0001140361-17-031887.txt : 20170814 0001140361-17-031887.hdr.sgml : 20170814 20170814150221 ACCESSION NUMBER: 0001140361-17-031887 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CLINTON GROUP INC CENTRAL INDEX KEY: 0001134119 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06121 FILM NUMBER: 171029545 BUSINESS ADDRESS: STREET 1: 510 MADISON AVE STREET 2: 8TH FL CITY: NEW YORK STATE: NY ZIP: 10022 BUSINESS PHONE: 2128250400 MAIL ADDRESS: STREET 1: 510 MADISON AVE STREET 2: 8TH FL CITY: NEW YORK STATE: NY ZIP: 10022 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001134119 XXXXXXXX 06-30-2017 06-30-2017 CLINTON GROUP INC
510 MADISON AVE 8TH FL NEW YORK NY 10022
13F HOLDINGS REPORT 028-06121 N
Francis Ruchalski CFO 212-825-0400 Francis Ruchalski New York NY 08-14-2017 2 537 978618 false 1 0001167048 028-10034 CGI HOLDINGS INC 2 0001167051 028-10033 MADISON AVENUE CAPITAL HOLDINGS, INC.
INFORMATION TABLE 2 form13fInfoTable.xml ABBVIE INC COM 00287Y109 4054 55912 SH DFND 01,02 55912 0 0 ABIOMED INC COM 003654100 1522 10623 SH DFND 01,02 10623 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 660 5337 SH DFND 01,02 5337 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1822 31656 SH DFND 01,02 31656 0 0 ACUITY BRANDS INC COM 00508Y102 7556 37169 SH DFND 01,02 37169 0 0 ADOBE SYS INC COM 00724F101 411 2904 SH DFND 01,02 2904 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 3642 31234 SH DFND 01,02 31234 0 0 ADVANCED MICRO DEVICES INC COM 007903107 435 34854 SH DFND 01,02 34854 0 0 AES CORP COM 00130H105 1165 104839 SH DFND 01,02 104839 0 0 AETNA INC NEW COM 00817Y108 576 3795 SH DFND 01,02 3795 0 0 AFFILIATED MANAGERS GROUP COM 008252108 2451 14777 SH DFND 01,02 14777 0 0 AGCO CORP COM 001084102 875 12978 SH DFND 01,02 12978 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 1633 27541 SH DFND 01,02 27541 0 0 AIR PRODS & CHEMS INC COM 009158106 1032 7214 SH DFND 01,02 7214 0 0 ALASKA AIR GROUP INC COM 011659109 1158 12905 SH DFND 01,02 12905 0 0 ALBEMARLE CORP COM 012653101 3474 32918 SH DFND 01,02 32918 0 0 ALIGN TECHNOLOGY INC COM 016255101 642 4276 SH DFND 01,02 4276 0 0 ALLEGION PUB LTD CO ORD SHS G0176J109 1318 16248 SH DFND 01,02 16248 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1012 3943 SH DFND 01,02 3943 0 0 ALPHABET INC CAP STK CL A 02079K305 7266 7816 SH DFND 01,02 7816 0 0 AMAZON COM INC COM 023135106 2436 2517 SH DFND 01,02 2517 0 0 AMC NETWORKS INC CL A 00164V103 4049 75814 SH DFND 01,02 75814 0 0 AMERCO COM 023586100 307 839 SH DFND 01,02 839 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 674 13392 SH DFND 01,02 13392 0 0 AMERICAN ELEC PWR INC COM 025537101 2235 32177 SH DFND 01,02 32177 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 290 11031 SH DFND 01,02 11031 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 1572 25137 SH DFND 01,02 25137 0 0 AMGEN INC COM 031162100 506 2937 SH DFND 01,02 2937 0 0 ANADARKO PETE CORP COM 032511107 1434 31634 SH DFND 01,02 31634 0 0 ANNALY CAP MGMT INC COM 035710409 1320 109583 SH DFND 01,02 109583 0 0 ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 925 27877 SH DFND 01,02 27877 0 0 ANTHEM INC COM 036752103 528 2808 SH DFND 01,02 2808 0 0 AON PLC SHS CL A G0408V102 620 4664 SH DFND 01,02 4664 0 0 APACHE CORP COM 037411105 6498 135578 SH DFND 01,02 135578 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 506 11768 SH DFND 01,02 11768 0 0 APPLIED MATLS INC COM 038222105 3569 86401 SH DFND 01,02 86401 0 0 APTARGROUP INC COM 038336103 3115 35868 SH DFND 01,02 35868 0 0 ARCONIC INC COM 03965L100 1520 67108 SH DFND 01,02 67108 0 0 ARES MGMT L P COM UNIT RP IN 04014Y101 264 14661 SH DFND 01,02 14661 0 0 ARGO GROUP INTL HLDGS LTD COM G0464B107 229 3771 SH DFND 01,02 3771 0 0 ARRIS INTL INC SHS G0551A103 4601 164191 SH DFND 01,02 164191 0 0 ASHLAND GLOBAL HLDGS INC COM 044186104 4873 73938 SH DFND 01,02 73938 0 0 ASPEN TECHNOLOGY INC COM 045327103 1135 20533 SH DFND 01,02 20533 0 0 ASSURANT INC COM 04621X108 1479 14259 SH DFND 01,02 14259 0 0 ASSURED GUARANTY LTD COM G0585R106 655 15692 SH DFND 01,02 15692 0 0 ATLASSIAN CORP PLC CL A G06242104 463 13154 SH DFND 01,02 13154 0 0 AUTOLIV INC COM 052800109 379 3453 SH DFND 01,02 3453 0 0 AUTOZONE INC COM 053332102 4592 8050 SH DFND 01,02 8050 0 0 AVERY DENNISON CORP COM 053611109 340 3850 SH DFND 01,02 3850 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 3258 50389 SH DFND 01,02 50389 0 0 BAKER HUGHES INC COM 057224107 1441 26429 SH DFND 01,02 26429 0 0 BANK AMER CORP COM 060505104 1631 67225 SH DFND 01,02 67225 0 0 BANK NEW YORK MELLON CORP COM 064058100 287 5633 SH DFND 01,02 5633 0 0 BARRICK GOLD CORP COM 067901108 274 17206 SH DFND 01,02 17206 0 0 BAXTER INTL INC COM 071813109 