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 3,005 76,700 SH   DFND 1 76,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,471 22,900 SH   DFND 1 22,900 0 0
ALLIANT ENERGY CORP COM 018802108 861 20,700 SH   DFND 1 20,700 0 0
ALPHABET INC CAP STK CL A 02079K305 1,461 1,500 SH   DFND 1 1,500 0 0
ALTRIA GROUP INC COM 02209S103 3,558 56,100 SH   DFND 1 56,100 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 753 52,600 SH   DFND 1 52,600 0 0
AMGEN INC COM 031162100 1,548 8,300 SH   DFND 1 8,300 0 0
AMTRUST FINL SVCS INC COM 032359309 92 6,800 SH   DFND 1 6,800 0 0
ANTHEM INC COM 036752103 570 3,000 SH   DFND 1 3,000 0 0
APPLE INC COM 037833100 3,792 24,600 SH   DFND 1 24,600 0 0
APPLIED MATLS INC COM 038222105 1,766 33,900 SH   DFND 1 33,900 0 0
AVERY DENNISON CORP COM 053611109 650 6,600 SH   DFND 1 6,600 0 0
BANK AMER CORP COM 060505104 1,825 72,000 SH   DFND 1 72,000 0 0
BARRICK GOLD CORP COM 067901108 668 41,500 SH   DFND 1 41,500 0 0
BAXTER INTL INC COM 071813109 1,180 18,800 SH   DFND 1 18,800 0 0
BEST BUY INC COM 086516101 1,265 22,200 SH   DFND 1 22,200 0 0
BIG LOTS INC COM 089302103 975 18,200 SH   DFND 1 18,200 0 0
BIOGEN INC COM 09062X103 909 2,900 SH   DFND 1 2,900 0 0
BOEING CO COM 097023105 2,110 8,300 SH   DFND 1 8,300 0 0
CBS CORP NEW CL B 124857202 992 17,100 SH   DFND 1 17,100 0 0
CDW CORP COM 12514G108 812 12,300 SH   DFND 1 12,300 0 0
CIGNA CORPORATION COM 125509109 1,160 6,200 SH   DFND 1 6,200 0 0
CMS ENERGY CORP COM 125896100 1,427 30,800 SH   DFND 1 30,800 0 0
CNO FINL GROUP INC COM 12621E103 696 29,800 SH   DFND 1 29,800 0 0
CVS HEALTH CORP COM 126650100 1,318 16,200 SH   DFND 1 16,200 0 0
CAMPBELL SOUP CO COM 134429109 436 9,300 SH   DFND 1 9,300 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,217 13,900 SH   DFND 1 13,900 0 0
CENTERPOINT ENERGY INC COM 15189T107 553 18,900 SH   DFND 1 18,900 0 0
CHEMOURS CO COM 163851108 901 17,800 SH   DFND 1 17,800 0 0
CINCINNATI FINL CORP COM 172062101 651 8,500 SH   DFND 1 8,500 0 0
CISCO SYS INC COM 17275R102 1,006 29,900 SH   DFND 1 29,900 0 0
CITIGROUP INC COM NEW 172967424 939 12,900 SH   DFND 1 12,900 0 0
CITIZENS FINL GROUP INC COM 174610105 1,462 38,600 SH   DFND 1 38,600 0 0
CITRIX SYS INC COM 177376100 853 11,100 SH   DFND 1 11,100 0 0
CLOROX CO DEL COM 189054109 1,663 12,600 SH   DFND 1 12,600 0 0
COMCAST CORP NEW CL A 20030N101 678 17,600 SH   DFND 1 17,600 0 0
COMPASS MINERALS INTL INC COM 20451N101 487 7,500 SH   DFND 1 7,500 0 0
CONSOLIDATED EDISON INC COM 209115104 2,284 28,300 SH   DFND 1 28,300 0 0
CORELOGIC INC COM 21871D103 532 11,500 SH   DFND 1 11,500 0 0
DIGITAL RLTY TR INC COM 253868103 2,178 18,400 SH   DFND 1 18,400 0 0
DOMINION ENERGY INC COM 25746U109 2,339 30,400 SH   DFND 1 30,400 0 0
EDISON INTL COM 281020107 2,138 27,700 SH   DFND 1 27,700 0 0
