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
AT&T INC COM 00206R102 1,162 30,800 SH   DFND 1 30,800 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,406 23,700 SH   DFND 1 23,700 0 0
ALLIANT ENERGY CORP COM 018802108 269 6,700 SH   DFND 1 6,700 0 0
ALPHABET INC CAP STK CL A 02079K305 1,395 1,500 SH   DFND 1 1,500 0 0
ALTRIA GROUP INC COM 02209S103 2,100 28,200 SH   DFND 1 28,200 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 656 54,400 SH   DFND 1 54,400 0 0
AMGEN INC COM 031162100 1,482 8,600 SH   DFND 1 8,600 0 0
ANTHEM INC COM 036752103 584 3,100 SH   DFND 1 3,100 0 0
APPLE INC COM 037833100 3,659 25,400 SH   DFND 1 25,400 0 0
APPLIED MATLS INC COM 038222105 1,450 35,100 SH   DFND 1 35,100 0 0
AVERY DENNISON CORP COM 053611109 601 6,800 SH   DFND 1 6,800 0 0
BANK AMER CORP COM 060505104 1,808 74,500 SH   DFND 1 74,500 0 0
BARRICK GOLD CORP COM 067901108 683 42,900 SH   DFND 1 42,900 0 0
BAXTER INTL INC COM 071813109 1,175 19,400 SH   DFND 1 19,400 0 0
BEST BUY INC COM 086516101 1,319 23,000 SH   DFND 1 23,000 0 0
BIG LOTS INC COM 089302103 909 18,800 SH   DFND 1 18,800 0 0
BIOGEN INC COM 09062X103 815 3,000 SH   DFND 1 3,000 0 0
BOEING CO COM 097023105 1,879 9,500 SH   DFND 1 9,500 0 0
CBS CORP NEW CL B 124857202 1,129 17,700 SH   DFND 1 17,700 0 0
CDW CORP COM 12514G108 795 12,700 SH   DFND 1 12,700 0 0
CIGNA CORPORATION COM 125509109 1,072 6,400 SH   DFND 1 6,400 0 0
CMS ENERGY CORP COM 125896100 685 14,800 SH   DFND 1 14,800 0 0
CNO FINL GROUP INC COM 12621E103 644 30,800 SH   DFND 1 30,800 0 0
CVS HEALTH CORP COM 126650100 1,352 16,800 SH   DFND 1 16,800 0 0
CAMPBELL SOUP CO COM 134429109 501 9,600 SH   DFND 1 9,600 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,169 14,400 SH   DFND 1 14,400 0 0
CHEMOURS CO COM 163851108 698 18,400 SH   DFND 1 18,400 0 0
CINCINNATI FINL CORP COM 172062101 297 4,100 SH   DFND 1 4,100 0 0
CISCO SYS INC COM 17275R102 968 30,900 SH   DFND 1 30,900 0 0
CITIGROUP INC COM NEW 172967424 890 13,300 SH   DFND 1 13,300 0 0
CITIZENS FINL GROUP INC COM 174610105 1,424 39,900 SH   DFND 1 39,900 0 0
CITRIX SYS INC COM 177376100 916 11,500 SH   DFND 1 11,500 0 0
CLOROX CO DEL COM 189054109 786 5,900 SH   DFND 1 5,900 0 0
COMCAST CORP NEW CL A 20030N101 709 18,200 SH   DFND 1 18,200 0 0
COMPASS MINERALS INTL INC COM 20451N101 229 3,500 SH   DFND 1 3,500 0 0
CONSOLIDATED EDISON INC COM 209115104 1,034 12,800 SH   DFND 1 12,800 0 0
CORELOGIC INC COM 21871D103 517 11,900 SH   DFND 1 11,900 0 0
DIGITAL RLTY TR INC COM 253868103 937 8,300 SH   DFND 1 8,300 0 0
DOMINION ENERGY INC COM 25746U109 1,042 13,600 SH   DFND 1 13,600 0 0
EBAY INC COM 278642103 591 16,900 SH   DFND 1 16,900 0 0
EDISON INTL COM 281020107 954 12,200 SH   DFND 1 12,200 0 0
EMERSON ELEC CO COM 291011104 978 16,400 SH   DFND 1 16,400 0 0