5834 96372 SH DFND 01,02 96372 0 0 BED BATH & BEYOND INC COM 075896100 5350 176002 SH DFND 01,02 176002 0 0 BEMIS INC COM 081437105 3284 70997 SH DFND 01,02 70997 0 0 BERKLEY W R CORP COM 084423102 1446 20912 SH DFND 01,02 20912 0 0 BERKSHIRE HILLS BANCORP INC COM 084680107 202 5739 SH DFND 01,02 5739 0 0 BERRY GLOBAL GROUP INC COM 08579W103 672 11795 SH DFND 01,02 11795 0 0 BEST BUY INC COM 086516101 2300 40123 SH DFND 01,02 40123 0 0 BIO RAD LABS INC CL A 090572207 3271 14455 SH DFND 01,02 14455 0 0 BIOGEN INC COM 09062X103 647 2383 SH DFND 01,02 2383 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1072 11799 SH DFND 01,02 11799 0 0 BLACKBERRY LTD COM 09228F103 1654 165590 SH DFND 01,02 165590 0 0 BLACKROCK INC COM 09247X101 696 1647 SH DFND 01,02 1647 0 0 BLUE BUFFALO PET PRODS INC COM 09531U102 453 19870 SH DFND 01,02 19870 0 0 BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 298 16574 SH DFND 01,02 16574 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1737 53377 SH DFND 01,02 53377 0 0 BORGWARNER INC COM 099724106 418 9856 SH DFND 01,02 9856 0 0 BOSTON PROPERTIES INC COM 101121101 236 1919 SH DFND 01,02 1919 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 4325 77616 SH DFND 01,02 77616 0 0 BRIXMOR PPTY GROUP INC COM 11120U105 1967 109985 SH DFND 01,02 109985 0 0 BROADCOM LTD SHS Y09827109 4965 21306 SH DFND 01,02 21306 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 628 8315 SH DFND 01,02 8315 0 0 BRUNSWICK CORP COM 117043109 752 11983 SH DFND 01,02 11983 0 0 BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 780 12205 SH DFND 01,02 12205 0 0 BURLINGTON STORES INC COM 122017106 1911 20776 SH DFND 01,02 20776 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 378 5511 SH DFND 01,02 5511 0 0 CABLE ONE INC COM 12685J105 1054 1482 SH DFND 01,02 1482 0 0 CABOT OIL & GAS CORP COM 127097103 534 21300 SH DFND 01,02 21300 0 0 CAMDEN PPTY TR SH BEN INT 133131102 1906 22288 SH DFND 01,02 22288 0 0 CAMPBELL SOUP CO COM 134429109 2094 40156 SH DFND 01,02 40156 0 0 CARLISLE COS INC COM 142339100 363 3807 SH DFND 01,02 3807 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 638 9723 SH DFND 01,02 9723 0 0 CARTER INC COM 146229109 498 5597 SH DFND 01,02 5597 0 0 CATALENT INC COM 148806102 697 19854 SH DFND 01,02 19854 0 0 CATERPILLAR INC DEL COM 149123101 2138 19892 SH DFND 01,02 19892 0 0 CATHAY GEN BANCORP COM 149150104 258 6794 SH DFND 01,02 6794 0 0 CAVIUM INC COM 14964U108 1196 19253 SH DFND 01,02 19253 0 0 CBOE HLDGS INC COM 12503M108 765 8368 SH DFND 01,02 8368 0 0 CDW CORP COM 12514G108 568 9084 SH DFND 01,02 9084 0 0 CENTENE CORP DEL COM 15135B101 459 5750 SH DFND 01,02 5750 0 0 CENTENNIAL RESOURCE DEV INC CL A 15136A102 364 23012 SH DFND 01,02 23012 0 0 CENTERPOINT ENERGY INC COM 15189T107 1216 44416 SH DFND 01,02 44416 0 0 CERNER CORP COM 156782104 5409 81376 SH DFND 01,02 81376 0 0 CF INDS HLDGS INC COM 125269100 520 18601 SH DFND 01,02 18601 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 9426 27984 SH DFND 01,02 27984 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 496 4549 SH DFND 01,02 4549 0 0 CHEMOURS CO COM 163851108 3811 100497 SH DFND 01,02 100497 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2113 425242 SH DFND 01,02 425242 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 3450 8291 SH DFND 01,02 8291 0 0 CIGNA CORPORATION COM 125509109 6182 36933 SH DFND 01,02 36933 0 0 CIMAREX ENERGY CO COM 171798101 2210 23510 SH DFND 01,02 23510 0 0 CIRRUS LOGIC INC COM 172755100 4710 75103 SH DFND 01,02 75103 0 0 CISCO SYS INC COM 17275R102 372 11896 SH DFND 01,02 11896 0 0 CITIGROUP INC COM NEW 172967424 669 10000 SH DFND 01,02 10000 0 0 CITIZENS FINL GROUP INC COM 174610105 3757 105290 SH DFND 01,02 105290 0 0 CITRIX SYS INC COM 177376100 1628 20453 SH DFND 01,02 20453 0 0 CLOROX CO DEL COM 189054109 460 3456 SH DFND 01,02 3456 0 0 CME GROUP INC COM 12572Q105 751 5999 SH DFND 01,02 5999 0 0 CNO FINL GROUP INC COM 12621E103 210 10050 SH DFND 01,02 10050 0 0 COEUR MNG INC COM NEW 192108504 89 10382 SH DFND 01,02 10382 0 0 COGNEX CORP COM 192422103 669 7884 SH DFND 01,02 7884 0 0 COHERENT INC COM 192479103 4036 17939 SH DFND 01,02 17939 0 0 COLFAX CORP COM 194014106 319 8107 SH DFND 01,02 8107 0 0 COLGATE PALMOLIVE CO COM 194162103 406 5475 SH DFND 01,02 5475 0 0 COLONY NORTHSTAR INC CL A COM 19625W104 338 23965 SH DFND 01,02 23965 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 263 4524 SH DFND 01,02 4524 0 0 COMCAST CORP NEW CL A 20030N101 10666 274038 SH DFND 01,02 274038 0 0 COMERICA INC COM 200340107 2435 33248 SH DFND 01,02 33248 0 0 CONAGRA BRANDS INC COM 205887102 4396 122935 SH DFND 01,02 122935 0 0 CONCHO RES INC COM 20605P101 3713 30549 SH DFND 01,02 30549 0 0 