The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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
AETNA INC NEW COM 00817Y108 1,386 12,000 SH   DFND 1 12,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,503 31,900 SH   DFND 1 31,900 0 0
ALASKA AIR GROUP INC COM 011659109 909 13,800 SH   DFND 1 13,800 0 0
ALPHABET INC CAP STK CL A 02079K305 1,689 2,100 SH   DFND 1 2,100 0 0
ALTRIA GROUP INC COM 02209S103 1,227 19,400 SH   DFND 1 19,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,311 73,400 SH   DFND 1 73,400 0 0
AMGEN INC COM 031162100 1,935 11,600 SH   DFND 1 11,600 0 0
APACHE CORP COM 037411105 1,846 28,900 SH   DFND 1 28,900 0 0
APPLE INC COM 037833100 3,889 34,400 SH   DFND 1 34,400 0 0
AVERY DENNISON CORP COM 053611109 716 9,200 SH   DFND 1 9,200 0 0
BANK AMER CORP COM 060505104 1,576 100,700 SH   DFND 1 100,700 0 0
BAXTER INTL INC COM 071813109 924 19,400 SH   DFND 1 19,400 0 0
BIG LOTS INC COM 089302103 1,213 25,400 SH   DFND 1 25,400 0 0
BIOGEN INC COM 09062X103 908 2,900 SH   DFND 1 2,900 0 0
BOEING CO COM 097023105 1,687 12,800 SH   DFND 1 12,800 0 0
BRINKER INTL INC COM 109641100 838 16,600 SH   DFND 1 16,600 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 838 90,700 SH   DFND 1 90,700 0 0
CDW CORP COM 12514G108 782 17,100 SH   DFND 1 17,100 0 0
CAMPBELL SOUP CO COM 134429109 712 13,000 SH   DFND 1 13,000 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,505 19,400 SH   DFND 1 19,400 0 0
CARDINAL HEALTH INC COM 14149Y108 708 9,100 SH   DFND 1 9,100 0 0
CISCO SYS INC COM 17275R102 1,920 60,500 SH   DFND 1 60,500 0 0
CITIGROUP INC COM NEW 172967424 605 12,800 SH   DFND 1 12,800 0 0
CITIZENS FINL GROUP INC COM 174610105 1,555 62,900 SH   DFND 1 62,900 0 0
CITRIX SYS INC COM 177376100 1,032 12,100 SH   DFND 1 12,100 0 0
CORELOGIC INC COM 21871D103 640 16,300 SH   DFND 1 16,300 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1,302 45,900 SH   DFND 1 45,900 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 748 19,000 SH   DFND 1 19,000 0 0
DOLLAR GEN CORP NEW COM 256677105 840 12,000 SH   DFND 1 12,000 0 0
DOW CHEM CO COM 260543103 682 13,140 SH   DFND 1 13,140 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,096 12,000 SH   DFND 1 12,000 0 0
EBAY INC COM 278642103 751 22,800 SH   DFND 1 22,800 0 0
ELECTRONIC ARTS INC COM 285512109 1,486 17,400 SH   DFND 1 17,400 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,404 19,900 SH   DFND 1 19,900 0 0
EXXON MOBIL CORP COM 30231G102 655 7,500 SH   DFND 1 7,500 0 0
FACEBOOK INC CL A 30303M102 2,335 18,200 SH   DFND 1 18,200 0 0
FIRSTENERGY CORP COM 337932107 1,115 33,700 SH   DFND 1 33,700 0 0
FOOT LOCKER INC COM 344849104 921 13,600 SH   DFND 1 13,600 0 0
GENERAL DYNAMICS CORP COM 369550108 1,087 7,000 SH   DFND 1 7,000 0 0
GILEAD SCIENCES INC COM 375558103 681 8,600 SH   DFND 1 8,600 0 0
HANOVER INS GROUP INC COM 410867105 1,102 14,600 SH   DFND 1 14,600 0 0
HOME DEPOT INC COM 437076102 1,660 12,900 SH   DFND 1 12,900 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 507 3,300 SH   DFND 1 3,300 0 0
