES CORP | CL A | 989207105 | 2,411 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 13,981 | 119,400 | SH | SOLE | 1 | 108,000 | 0 | 11,400 | |
ZIONS BANCORPORATION | COM | 989701107 | 236 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 442 | 6,935 | SH | SOLE | 1 | 0 | 0 | 6,935 | |
ZYNGA INC | CL A | 98986T108 | 87 | 23,000 | SH | SOLE | 23,000 | 0 | 0 |