CONOCOPHILLIPS COM 20825C104 613 13938 SH DFND 01,02 13938 0 0 CONSOL ENERGY INC COM 20854P109 1343 89862 SH DFND 01,02 89862 0 0 CONTINENTAL RESOURCES INC COM 212015101 267 8253 SH DFND 01,02 8253 0 0 COOPER COS INC COM NEW 216648402 1400 5846 SH DFND 01,02 5846 0 0 COPA HOLDINGS SA CL A P31076105 3096 26462 SH DFND 01,02 26462 0 0 CORE LABORATORIES N V COM N22717107 3198 31576 SH DFND 01,02 31576 0 0 CORECIVIC INC COM 21871N101 765 27723 SH DFND 01,02 27723 0 0 CORNING INC COM 219350105 666 22170 SH DFND 01,02 22170 0 0 COSAN LTD SHS A G25343107 91 14159 SH DFND 01,02 14159 0 0 COSTCO WHSL CORP NEW COM 22160K105 9412 58851 SH DFND 01,02 58851 0 0 COTIVITI HLDGS INC COM 22164K101 938 25253 SH DFND 01,02 25253 0 0 COTY INC COM CL A 222070203 637 33970 SH DFND 01,02 33970 0 0 CRANE CO COM 224399105 2411 30367 SH DFND 01,02 30367 0 0 CREDIT ACCEP CORP MICH COM 225310101 1624 6317 SH DFND 01,02 6317 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 695 6940 SH DFND 01,02 6940 0 0 CSRA INC COM 12650T104 301 9474 SH DFND 01,02 9474 0 0 CSX CORP COM 126408103 1043 19121 SH DFND 01,02 19121 0 0 CUBESMART COM 229663109 2662 110715 SH DFND 01,02 110715 0 0 CVR REFNG LP COMUNIT REP LT 12663P107 95 10029 SH DFND 01,02 10029 0 0 DANAHER CORP DEL COM 235851102 708 8386 SH DFND 01,02 8386 0 0 DARDEN RESTAURANTS INC COM 237194105 3742 41379 SH DFND 01,02 41379 0 0 DCT INDUSTRIAL TRUST INC COM NEW 233153204 578 10817 SH DFND 01,02 10817 0 0 DDR CORP COM 23317H102 1448 159661 SH DFND 01,02 159661 0 0 DEERE & CO COM 244199105 5003 40477 SH DFND 01,02 40477 0 0 DELPHI AUTOMOTIVE PLC SHS G27823106 625 7132 SH DFND 01,02 7132 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 1905 35447 SH DFND 01,02 35447 0 0 DEVON ENERGY CORP NEW COM 25179M103 737 23040 SH DFND 01,02 23040 0 0 DEXCOM INC COM 252131107 639 8737 SH DFND 01,02 8737 0 0 DIAMONDBACK ENERGY INC COM 25278X109 344 3868 SH DFND 01,02 3868 0 0 DICKS SPORTING GOODS INC COM 253393102 2812 70604 SH DFND 01,02 70604 0 0 DIGITAL RLTY TR INC COM 253868103 326 2886 SH DFND 01,02 2886 0 0 DISCOVER FINL SVCS COM 254709108 8195 131767 SH DFND 01,02 131767 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4630 179248 SH DFND 01,02 179248 0 0 DISH NETWORK CORP CL A 25470M109 4359 69453 SH DFND 01,02 69453 0 0 DISNEY WALT CO COM DISNEY 254687106 546 5136 SH DFND 01,02 5136 0 0 DOLBY LABORATORIES INC COM 25659T107 2867 58563 SH DFND 01,02 58563 0 0 DOLLAR TREE INC COM 256746108 1247 17832 SH DFND 01,02 17832 0 0 DOMINION ENERGY INC COM 25746U109 3399 44352 SH DFND 01,02 44352 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 2261 27048 SH DFND 01,02 27048 0 0 DUKE REALTY CORP COM NEW 264411505 1120 40076 SH DFND 01,02 40076 0 0 DUNKIN BRANDS GROUP INC COM 265504100 527 9564 SH DFND 01,02 9564 0 0 E TRADE FINANCIAL CORP COM NEW 269246401 286 7518 SH DFND 01,02 7518 0 0 EAST WEST BANCORP INC COM 27579R104 614 10475 SH DFND 01,02 10475 0 0 EATON CORP PLC SHS G29183103 2459 31594 SH DFND 01,02 31594 0 0 EATON VANCE CORP COM NON VTG 278265103 228 4824 SH DFND 01,02 4824 0 0 EBAY INC COM 278642103 353 10123 SH DFND 01,02 10123 0 0 ECHOSTAR CORP CL A 278768106 1676 27607 SH DFND 01,02 27607 0 0 ECOLAB INC COM 278865100 1029 7751 SH DFND 01,02 7751 0 0 EDGEWELL PERS CARE CO COM 28035Q102 637 8379 SH DFND 01,02 8379 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2228 18846 SH DFND 01,02 18846 0 0 ELECTRONIC ARTS INC COM 285512109 5811 54970 SH DFND 01,02 54970 0 0 EMCOR GROUP INC COM 29084Q100 430 6583 SH DFND 01,02 6583 0 0 ENABLE MIDSTREAM PARTNERS LP COM UNIT RP IN 292480100 689 43209 SH DFND 01,02 43209 0 0 ENBRIDGE ENERGY PARTNERS L P COM 29250R106 1281 80093 SH DFND 01,02 80093 0 0 ENCANA CORP COM 292505104 308 34947 SH DFND 01,02 34947 0 0 ENERGEN CORP COM 29265N108 1589 32194 SH DFND 01,02 32194 0 0 ENERSYS COM 29275Y102 505 6973 SH DFND 01,02 6973 0 0 ENTERGY CORP NEW COM 29364G103 1154 15038 SH DFND 01,02 15038 0 0 EOG RES INC COM 26875P101 1296 14321 SH DFND 01,02 14321 0 0 EPAM SYS INC COM 29414B104 216 2569 SH DFND 01,02 2569 0 0 EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 619 8289 SH DFND 01,02 8289 0 0 EQUINIX INC COM PAR $0.001 29444U700 644 1500 SH DFND 01,02 1500 0 0 EVEREST RE GROUP LTD COM G3223R108 1693 6648 SH DFND 01,02 6648 0 0 EVINE LIVE INC CL A 300487105 1384 1383864 SH DFND 01,02 1383864 0 0 EXELON CORP COM 30161N101 371 10280 SH DFND 01,02 10280 0 0 EXPEDIA INC DEL COM NEW 30212P303 624 4191 SH DFND 01,02 4191 0 0 EXTRA SPACE STORAGE INC COM 30225T102 645 8268 SH DFND 01,02 8268 0 0 F M C CORP COM NEW 302491303 349 4776 SH DFND 01,02 4776 0 0 F5 NETWORKS INC COM 315616102 3160 24874 SH DFND 01,02 24874 0 0 FACEBOOK INC CL A 30303M102 4144 27445 SH DFND 01,02 