ESSEX PPTY TR INC COM 297178105 772 3,000 SH   DFND 1 3,000 0 0
EVERSOURCE ENERGY COM 30040W108 650 10,700 SH   DFND 1 10,700 0 0
EXELON CORP COM 30161N101 852 23,600 SH   DFND 1 23,600 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 939 14,700 SH   DFND 1 14,700 0 0
EXXON MOBIL CORP COM 30231G102 445 5,500 SH   DFND 1 5,500 0 0
FACEBOOK INC CL A 30303M102 2,039 13,500 SH   DFND 1 13,500 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 506 4,000 SH   DFND 1 4,000 0 0
F5 NETWORKS INC COM 315616102 814 6,400 SH   DFND 1 6,400 0 0
FOOT LOCKER INC COM 344849104 493 10,000 SH   DFND 1 10,000 0 0
GENERAL MLS INC COM 370334104 970 17,500 SH   DFND 1 17,500 0 0
GENUINE PARTS CO COM 372460105 575 6,200 SH   DFND 1 6,200 0 0
GILEAD SCIENCES INC COM 375558103 461 6,500 SH   DFND 1 6,500 0 0
HANOVER INS GROUP INC COM 410867105 967 10,900 SH   DFND 1 10,900 0 0
HOME DEPOT INC COM 437076102 1,473 9,600 SH   DFND 1 9,600 0 0
HUMANA INC COM 444859102 626 2,600 SH   DFND 1 2,600 0 0
INGREDION INC COM 457187102 918 7,700 SH   DFND 1 7,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,184 7,700 SH   DFND 1 7,700 0 0
JOHNSON & JOHNSON COM 478160104 2,395 18,100 SH   DFND 1 18,100 0 0
KELLOGG CO COM 487836108 965 13,900 SH   DFND 1 13,900 0 0
KIMBERLY CLARK CORP COM 494368103 955 7,400 SH   DFND 1 7,400 0 0
LEAR CORP COM NEW 521865204 1,265 8,900 SH   DFND 1 8,900 0 0
LOCKHEED MARTIN CORP COM 539830109 1,249 4,500 SH   DFND 1 4,500 0 0
LOWES COS INC COM 548661107 861 11,100 SH   DFND 1 11,100 0 0
MGIC INVT CORP WIS COM 552848103 1,213 108,300 SH   DFND 1 108,300 0 0
MANPOWERGROUP INC COM 56418H100 1,139 10,200 SH   DFND 1 10,200 0 0
MARATHON OIL CORP COM 565849106 824 69,500 SH   DFND 1 69,500 0 0
MCDONALDS CORP COM 580135101 475 3,100 SH   DFND 1 3,100 0 0
MERCK & CO INC COM 58933Y105 962 15,000 SH   DFND 1 15,000 0 0
MICROSOFT CORP COM 594918104 779 11,300 SH   DFND 1 11,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 981 11,300 SH   DFND 1 11,300 0 0
NEUSTAR INC CL A 64126X201 788 23,600 SH   DFND 1 23,600 0 0
NEXTERA ENERGY INC COM 65339F101 1,247 8,900 SH   DFND 1 8,900 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,335 5,200 SH   DFND 1 5,200 0 0
NORTHWEST NAT GAS CO COM 667655104 66 1,100 SH   DFND 1 1,100 0 0
NORTHWESTERN CORP COM NEW 668074305 207 3,400 SH   DFND 1 3,400 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,002 57,500 SH   DFND 1 57,500 0 0
NUCOR CORP COM 670346105 683 11,800 SH   DFND 1 11,800 0 0
OGE ENERGY CORP COM 670837103 324 9,300 SH   DFND 1 9,300 0 0
OLD REP INTL CORP COM 680223104 174 8,900 SH   DFND 1 8,900 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 479 14,500 SH   DFND 1 14,500 0 0
OWENS & MINOR INC NEW COM 690732102 171 5,300 SH   DFND 1 5,300 0 0