EMERSON ELEC CO COM 291011104 2,269 36,100 SH   DFND 1 36,100 0 0
ESSEX PPTY TR INC COM 297178105 1,550 6,100 SH   DFND 1 6,100 0 0
EVERSOURCE ENERGY COM 30040W108 1,385 22,900 SH   DFND 1 22,900 0 0
EXELON CORP COM 30161N101 859 22,800 SH   DFND 1 22,800 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 900 14,200 SH   DFND 1 14,200 0 0
EXXON MOBIL CORP COM 30231G102 435 5,300 SH   DFND 1 5,300 0 0
FACEBOOK INC CL A 30303M102 2,239 13,100 SH   DFND 1 13,100 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,069 8,600 SH   DFND 1 8,600 0 0
F5 NETWORKS INC COM 315616102 748 6,200 SH   DFND 1 6,200 0 0
FRANKLIN RES INC COM 354613101 1,033 23,200 SH   DFND 1 23,200 0 0
GENERAL MLS INC COM 370334104 2,149 41,500 SH   DFND 1 41,500 0 0
GENUINE PARTS CO COM 372460105 1,340 14,000 SH   DFND 1 14,000 0 0
GILEAD SCIENCES INC COM 375558103 511 6,300 SH   DFND 1 6,300 0 0
HOLLYFRONTIER CORP COM 436106108 533 14,800 SH   DFND 1 14,800 0 0
HOME DEPOT INC COM 437076102 1,522 9,300 SH   DFND 1 9,300 0 0
HUMANA INC COM 444859102 1,024 4,200 SH   DFND 1 4,200 0 0
IDEXX LABS INC COM 45168D104 840 5,400 SH   DFND 1 5,400 0 0
INGREDION INC COM 457187102 893 7,400 SH   DFND 1 7,400 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,902 20,000 SH   DFND 1 20,000 0 0
JOHNSON & JOHNSON COM 478160104 3,719 28,600 SH   DFND 1 28,600 0 0
KELLOGG CO COM 487836108 1,984 31,800 SH   DFND 1 31,800 0 0
KIMBERLY CLARK CORP COM 494368103 2,154 18,300 SH   DFND 1 18,300 0 0
LEAR CORP COM NEW 521865204 1,489 8,600 SH   DFND 1 8,600 0 0
LOCKHEED MARTIN CORP COM 539830109 2,948 9,500 SH   DFND 1 9,500 0 0
LOWES COS INC COM 548661107 856 10,700 SH   DFND 1 10,700 0 0
MGIC INVT CORP WIS COM 552848103 1,312 104,700 SH   DFND 1 104,700 0 0
MANPOWERGROUP INC COM 56418H100 1,167 9,900 SH   DFND 1 9,900 0 0
MCDONALDS CORP COM 580135101 1,035 6,600 SH   DFND 1 6,600 0 0
MERCK & CO INC COM 58933Y105 929 14,500 SH   DFND 1 14,500 0 0
MICROSOFT CORP COM 594918104 812 10,900 SH   DFND 1 10,900 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 926 10,900 SH   DFND 1 10,900 0 0
NEXTERA ENERGY INC COM 65339F101 2,829 19,300 SH   DFND 1 19,300 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,439 5,000 SH   DFND 1 5,000 0 0
NORTHWEST NAT GAS CO COM 667655104 142 2,200 SH   DFND 1 2,200 0 0
NORTHWESTERN CORP COM NEW 668074305 450 7,900 SH   DFND 1 7,900 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 875 55,600 SH   DFND 1 55,600 0 0
NUCOR CORP COM 670346105 639 11,400 SH   DFND 1 11,400 0 0
OGE ENERGY CORP COM 670837103 696 19,300 SH   DFND 1 19,300 0 0
OLD REP INTL CORP COM 680223104 377 19,100 SH   DFND 1 19,100 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,360 42,600 SH   DFND 1 42,600 0 0
OWENS & MINOR INC NEW COM 690732102 363 12,400 SH   DFND 1 12,400 0 0