27445 0 0 FACTSET RESH SYS INC COM 303075105 429 2583 SH DFND 01,02 2583 0 0 FAIR ISAAC CORP COM 303250104 1750 12552 SH DFND 01,02 12552 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 1576 18449 SH DFND 01,02 18449 0 0 FIRST HORIZON NATL CORP COM 320517105 1510 86663 SH DFND 01,02 86663 0 0 FIRSTENERGY CORP COM 337932107 2279 78170 SH DFND 01,02 78170 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 611 4240 SH DFND 01,02 4240 0 0 FLIR SYS INC COM 302445101 2136 61626 SH DFND 01,02 61626 0 0 FLOWERS FOODS INC COM 343498101 767 44282 SH DFND 01,02 44282 0 0 FLOWSERVE CORP COM 34354P105 1227 26424 SH DFND 01,02 26424 0 0 FLUOR CORP NEW COM 343412102 2653 57959 SH DFND 01,02 57959 0 0 FOOT LOCKER INC COM 344849104 7039 142846 SH DFND 01,02 142846 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 2619 234071 SH DFND 01,02 234071 0 0 FORTINET INC COM 34959E109 302 8058 SH DFND 01,02 8058 0 0 FREEPORT-MCMORAN INC CL B 35671D857 8056 670804 SH DFND 01,02 670804 0 0 GAP INC DEL COM 364760108 5737 260885 SH DFND 01,02 260885 0 0 GENERAL ELECTRIC CO COM 369604103 6435 238246 SH DFND 01,02 238246 0 0 GENTEX CORP COM 371901109 867 45686 SH DFND 01,02 45686 0 0 GENUINE PARTS CO COM 372460105 298 3211 SH DFND 01,02 3211 0 0 GEO GROUP INC NEW COM 36162J106 1323 44729 SH DFND 01,02 44729 0 0 GILEAD SCIENCES INC COM 375558103 4099 57913 SH DFND 01,02 57913 0 0 GLASSBRIDGE ENTERPRISES INC COM 377185103 5622 1419641 SH DFND 01,02 1419641 0 0 GODADDY INC CL A 380237107 414 9755 SH DFND 01,02 9755 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4528 20406 SH DFND 01,02 20406 0 0 GRACE W R & CO DEL NEW COM 38388F108 504 7001 SH DFND 01,02 7001 0 0 GRAINGER W W INC COM 384802104 3167 17542 SH DFND 01,02 17542 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 2412 175068 SH DFND 01,02 175068 0 0 HAIN CELESTIAL GROUP INC COM 405217100 4347 111981 SH DFND 01,02 111981 0 0 HALLIBURTON CO COM 406216101 1422 33305 SH DFND 01,02 33305 0 0 HANCOCK HLDG CO COM 410120109 280 5716 SH DFND 01,02 5716 0 0 HANOVER INS GROUP INC COM 410867105 379 4278 SH DFND 01,02 4278 0 0 HARLEY DAVIDSON INC COM 412822108 5759 106608 SH DFND 01,02 106608 0 0 HASBRO INC COM 418056107 4658 41771 SH DFND 01,02 41771 0 0 HCA HEALTHCARE INC COM 40412C101 3104 35600 SH DFND 01,02 35600 0 0 HCP INC COM 40414L109 1473 46085 SH DFND 01,02 46085 0 0 HD SUPPLY HLDGS INC COM 40416M105 644 21021 SH DFND 01,02 21021 0 0 HEALTHCARE RLTY TR COM 421946104 238 6981 SH DFND 01,02 6981 0 0 HECLA MNG CO COM 422704106 94 18427 SH DFND 01,02 18427 0 0 HELMERICH & PAYNE INC COM 423452101 633 11642 SH DFND 01,02 11642 0 0 HERBALIFE LTD COM USD SHS G4412G101 604 8465 SH DFND 01,02 8465 0 0 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 209 11300 SH DFND 01,02 11300 0 0 HERSHEY CO COM 427866108 2109 19644 SH DFND 01,02 19644 0 0 HESS CORP COM 42809H107 3658 83389 SH DFND 01,02 83389 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 4319 260363 SH DFND 01,02 260363 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 4531 73260 SH DFND 01,02 73260 0 0 HOLLYFRONTIER CORP COM 436106108 474 17258 SH DFND 01,02 17258 0 0 HOLOGIC INC COM 436440101 410 9040 SH DFND 01,02 9040 0 0 HOME BANCSHARES INC COM 436893200 640 25717 SH DFND 01,02 25717 0 0 HOME DEPOT INC COM 437076102 852 5557 SH DFND 01,02 5557 0 0 HOULIHAN LOKEY INC CL A 441593100 290 8308 SH DFND 01,02 8308 0 0 HOWARD HUGHES CORP COM 44267D107 1574 12815 SH DFND 01,02 12815 0 0 HUBBELL INC COM 443510607 283 2499 SH DFND 01,02 2499 0 0 HUMANA INC COM 444859102 5220 21694 SH DFND 01,02 21694 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 1323 7107 SH DFND 01,02 7107 0 0 IBERIABANK CORP COM 450828108 1865 22889 SH DFND 01,02 22889 0 0 ICON PLC SHS G4705A100 3747 38317 SH DFND 01,02 38317 0 0 IDEXX LABS INC COM 45168D104 1793 11108 SH DFND 01,02 11108 0 0 IHS MARKIT LTD SHS G47567105 1839 41751 SH DFND 01,02 41751 0 0 INTEL CORP COM 458140100 1497 44364 SH DFND 01,02 44364 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 502 7616 SH DFND 01,02 7616 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 230 1706 SH DFND 01,02 1706 0 0 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 4340 237141 SH DFND 01,02 237141 0 0 INTUIT COM 461202103 4993 37597 SH DFND 01,02 37597 0 0 INVESTORS BANCORP INC NEW COM 46146L101 225 16867 SH DFND 01,02 16867 0 0 IONIS PHARMACEUTICALS INC COM 462222100 2657 52232 SH DFND 01,02 52232 0 0 IRON MTN INC NEW COM 46284V101 638 18581 SH DFND 01,02 18581 0 0 ITT INC COM 45073V108 227 5645 SH DFND 01,02 5645 0 0 J2 GLOBAL INC COM 48123V102 594 6980 SH DFND 01,02 6980 0 0 JACK IN THE BOX INC COM 466367109 1927 19565 SH DFND 01,02 19565 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 662 