INGREDION INC COM 457187102 1,384 10,400 SH   DFND 1 10,400 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1,427 118,800 SH   DFND 1 118,800 0 0
JACK IN THE BOX INC COM 466367109 538 5,600 SH   DFND 1 5,600 0 0
JOHNSON & JOHNSON COM 478160104 1,383 11,700 SH   DFND 1 11,700 0 0
LEAR CORP COM NEW 521865204 825 6,800 SH   DFND 1 6,800 0 0
LOWES COS INC COM 548661107 1,069 14,800 SH   DFND 1 14,800 0 0
MGIC INVT CORP WIS COM 552848103 1,172 146,500 SH   DFND 1 146,500 0 0
MACERICH CO COM 554382101 1,432 17,700 SH   DFND 1 17,700 0 0
MARATHON OIL CORP COM 565849106 1,488 94,100 SH   DFND 1 94,100 0 0
MCKESSON CORP COM 58155Q103 551 3,300 SH   DFND 1 3,300 0 0
MICROSOFT CORP COM 594918104 876 15,200 SH   DFND 1 15,200 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,145 15,000 SH   DFND 1 15,000 0 0
NEUSTAR INC CL A 64126X201 846 31,800 SH   DFND 1 31,800 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,520 7,100 SH   DFND 1 7,100 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,126 77,600 SH   DFND 1 77,600 0 0
NUCOR CORP COM 670346105 802 16,200 SH   DFND 1 16,200 0 0
NVIDIA CORP COM 67066G104 1,816 26,500 SH   DFND 1 26,500 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 813 2,900 SH   DFND 1 2,900 0 0
OLD REP INTL CORP COM 680223104 1,252 71,000 SH   DFND 1 71,000 0 0
OWENS CORNING NEW COM 690742101 978 18,300 SH   DFND 1 18,300 0 0
PEPSICO INC COM 713448108 1,121 10,300 SH   DFND 1 10,300 0 0
PFIZER INC COM 717081103 732 21,600 SH   DFND 1 21,600 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,379 330,600 SH   DFND 1 330,600 0 0
SMUCKER J M CO COM NEW 832696405 1,369 10,100 SH   DFND 1 10,100 0 0
SOUTHWEST AIRLS CO COM 844741108 883 22,700 SH   DFND 1 22,700 0 0
STANLEY BLACK & DECKER INC COM 854502101 960 7,800 SH   DFND 1 7,800 0 0
STATE STR CORP COM 857477103 1,435 20,600 SH   DFND 1 20,600 0 0
STEEL DYNAMICS INC COM 858119100 1,170 46,800 SH   DFND 1 46,800 0 0
SUN LIFE FINL INC COM 866796105 1,481 45,500 SH   DFND 1 45,500 0 0
SYSCO CORP COM 871829107 1,265 25,800 SH   DFND 1 25,800 0 0
TIME WARNER INC COM NEW 887317303 725 9,100 SH   DFND 1 9,100 0 0
TORO CO COM 891092108 881 18,800 SH   DFND 1 18,800 0 0
TYSON FOODS INC CL A 902494103 1,158 15,500 SH   DFND 1 15,500 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 638 5,400 SH   DFND 1 5,400 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,344 9,600 SH   DFND 1 9,600 0 0
WAL-MART STORES INC COM 931142103 815 11,300 SH   DFND 1 11,300 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 710 8,800 SH   DFND 1 8,800 0 0
XEROX CORP COM 984121103 1,185 116,900 SH   DFND 1 116,900 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 830 17,800 SH   DFND 1 17,800 0 0
ICON PLC SHS G4705A100 1,308 16,900 SH   DFND 1 16,900 0 0
NOBLE CORP PLC SHS USD G65431101 1,209 190,600 SH   DFND 1 190,600 0 0
LOGITECH INTL S A SHS H50430232 1,086 48,332 SH   DFND 1 48,332 0 0
MYLAN N V SHS EURO N59465109 614 16,100 SH   DFND 1 16,100 0 0