The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
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 |
ABBOTT LAB | COM | 002824100 | 543 | 7,400 | SH | DFND | 1 | 0 | 0 | 7,400 | |
ADVANCED E | COM | 007973100 | 1,035 | 20,035 | SH | SOLE | 3,000 | 0 | 17,035 | ||
AETNA INC | COM | 00817Y108 | 2,150 | 10,600 | SH | DFND | 1 | 0 | 0 | 10,600 | |
AFLAC INC | COM | 001055102 | 461 | 9,800 | SH | DFND | 1 | 0 | 0 | 9,800 | |
ALCOA CORP | COM | 013872106 | 1,098 | 27,176 | SH | SOLE | 4,100 | 0 | 23,076 | ||
ALLSTATE C | COM | 020002101 | 1,300 | 13,168 | SH | SOLE | 2,000 | 0 | 11,168 | ||
ALLY FINAN | COM | 02005N100 | 1,239 | 46,843 | SH | SOLE | 7,800 | 0 | 39,043 | ||
AMC NETWOR | COM | 00164V103 | 1,254 | 18,899 | SH | SOLE | 3,238 | 0 | 15,661 | ||
AMERICAN F | COM | 025932104 | 3,684 | 33,200 | SH | DFND | 1 | 0 | 0 | 33,200 | |
AMERIPRISE | COM | 03076C106 | 2,495 | 16,900 | SH | DFND | 1 | 0 | 0 | 16,900 | |
APPLIED MA | COM | 038222105 | 973 | 25,186 | SH | SOLE | 3,700 | 0 | 21,486 | ||
ARCH COAL | COM | 039380407 | 1,335 | 14,931 | SH | SOLE | 2,481 | 0 | 12,450 | ||
ARTISAN PA | COM | 04316A108 | 1,251 | 38,600 | SH | SOLE | 5,700 | 0 | 32,900 | ||
ASSURANT I | COM | 04621X108 | 1,166 | 10,800 | SH | DFND | 1 | 0 | 0 | 10,800 | |
BARRICK GO | COM | 067901108 | 263 | 23,800 | SH | DFND | 1 | 0 | 0 | 23,800 | |
BCE INC | COM | 05534B760 | 785 | 19,400 | SH | DFND | 1 | 0 | 0 | 19,400 | |
BORGWARNER | COM | 099724106 | 1,107 | 25,869 | SH | SOLE | 4,438 | 0 | 21,431 | ||
C&J ENERGY | COM | 12674R100 | 1,062 | 51,080 | SH | SOLE | 7,400 | 0 | 43,680 | ||
CAN IMPERI | COM | 136069101 | 799 | 8,543 | SH | SOLE | 0 | 0 | 8,543 | ||
CANADIAN N | COM | 136385101 | 1,119 | 34,300 | SH | SOLE | 0 | 0 | 34,300 | ||
CAPITAL ON | COM | 14040H105 | 1,258 | 13,252 | SH | SOLE | 2,300 | 0 | 10,952 | ||
CARDINAL H | COM | 14149Y108 | 1,188 | 22,000 | SH | SOLE | 0 | 0 | 22,000 | ||
CATERPILLA | COM | 149123101 | 1,328 | 8,707 | SH | SOLE | 1,300 | 0 | 7,407 | ||
CDW CORP/D | COM | 12514G108 | 1,294 | 14,549 | SH | SOLE | 2,482 | 0 | 12,067 | ||
CELESTICA | COM | 15101Q108 | 886 | 81,928 | SH | SOLE | 21,967 | 0 | 59,961 | ||
CELESTICA | COM | 15101Q108 | 1,656 | 153,200 | SH | DFND | 1 | 0 | 0 | 153,200 | |
CHEVRON CO | COM | 166764100 | 489 | 4,000 | SH | DFND | 1 | 0 | 0 | 4,000 | |
CHUBB LTD | COM | H1467J104 | 842 | 6,300 | SH | DFND | 1 | 0 | 0 | 6,300 | |