12163 SH DFND 01,02 12163 0 0 JETBLUE AIRWAYS CORP COM 477143101 256 11203 SH DFND 01,02 11203 0 0 JOHNSON & JOHNSON COM 478160104 6985 52803 SH DFND 01,02 52803 0 0 JONES LANG LASALLE INC COM 48020Q107 224 1791 SH DFND 01,02 1791 0 0 JUNIPER NETWORKS INC COM 48203R104 5564 199586 SH DFND 01,02 199586 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 924 8825 SH DFND 01,02 8825 0 0 KAR AUCTION SVCS INC COM 48238T109 654 15594 SH DFND 01,02 15594 0 0 KELLOGG CO COM 487836108 1154 16612 SH DFND 01,02 16612 0 0 KEYCORP NEW COM 493267108 1776 94752 SH DFND 01,02 94752 0 0 KIMCO RLTY CORP COM 49446R109 356 19400 SH DFND 01,02 19400 0 0 KINDER MORGAN INC DEL COM 49456B101 531 27722 SH DFND 01,02 27722 0 0 KINROSS GOLD CORP COM NO PAR 496902404 1450 356152 SH DFND 01,02 356152 0 0 KIRBY CORP COM 497266106 623 9322 SH DFND 01,02 9322 0 0 KITE RLTY GROUP TR COM NEW 49803T300 287 15153 SH DFND 01,02 15153 0 0 KKR & CO L P DEL COM UNITS 48248M102 468 25169 SH DFND 01,02 25169 0 0 KLA-TENCOR CORP COM 482480100 3912 42747 SH DFND 01,02 42747 0 0 KRAFT HEINZ CO COM 500754106 4503 52581 SH DFND 01,02 52581 0 0 KROGER CO COM 501044101 5198 222886 SH DFND 01,02 222886 0 0 LAM RESEARCH CORP COM 512807108 5353 37850 SH DFND 01,02 37850 0 0 LAMAR ADVERTISING CO NEW CL A 512816109 2271 30875 SH DFND 01,02 30875 0 0 LANDSTAR SYS INC COM 515098101 787 9197 SH DFND 01,02 9197 0 0 LAS VEGAS SANDS CORP COM 517834107 2363 36986 SH DFND 01,02 36986 0 0 LAUDER ESTEE COS INC CL A 518439104 529 5508 SH DFND 01,02 5508 0 0 LEAR CORP COM NEW 521865204 321 2256 SH DFND 01,02 2256 0 0 LEGG MASON INC COM 524901105 385 10076 SH DFND 01,02 10076 0 0 LEGGETT & PLATT INC COM 524660107 1266 24093 SH DFND 01,02 24093 0 0 LEIDOS HLDGS INC COM 525327102 1876 36295 SH DFND 01,02 36295 0 0 LENNOX INTL INC COM 526107107 1268 6905 SH DFND 01,02 6905 0 0 LEUCADIA NATL CORP COM 527288104 1506 57581 SH DFND 01,02 57581 0 0 LIBERTY GLOBAL PLC SHS CL A G5480U104 443 13806 SH DFND 01,02 13806 0 0 LIBERTY PPTY TR SH BEN INT 531172104 618 15176 SH DFND 01,02 15176 0 0 LILLY ELI & CO COM 532457108 4347 52822 SH DFND 01,02 52822 0 0 LITTELFUSE INC COM 537008104 328 1985 SH DFND 01,02 1985 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 4833 138674 SH DFND 01,02 138674 0 0 LOEWS CORP COM 540424108 364 7775 SH DFND 01,02 7775 0 0 LOUISIANA PAC CORP COM 546347105 2047 84899 SH DFND 01,02 84899 0 0 LOWES COS INC COM 548661107 658 8488 SH DFND 01,02 8488 0 0 MACERICH CO COM 554382101 1633 28125 SH DFND 01,02 28125 0 0 MACYS INC COM 55616P104 4379 188404 SH DFND 01,02 188404 0 0 MADISON SQUARE GARDEN CO NEW CL A 55825T103 641 3255 SH DFND 01,02 3255 0 0 MAGNA INTL INC COM 559222401 456 9835 SH DFND 01,02 9835 0 0 MAIDEN HOLDINGS LTD SHS G5753U112 149 13417 SH DFND 01,02 13417 0 0 MANPOWERGROUP INC COM 56418H100 641 5744 SH DFND 01,02 5744 0 0 MARATHON OIL CORP COM 565849106 1508 127222 SH DFND 01,02 127222 0 0 MARATHON PETE CORP COM 56585A102 1805 34501 SH DFND 01,02 34501 0 0 MARKEL CORP COM 570535104 1062 1088 SH DFND 01,02 1088 0 0 MARKETAXESS HLDGS INC COM 57060D108 636 3164 SH DFND 01,02 3164 0 0 MARSH & MCLENNAN COS INC COM 571748102 639 8199 SH DFND 01,02 8199 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4467 270426 SH DFND 01,02 270426 0 0 MASCO CORP COM 574599106 383 10034 SH DFND 01,02 10034 0 0 MASIMO CORP COM 574795100 1684 18465 SH DFND 01,02 18465 0 0 MATCH GROUP INC COM 57665R106 3495 201115 SH DFND 01,02 201115 0 0 MATTEL INC COM 577081102 648 30100 SH DFND 01,02 30100 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 7463 166217 SH DFND 01,02 166217 0 0 MAXIMUS INC COM 577933104 3433 54818 SH DFND 01,02 54818 0 0 MCCORMICK & CO INC COM NON VTG 579780206 214 2192 SH DFND 01,02 2192 0 0 MCKESSON CORP COM 58155Q103 1510 9179 SH DFND 01,02 9179 0 0 MDU RES GROUP INC COM 552690109 1505 57449 SH DFND 01,02 57449 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 207 16107 SH DFND 01,02 16107 0 0 MERCK & CO INC COM 58933Y105 2824 44067 SH DFND 01,02 44067 0 0 METHANEX CORP COM 59151K108 2004 45492 SH DFND 01,02 45492 0 0 METLIFE INC COM 59156R108 4378 79684 SH DFND 01,02 79684 0 0 MICHAELS COS INC COM 59408Q106 1075 58053 SH DFND 01,02 58053 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2482 32156 SH DFND 01,02 32156 0 0 MICRON TECHNOLOGY INC COM 595112103 4942 165510 SH DFND 01,02 165510 0 0 MICROSEMI CORP COM 595137100 4451 95102 SH DFND 01,02 95102 0 0 MIDDLEBY CORP COM 596278101 282 2323 SH DFND 01,02 2323 0 0 MONDELEZ INTL INC CL A 609207105 554 12829 SH DFND 01,02 12829 0 0 MONOGRAM RESIDENTIAL TR INC COM 60979P105 222 22859 SH DFND 01,02 22859 0 0 MONOLITHIC PWR SYS INC COM 609839105 509 5283 SH DFND 01,02 5283 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 