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 1,253 10,100 SH   DFND 1 10,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,231 27,000 SH   DFND 1 27,000 0 0
ALASKA AIR GROUP INC COM 011659109 1,039 11,700 SH   DFND 1 11,700 0 0
ALPHABET INC CAP STK CL A 02079K305 1,427 1,800 SH   DFND 1 1,800 0 0
ALTRIA GROUP INC COM 02209S103 1,109 16,400 SH   DFND 1 16,400 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 943 62,100 SH   DFND 1 62,100 0 0
AMGEN INC COM 031162100 1,433 9,800 SH   DFND 1 9,800 0 0
ANTHEM INC COM 036752103 504 3,500 SH   DFND 1 3,500 0 0
APACHE CORP COM 037411105 1,549 24,400 SH   DFND 1 24,400 0 0
APPLE INC COM 037833100 3,371 29,100 SH   DFND 1 29,100 0 0
APPLIED MATLS INC COM 038222105 1,295 40,100 SH   DFND 1 40,100 0 0
AVERY DENNISON CORP COM 053611109 548 7,800 SH   DFND 1 7,800 0 0
BANK AMER CORP COM 060505104 1,883 85,200 SH   DFND 1 85,200 0 0
BARRICK GOLD CORP COM 067901108 783 49,000 SH   DFND 1 49,000 0 0
BAXTER INTL INC COM 071813109 985 22,200 SH   DFND 1 22,200 0 0
BEST BUY INC COM 086516101 1,123 26,300 SH   DFND 1 26,300 0 0
BIG LOTS INC COM 089302103 1,080 21,500 SH   DFND 1 21,500 0 0
BIOGEN INC COM 09062X103 965 3,400 SH   DFND 1 3,400 0 0
BOEING CO COM 097023105 1,697 10,900 SH   DFND 1 10,900 0 0
BRINKER INTL INC COM 109641100 694 14,000 SH   DFND 1 14,000 0 0
CBS CORP NEW CL B 124857202 1,286 20,200 SH   DFND 1 20,200 0 0
CDW CORP COM 12514G108 756 14,500 SH   DFND 1 14,500 0 0
CVS HEALTH CORP COM 126650100 1,129 14,300 SH   DFND 1 14,300 0 0
CAMPBELL SOUP CO COM 134429109 666 11,000 SH   DFND 1 11,000 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,338 16,400 SH   DFND 1 16,400 0 0
CISCO SYS INC COM 17275R102 1,548 51,200 SH   DFND 1 51,200 0 0
CITIGROUP INC COM NEW 172967424 648 10,900 SH   DFND 1 10,900 0 0
CITIZENS FINL GROUP INC COM 174610105 1,625 45,600 SH   DFND 1 45,600 0 0
CITRIX SYS INC COM 177376100 1,162 13,000 SH   DFND 1 13,000 0 0
CORELOGIC INC COM 21871D103 505 13,700 SH   DFND 1 13,700 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 792 16,100 SH   DFND 1 16,100 0 0
DOLLAR GEN CORP NEW COM 256677105 749 10,100 SH   DFND 1 10,100 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 916 10,100 SH   DFND 1 10,100 0 0
EBAY INC COM 278642103 574 19,300 SH   DFND 1 19,300 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,156 16,800 SH   DFND 1 16,800 0 0
EXXON MOBIL CORP COM 30231G102 569 6,300 SH   DFND 1 6,300 0 0
FACEBOOK INC CL A 30303M102 1,772 15,400 SH   DFND 1 15,400 0 0
FIRSTENERGY CORP COM 337932107 883 28,500 SH   DFND 1 28,500 0 0
FOOT LOCKER INC COM 344849104 816 11,500 SH   DFND 1 11,500 0 0
GILEAD SCIENCES INC COM 375558103 523 7,300 SH   DFND 1 7,300 0 0
HANOVER INS GROUP INC COM 410867105 1,129 12,400 SH   DFND 1 12,400 0 0
HOME DEPOT INC COM 437076102 1,475 11,000 SH   DFND 1 11,000 0 0
INGREDION INC COM 457187102 1,100 8,800 SH   DFND 1 8,800 0 0
INVESTORS BANCORP INC NEW COM 46146L101 1,019 73,000 SH   DFND 1 73,000 0 0
JOHNSON & JOHNSON COM 478160104 1,141 9,900 SH   DFND 1 9,900 0 0
LEAR CORP COM NEW 521865204 1,337 10,100 SH   DFND 1 10,100 0 0
LOWES COS INC COM 548661107 897 12,600 SH   DFND 1 12,600 0 0
MGIC INVT CORP WIS COM 552848103 1,263 123,900 SH   DFND 1 123,900 0 0
MACERICH CO COM 554382101 1,063 15,000 SH   DFND 1 15,000 0 0
MARATHON OIL CORP COM 565849106 1,377 79,500 SH   DFND 1 79,500 0 0
MCKESSON CORP COM 58155Q103 394 2,800 SH   DFND 1 2,800 0 0
MICROSOFT CORP COM 594918104 796 12,800 SH   DFND 1 12,800 0 0
MORGAN STANLEY COM NEW 617446448 1,133 26,800 SH   DFND 1 26,800 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,061 12,800 SH   DFND 1 12,800 0 0
NEUSTAR INC CL A 64126X201 899 26,900 SH   DFND 1 26,900 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,396 6,000 SH   DFND 1 6,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 978 65,600 SH   DFND 1 65,600 0 0
NUCOR CORP COM 670346105 810 13,600 SH   DFND 1 13,600 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 669 2,400 SH   DFND 1 2,400 0 0
OWENS CORNING NEW COM 690742101 1,155 22,400 SH   DFND 1 22,400 0 0
PEPSICO INC COM 713448108 911 8,700 SH   DFND 1 8,700 0 0
PFIZER INC COM 717081103 595 18,300 SH   DFND 1 18,300 0 0
QUALCOMM INC COM 747525103 1,011 15,500 SH   DFND 1 15,500 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,245 279,700 SH   DFND 1 279,700 0 0
SMUCKER J M CO COM NEW 832696405 1,102 8,600 SH   DFND 1 8,600 0 0
SOUTHWEST AIRLS CO COM 844741108 957 19,200 SH   DFND 1 19,200 0 0
STANLEY BLACK & DECKER INC COM 854502101 975 8,500 SH   DFND 1 8,500 0 0
STATE STR CORP COM 857477103 1,353 17,400 SH   DFND 1 17,400 0 0
STEEL DYNAMICS INC COM 858119100 1,409 39,600 SH   DFND 1 39,600 0 0
SUN LIFE FINL INC COM 866796105 1,479 38,500 SH   DFND 1 38,500 0 0
TIME WARNER INC COM NEW 887317303 744 7,700 SH   DFND 1 7,700 0 0
TORO CO COM 891092108 896 16,000 SH   DFND 1 16,000 0 0
TYSON FOODS INC CL A 902494103 809 13,100 SH   DFND 1 13,100 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 660 4,600 SH   DFND 1 4,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,313 8,200 SH   DFND 1 8,200 0 0
WAL-MART STORES INC COM 931142103 1,258 18,200 SH   DFND 1 18,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 621 7,500 SH   DFND 1 7,500 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 933 6,800 SH   DFND 1 6,800 0 0
XEROX CORP COM 984121103 864 98,900 SH   DFND 1 98,900 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 831 15,100 SH   DFND 1 15,100 0 0
ICON PLC SHS G4705A100 1,075 14,300 SH   DFND 1 14,300 0 0
LOGITECH INTL S A SHS H50430232 1,013 40,888 SH   DFND 1 40,888 0 0