OWENS CORNING NEW COM 690742101 1,462 18,900 SH   DFND 1 18,900 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 993 54,700 SH   DFND 1 54,700 0 0
PEPSICO INC COM 713448108 3,555 31,900 SH   DFND 1 31,900 0 0
PRAXAIR INC COM 74005P104 2,334 16,700 SH   DFND 1 16,700 0 0
PRICE T ROWE GROUP INC COM 74144T108 2,312 25,500 SH   DFND 1 25,500 0 0
PROCTER AND GAMBLE CO COM 742718109 3,367 37,000 SH   DFND 1 37,000 0 0
QUALCOMM INC COM 747525103 2,821 54,400 SH   DFND 1 54,400 0 0
REALTY INCOME CORP COM 756109104 2,094 36,600 SH   DFND 1 36,600 0 0
RETAIL PPTYS AMER INC CL A 76131V202 536 40,800 SH   DFND 1 40,800 0 0
SCANA CORP NEW COM 80589M102 1,106 22,800 SH   DFND 1 22,800 0 0
SIRIUS XM HLDGS INC COM 82968B103 1,306 236,500 SH   DFND 1 236,500 0 0
SOUTHWEST AIRLS CO COM 844741108 907 16,200 SH   DFND 1 16,200 0 0
SPIRE INC COM 84857L101 217 2,900 SH   DFND 1 2,900 0 0
STATE STR CORP COM 857477103 1,405 14,700 SH   DFND 1 14,700 0 0
STEEL DYNAMICS INC COM 858119100 1,155 33,500 SH   DFND 1 33,500 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 990 40,500 SH   DFND 1 40,500 0 0
TARGET CORP COM 87612E106 2,975 50,400 SH   DFND 1 50,400 0 0
TERADYNE INC COM 880770102 817 21,900 SH   DFND 1 21,900 0 0
3M CO COM 88579Y101 2,960 14,100 SH   DFND 1 14,100 0 0
TIME WARNER INC COM NEW 887317303 666 6,500 SH   DFND 1 6,500 0 0
TORO CO COM 891092108 845 13,600 SH   DFND 1 13,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,352 6,900 SH   DFND 1 6,900 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 53 700 SH   DFND 1 700 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 63 2,900 SH   DFND 1 2,900 0 0
V F CORP COM 918204108 1,730 27,200 SH   DFND 1 27,200 0 0
VENTAS INC COM 92276F100 2,039 31,300 SH   DFND 1 31,300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,980 60,200 SH   DFND 1 60,200 0 0
VISA INC COM CL A 92826C839 748 7,100 SH   DFND 1 7,100 0 0
VISTEON CORP COM NEW 92839U206 1,028 8,300 SH   DFND 1 8,300 0 0
W P CAREY INC COM 92936U109 418 6,200 SH   DFND 1 6,200 0 0
WEC ENERGY GROUP INC COM 92939U106 1,878 29,900 SH   DFND 1 29,900 0 0
WAL-MART STORES INC COM 931142103 3,931 50,300 SH   DFND 1 50,300 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 495 6,400 SH   DFND 1 6,400 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 997 5,800 SH   DFND 1 5,800 0 0
XCEL ENERGY INC COM 98389B100 2,106 44,500 SH   DFND 1 44,500 0 0
XEROX CORP COM NEW 984121608 1,355 40,675 SH   DFND 1 40,675 0 0
ASSURED GUARANTY LTD COM G0585R106 1,031 27,300 SH   DFND 1 27,300 0 0
ESSENT GROUP LTD COM G3198U102 956 23,600 SH   DFND 1 23,600 0 0
EVEREST RE GROUP LTD COM G3223R108 503 2,200 SH   DFND 1 2,200 0 0
ICON PLC SHS G4705A100 1,378 12,100 SH   DFND 1 12,100 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,558 86,958 SH   DFND 1 86,958 0 0