2181 43897 SH DFND 01,02 43897 0 0 MOSAIC CO NEW COM 61945C103 1477 64675 SH DFND 01,02 64675 0 0 MSC INDL DIRECT INC CL A 553530106 1292 15030 SH DFND 01,02 15030 0 0 MSCI INC COM 55354G100 659 6401 SH DFND 01,02 6401 0 0 MURPHY OIL CORP COM 626717102 640 24955 SH DFND 01,02 24955 0 0 NATIONAL BEVERAGE CORP COM 635017106 583 6229 SH DFND 01,02 6229 0 0 NATIONAL GEN HLDGS CORP COM 636220303 243 11500 SH DFND 01,02 11500 0 0 NATIONAL INSTRS CORP COM 636518102 604 15021 SH DFND 01,02 15021 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1632 49542 SH DFND 01,02 49542 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 1417 36242 SH DFND 01,02 36242 0 0 NCR CORP NEW COM 62886E108 4151 101631 SH DFND 01,02 101631 0 0 NETFLIX INC COM 64110L106 1858 12438 SH DFND 01,02 12438 0 0 NEWFIELD EXPL CO COM 651290108 1507 52967 SH DFND 01,02 52967 0 0 NEWMONT MINING CORP COM 651639106 5330 164563 SH DFND 01,02 164563 0 0 NEWS CORP NEW CL A 65249B109 908 66246 SH DFND 01,02 66246 0 0 NIELSEN HLDGS PLC SHS EUR G6518L108 637 16465 SH DFND 01,02 16465 0 0 NIKE INC CL B 654106103 926 15698 SH DFND 01,02 15698 0 0 NORDSTROM INC COM 655664100 352 7351 SH DFND 01,02 7351 0 0 NORFOLK SOUTHERN CORP COM 655844108 2539 20865 SH DFND 01,02 20865 0 0 NORTHERN TR CORP COM 665859104 403 4147 SH DFND 01,02 4147 0 0 NORTHROP GRUMMAN CORP COM 666807102 241 937 SH DFND 01,02 937 0 0 NORTHWEST BANCSHARES INC MD COM 667340103 160 10223 SH DFND 01,02 10223 0 0 NRG ENERGY INC COM NEW 629377508 897 52081 SH DFND 01,02 52081 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 374 21493 SH DFND 01,02 21493 0 0 NUVASIVE INC COM 670704105 1420 18455 SH DFND 01,02 18455 0 0 NVIDIA CORP COM 67066G104 641 4433 SH DFND 01,02 4433 0 0 NVR INC COM 62944T105 2165 898 SH DFND 01,02 898 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1188 5430 SH DFND 01,02 5430 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 691 11540 SH DFND 01,02 11540 0 0 OLD DOMINION FGHT LINES INC COM 679580100 221 2325 SH DFND 01,02 2325 0 0 OLD REP INTL CORP COM 680223104 1023 52356 SH DFND 01,02 52356 0 0 ON SEMICONDUCTOR CORP COM 682189105 1007 71716 SH DFND 01,02 71716 0 0 ONEOK INC NEW COM 682680103 585 11211 SH DFND 01,02 11211 0 0 OSHKOSH CORP COM 688239201 4325 62787 SH DFND 01,02 62787 0 0 PALO ALTO NETWORKS INC COM 697435105 358 2674 SH DFND 01,02 2674 0 0 PATTERSON COMPANIES INC COM 703395103 554 11790 SH DFND 01,02 11790 0 0 PATTERSON UTI ENERGY INC COM 703481101 637 31570 SH DFND 01,02 31570 0 0 PAYCHEX INC COM 704326107 1473 25873 SH DFND 01,02 25873 0 0 PDC ENERGY INC COM 69327R101 3364 78041 SH DFND 01,02 78041 0 0 PENTAIR PLC SHS G7S00T104 1125 16907 SH DFND 01,02 16907 0 0 PEPSICO INC COM 713448108 215 1860 SH DFND 01,02 1860 0 0 PHILLIPS 66 COM 718546104 640 7738 SH DFND 01,02 7738 0 0 PHILLIPS 66 PARTNERS LP COM UNIT REP INT 718549207 966 19537 SH DFND 01,02 19537 0 0 PINNACLE FOODS INC DEL COM 72348P104 3306 55660 SH DFND 01,02 55660 0 0 PINNACLE WEST CAP CORP COM 723484101 1188 13951 SH DFND 01,02 13951 0 0 PIONEER NAT RES CO COM 723787107 642 4021 SH DFND 01,02 4021 0 0 PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 494 18786 SH DFND 01,02 18786 0 0 POOL CORPORATION COM 73278L105 778 6620 SH DFND 01,02 6620 0 0 POPULAR INC COM NEW 733174700 1435 34401 SH DFND 01,02 34401 0 0 POST HLDGS INC COM 737446104 2124 27353 SH DFND 01,02 27353 0 0 POTASH CORP SASK INC COM 73755L107 1820 111669 SH DFND 01,02 111669 0 0 PPG INDS INC COM 693506107 2003 18212 SH DFND 01,02 18212 0 0 PPL CORP COM 69351T106 2341 60566 SH DFND 01,02 60566 0 0 PRA HEALTH SCIENCES INC COM 69354M108 1205 16069 SH DFND 01,02 16069 0 0 PREMIER INC CL A 74051N102 312 8676 SH DFND 01,02 8676 0 0 PRICELINE GRP INC COM NEW 741503403 4216 2254 SH DFND 01,02 2254 0 0 PROLOGIS INC COM 74340W103 620 10569 SH DFND 01,02 10569 0 0 PROOFPOINT INC COM 743424103 627 7221 SH DFND 01,02 7221 0 0 PROSPERITY BANCSHARES INC COM 743606105 269 4191 SH DFND 01,02 4191 0 0 PTC INC COM 69370C100 649 11768 SH DFND 01,02 11768 0 0 PUBLIC STORAGE COM 74460D109 647 3102 SH DFND 01,02 3102 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2485 57774 SH DFND 01,02 57774 0 0 QORVO INC COM 74736K101 1633 25789 SH DFND 01,02 25789 0 0 QUALCOMM INC COM 747525103 1462 26474 SH DFND 01,02 26474 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2062 18554 SH DFND 01,02 18554 0 0 RADIAN GROUP INC COM 750236101 532 32540 SH DFND 01,02 32540 0 0 RALPH LAUREN CORP CL A 751212101 4398 59595 SH DFND 01,02 59595 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 251 19440 SH DFND 01,02 19440 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 1454 18121 SH DFND 01,02 18121 0 0 REGIONS FINL CORP NEW COM 7591EP100 1583 