OWENS CORNING NEW COM 690742101 1,312 19,600 SH   DFND 1 19,600 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 427 24,200 SH   DFND 1 24,200 0 0
PEPSICO INC COM 713448108 2,044 17,700 SH   DFND 1 17,700 0 0
PRAXAIR INC COM 74005P104 1,060 8,000 SH   DFND 1 8,000 0 0
PRICE T ROWE GROUP INC COM 74144T108 965 13,000 SH   DFND 1 13,000 0 0
PROCTER AND GAMBLE CO COM 742718109 2,013 23,100 SH   DFND 1 23,100 0 0
QUALCOMM INC COM 747525103 2,016 36,500 SH   DFND 1 36,500 0 0
REALTY INCOME CORP COM 756109104 894 16,200 SH   DFND 1 16,200 0 0
SCANA CORP NEW COM 80589M102 610 9,100 SH   DFND 1 9,100 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,338 244,600 SH   DFND 1 244,600 0 0
SMUCKER J M CO COM NEW 832696405 888 7,500 SH   DFND 1 7,500 0 0
SOUTHERN CO COM 842587107 1,025 21,400 SH   DFND 1 21,400 0 0
SOUTHWEST AIRLS CO COM 844741108 1,044 16,800 SH   DFND 1 16,800 0 0
STATE STR CORP COM 857477103 1,364 15,200 SH   DFND 1 15,200 0 0
STEEL DYNAMICS INC COM 858119100 1,243 34,700 SH   DFND 1 34,700 0 0
SUN LIFE FINL INC COM 866796105 665 18,600 SH   DFND 1 18,600 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 294 11,300 SH   DFND 1 11,300 0 0
TARGET CORP COM 87612E106 1,601 30,600 SH   DFND 1 30,600 0 0
TERADYNE INC COM 880770102 682 22,700 SH   DFND 1 22,700 0 0
3M CO COM 88579Y101 1,249 6,000 SH   DFND 1 6,000 0 0
TIME WARNER INC COM NEW 887317303 673 6,700 SH   DFND 1 6,700 0 0
TORO CO COM 891092108 977 14,100 SH   DFND 1 14,100 0 0
TYSON FOODS INC CL A 902494103 721 11,500 SH   DFND 1 11,500 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,317 7,100 SH   DFND 1 7,100 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 24 300 SH   DFND 1 300 0 0
V F CORP COM 918204108 1,071 18,600 SH   DFND 1 18,600 0 0
VENTAS INC COM 92276F100 1,035 14,900 SH   DFND 1 14,900 0 0
VEREIT INC COM 92339V100 550 67,500 SH   DFND 1 67,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,152 25,800 SH   DFND 1 25,800 0 0
VISTEON CORP COM NEW 92839U206 878 8,600 SH   DFND 1 8,600 0 0
W P CAREY INC COM 92936U109 172 2,600 SH   DFND 1 2,600 0 0
WEC ENERGY GROUP INC COM 92939U106 915 14,900 SH   DFND 1 14,900 0 0
WAL-MART STORES INC COM 931142103 2,468 32,600 SH   DFND 1 32,600 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 517 6,600 SH   DFND 1 6,600 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,078 6,000 SH   DFND 1 6,000 0 0
XCEL ENERGY INC COM 98389B100 959 20,900 SH   DFND 1 20,900 0 0
XEROX CORP COM NEW 984121608 931 32,375 SH   DFND 1 32,375 0 0
ASSURED GUARANTY LTD COM G0585R106 631 15,100 SH   DFND 1 15,100 0 0
EVEREST RE GROUP LTD COM G3223R108 586 2,300 SH   DFND 1 2,300 0 0
ICON PLC SHS G4705A100 1,222 12,500 SH   DFND 1 12,500 0 0
LOGITECH INTL S A SHS H50430232 1,311 35,762 SH   DFND 1 35,762 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 957 89,948 SH   DFND 1 89,948 0 0