108149 SH DFND 01,02 108149 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 238 3265 SH DFND 01,02 3265 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 262 1886 SH DFND 01,02 1886 0 0 RETAIL PPTYS AMER INC CL A 76131V202 252 20677 SH DFND 01,02 20677 0 0 ROBERT HALF INTL INC COM 770323103 758 15818 SH DFND 01,02 15818 0 0 ROCKWELL COLLINS INC COM 774341101 1700 16177 SH DFND 01,02 16177 0 0 ROLLINS INC COM 775711104 217 5323 SH DFND 01,02 5323 0 0 ROSS STORES INC COM 778296103 9323 161488 SH DFND 01,02 161488 0 0 RPC INC COM 749660106 2135 105629 SH DFND 01,02 105629 0 0 RPM INTL INC COM 749685103 286 5252 SH DFND 01,02 5252 0 0 RSP PERMIAN INC COM 74978Q105 365 11317 SH DFND 01,02 11317 0 0 RYDER SYS INC COM 783549108 963 13380 SH DFND 01,02 13380 0 0 S&P GLOBAL INC COM 78409V104 649 4444 SH DFND 01,02 4444 0 0 SCHEIN HENRY INC COM 806407102 989 5406 SH DFND 01,02 5406 0 0 SCHLUMBERGER LTD COM 806857108 7283 110621 SH DFND 01,02 110621 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 1279 33015 SH DFND 01,02 33015 0 0 SEALED AIR CORP NEW COM 81211K100 392 8765 SH DFND 01,02 8765 0 0 SEI INVESTMENTS CO COM 784117103 566 10530 SH DFND 01,02 10530 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 817 39952 SH DFND 01,02 39952 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 1768 21950 SH DFND 01,02 21950 0 0 SERITAGE GROWTH PPTYS CL A 81752R100 29575 705000 SH Put DFND 01,02 705000 0 0 SHERWIN WILLIAMS CO COM 824348106 4996 14235 SH DFND 01,02 14235 0 0 SIMON PPTY GROUP INC NEW COM 828806109 7828 48394 SH DFND 01,02 48394 0 0 SINA CORP ORD G81477104 4475 52671 SH DFND 01,02 52671 0 0 SIRIUS XM HLDGS INC COM 82968B103 2218 405452 SH DFND 01,02 405452 0 0 SKECHERS U S A INC CL A 830566105 410 13911 SH DFND 01,02 13911 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 647 6743 SH DFND 01,02 6743 0 0 SMITH A O COM 831865209 637 11315 SH DFND 01,02 11315 0 0 SMUCKER J M CO COM NEW 832696405 3913 33066 SH DFND 01,02 33066 0 0 SNAP ON INC COM 833034101 440 2787 SH DFND 01,02 2787 0 0 SNYDERS-LANCE INC COM 833551104 483 13950 SH DFND 01,02 13950 0 0 SOLAR CAP LTD COM 83413U100 289 13212 SH DFND 01,02 13212 0 0 SONOCO PRODS CO COM 835495102 1304 25356 SH DFND 01,02 25356 0 0 SOUTHERN CO COM 842587107 1831 38237 SH DFND 01,02 38237 0 0 SOUTHWEST AIRLS CO COM 844741108 636 10240 SH DFND 01,02 10240 0 0 SOUTHWEST GAS HOLDINGS INC COM 844895102 368 5038 SH DFND 01,02 5038 0 0 SOUTHWESTERN ENERGY CO COM 845467109 638 104907 SH DFND 01,02 104907 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 476 11100 SH DFND 01,02 11100 0 0 SPECTRUM BRANDS HLDGS INC COM 84763R101 990 7917 SH DFND 01,02 7917 0 0 SPHERE 3D CORP NEW COM 84841L100 10 50000 SH DFND 01,02 50000 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 360 6206 SH DFND 01,02 6206 0 0 SPIRIT AIRLS INC COM 848577102 813 15749 SH DFND 01,02 15749 0 0 SPIRIT RLTY CAP INC NEW COM 84860W102 2092 282293 SH DFND 01,02 282293 0 0 STAPLES INC COM 855030102 1483 147295 SH DFND 01,02 147295 0 0 STARBUCKS CORP COM 855244109 3557 60993 SH DFND 01,02 60993 0 0 STEEL DYNAMICS INC COM 858119100 1627 45423 SH DFND 01,02 45423 0 0 STERICYCLE INC COM 858912108 549 7187 SH DFND 01,02 7187 0 0 STEWART INFORMATION SVCS COR COM 860372101 246 5424 SH DFND 01,02 5424 0 0 SUPERVALU INC COM 868536103 96 29291 SH DFND 01,02 29291 0 0 SVB FINL GROUP COM 78486Q101 393 2235 SH DFND 01,02 2235 0 0 SYMANTEC CORP COM 871503108 1683 59589 SH DFND 01,02 59589 0 0 SYNOVUS FINL CORP COM NEW 87161C501 391 8841 SH DFND 01,02 8841 0 0 SYSCO CORP COM 871829107 2931 58237 SH DFND 01,02 58237 0 0 T MOBILE US INC COM 872590104 3399 56070 SH DFND 01,02 56070 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3696 50362 SH DFND 01,02 50362 0 0 TALLGRASS ENERGY GP LP SHS CL A 874696107 1249 49098 SH DFND 01,02 49098 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 282 10846 SH DFND 01,02 10846 0 0 TARGA RES CORP COM 87612G101 1999 44215 SH DFND 01,02 44215 0 0 TARGET CORP COM 87612E106 5074 97042 SH DFND 01,02 97042 0 0 TARO PHARMACEUTICAL INDS LTD SHS M8737E108 627 5598 SH DFND 01,02 5598 0 0 TAUBMAN CTRS INC COM 876664103 3420 57427 SH DFND 01,02 57427 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 1443 26244 SH DFND 01,02 26244 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 346 8053 SH DFND 01,02 8053 0 0 TEGNA INC COM 87901J105 4354 302168 SH DFND 01,02 302168 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1571 12311 SH DFND 01,02 12311 0 0 TELEFLEX INC COM 879369106 325 1566 SH DFND 01,02 1566 0 0 TERADYNE INC COM 880770102 4129 137487 SH DFND 01,02 137487 0 0 TESORO CORP COM 881609101 1105 11807 SH DFND 01,02 11807 0 0 TESORO LOGISTICS LP COM UNIT LP 88160T107 1614 31233 SH DFND 01,02 31233 0 0 TEXAS INSTRS INC COM 882508104 932 12112 SH DFND 01,02 12112 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1684 9654 SH DFND 01,02 9654 0 0 TIFFANY & CO NEW COM 886547108 493 5253 SH DFND 01,02 5253 0 0 TIMKEN CO COM 887389104 361 7806 SH DFND 01,02 7806 0 0 TJX COS INC NEW COM 872540109 4063 56292 SH DFND 01,02 56292 0 0 TOLL BROTHERS INC COM 889478103 1442 36492 SH DFND 01,02 36492 0 0 TORCHMARK CORP COM 891027104 1511 19748 SH DFND 01,02 19748 0 0 TORO CO COM 891092108 953 13760 SH DFND 01,02 13760 0 0 TOTAL SYS SVCS INC COM 891906109 1978 33960 SH DFND 01,02 33960 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 223 7227 SH DFND 01,02 7227 0 0 TRACTOR SUPPLY CO COM 892356106 645 11906 SH DFND 01,02 11906 0 0 TREEHOUSE FOODS INC COM 89469A104 1356 16597 SH DFND 01,02 16597 0 0 TRIMBLE INC COM 896239100 586 16430 SH DFND 01,02 16430 0 0 TRIPADVISOR INC COM 896945201 633 16570 SH DFND 01,02 16570 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 2927 103272 SH DFND 01,02 103272 0 0 TWO HBRS INVT CORP COM 90187B101 104 10510 SH DFND 01,02 10510 0 0 UBIQUITI NETWORKS INC COM 90347A100 1696 32641 SH DFND 01,02 32641 0 0 UDR INC COM 902653104 525 13469 SH DFND 01,02 13469 0 0 UGI CORP NEW COM 902681105 594 12279 SH DFND 01,02 12279 0 0 ULTA BEAUTY INC COM 90384S303 4105 14285 SH DFND 01,02 14285 0 0 UNION PAC CORP COM 907818108 2735 25117 SH DFND 01,02 25117 0 0 UNITED CONTL HLDGS INC COM 910047109 2356 31307 SH DFND 01,02 31307 0 0 UNITED STATES STL CORP NEW COM 912909108 2366 106846 SH DFND 01,02 106846 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 1215 9362 SH DFND 01,02 9362 0 0 UNITEDHEALTH GROUP INC COM 91324P102 641 3459 SH DFND 01,02 3459 0 0 UNITI GROUP INC COM 91325V108 223 8868 SH DFND 01,02 8868 0 0 UNIVAR INC COM 91336L107 892 30546 SH DFND 01,02 30546 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 1967 18005 SH DFND 01,02 18005 0 0 VAIL RESORTS INC COM 91879Q109 508 2507 SH DFND 01,02 2507 0 0 VALERO ENERGY CORP NEW COM 91913Y100 2295 34022 SH DFND 01,02 34022 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 2241 43119 SH DFND 01,02 43119 0 0 VANTIV INC CL A 92210H105 4259 67242 SH DFND 01,02 67242 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 471 10556 SH DFND 01,02 10556 0 0 VIACOM INC NEW CL B 92553P201 517 15397 SH DFND 01,02 15397 0 0 VMWARE INC CL A COM 928563402 6166 70530 SH DFND 01,02 70530 0 0 VORNADO RLTY TR SH BEN INT 929042109 217 2314 SH DFND 01,02 2314 0 0 VOYA FINL INC COM 929089100 1261 34172 SH DFND 01,02 34172 0 0 W P CAREY INC COM 92936U109 204 3097 SH DFND 01,02 3097 0 0 WADDELL & REED FINL INC CL A 930059100 204 10823 SH DFND 01,02 10823 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 4678 59742 SH DFND 01,02 59742 0 0 WAL-MART STORES INC COM 931142103 8396 110939 SH DFND 01,02 110939 0 0 WASHINGTON PRIME GROUP NEW COM 93964W108 234 27945 SH DFND 01,02 27945 0 0 WASTE MGMT INC DEL COM 94106L109 4342 59197 SH DFND 01,02 59197 0 0 WATERS CORP COM 941848103 799 4345 SH DFND 01,02 4345 0 0 WEBSTER FINL CORP CONN COM 947890109 861 16482 SH DFND 01,02 16482 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1302 43250 SH DFND 01,02 43250 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 4362 24293 SH DFND 01,02 24293 0 0 WELLS FARGO CO NEW COM 949746101 8734 157632 SH DFND 01,02 157632 0 0 WENDYS CO COM 95058W100 1860 119912 SH DFND 01,02 119912 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 1308 13835 SH DFND 01,02 13835 0 0 WESTERN ALLIANCE BANCORP COM 957638109 232 4710 SH DFND 01,02 4710 0 0 WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 201 4661 SH DFND 01,02 4661 0 0 WESTERN UN CO COM 959802109 530 27815 SH DFND 01,02 27815 0 0 WEX INC COM 96208T104 1039 9967 SH DFND 01,02 9967 0 0 WEYERHAEUSER CO COM 962166104 627 18711 SH DFND 01,02 18711 0 0 WHIRLPOOL CORP COM 963320106 612 3193 SH DFND 01,02 3193 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 2761 3178 SH DFND 01,02 3178 0 0 WHITING PETE CORP NEW COM 966387102 74 13520 SH DFND 01,02 13520 0 0 WILLIAMS SONOMA INC COM 969904101 1549 31942 SH DFND 01,02 31942 0 0 WPX ENERGY INC COM 98212B103 1500 155300 SH DFND 01,02 155300 0 0 WYNN RESORTS LTD COM 983134107 909 6778 SH DFND 01,02 6778 0 0 XILINX INC COM 983919101 2493 38754 SH DFND 01,02 38754 0 0 XYLEM INC COM 98419M100 3292 59399 SH DFND 01,02 59399 0 0 ZAYO GROUP HLDGS INC COM 98919V105 1134 36706 SH DFND 01,02 36706 0 0 ZEBRA TECHNOLOGIES CORP CL A 989207105 1653 16449 SH DFND 01,02 16449 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 3368 26229 SH DFND 01,02 26229 0 0 ZIONS BANCORPORATION COM 989701107 337 7686 SH DFND 01,02 7686 0 0 ZOETIS INC CL A 98978V103 207 3314 SH DFND 01,02 3314 0 0