CIGNA CORP | COM | 125509109 | 1,459 | 7,008 | SH | SOLE | 1,100 | 0 | 5,908 | ||
CISCO SYST | COM | 17275R102 | 1,099 | 22,600 | SH | DFND | 1 | 0 | 0 | 22,600 | |
CITIGROUP | COM | 172967424 | 1,306 | 18,205 | SH | SOLE | 2,700 | 0 | 15,505 | ||
CONVERGYS | COM | 212485106 | 1,177 | 49,581 | SH | SOLE | 9,600 | 0 | 39,981 | ||
CUMMINS IN | COM | 231021106 | 1,314 | 8,995 | SH | SOLE | 1,296 | 0 | 7,699 | ||
CVS HEALTH | COM | 126650100 | 1,421 | 18,048 | SH | SOLE | 3,130 | 0 | 14,918 | ||
CVS HEALTH | COM | 126650100 | 874 | 11,100 | SH | DFND | 1 | 0 | 0 | 11,100 | |
DEERE & CO | COM | 244199105 | 842 | 5,600 | SH | DFND | 1 | 0 | 0 | 5,600 | |
DELTA AIR | COM | 247361702 | 1,342 | 23,202 | SH | SOLE | 3,400 | 0 | 19,802 | ||
DELUXE COR | COM | 248019101 | 1,022 | 17,942 | SH | SOLE | 2,700 | 0 | 15,242 | ||
DILLARDS I | COM | 254067101 | 687 | 9,000 | SH | DFND | 1 | 0 | 0 | 9,000 | |
DOMTAR COR | COM | 257559203 | 1,423 | 27,276 | SH | SOLE | 4,590 | 0 | 22,686 | ||
EMCOR GROU | COM | 29084Q100 | 1,169 | 15,567 | SH | SOLE | 2,300 | 0 | 13,267 | ||
EXPRESS SC | COM | 30219G108 | 1,820 | 19,158 | SH | SOLE | 3,053 | 0 | 16,105 | ||
EXXON MOBI | COM | 30231G102 | 442 | 5,200 | SH | DFND | 1 | 0 | 0 | 5,200 | |
FIAT CHRYS | COM | N31738102 | 10,644 | 607,888 | SH | SOLE | 16,705 | 0 | 591,183 | ||
FLEX LTD | COM | Y2573F102 | 1,107 | 84,400 | SH | SOLE | 12,900 | 0 | 71,500 | ||
FREEPORT-M | COM | 35671D857 | 429 | 30,800 | SH | DFND | 1 | 0 | 0 | 30,800 | |
GAMESTOP C | COM | 36467W109 | 1,245 | 81,562 | SH | SOLE | 12,392 | 0 | 69,170 | ||
GENTEX COR | COM | 371901109 | 1,054 | 49,137 | SH | SOLE | 7,200 | 0 | 41,937 | ||
GILDAN ACT | COM | 375916103 | 1,169 | 38,500 | SH | SOLE | 0 | 0 | 38,500 | ||
GOLDMAN SA | COM | 38141G104 | 1,219 | 5,438 | SH | SOLE | 852 | 0 | 4,586 | ||
HD SUPPLY | COM | 40416M105 | 1,207 | 28,207 | SH | SOLE | 4,200 | 0 | 24,007 | ||
HOLLYFRONT | COM | 436106108 | 1,335 | 19,100 | SH | DFND | 1 | 0 | 0 | 19,100 | |
HP INC | COM | 40434L105 | 1,339 | 51,966 | SH | SOLE | 7,700 | 0 | 44,266 | ||
HUMANA INC | COM | 444859102 | 1,659 | 4,900 | SH | DFND | 1 | 0 | 0 | 4,900 | |
INTEL CORP | COM | 458140100 | 1,527 | 32,300 | SH | DFND | 1 | 0 | 0 | 32,300 | |
INTL BUSIN | COM | 459200101 | 1,313 | 8,681 | SH | SOLE | 1,400 | 0 | 7,281 | ||
JABIL INC | COM | 466313103 | 1,233 | 45,547 | SH | SOLE | 6,800 | 0 | 38,747 | ||
JABIL INC | COM | 466313103 | 574 | 21,200 | SH | DFND | 1 | 0 | 0 | 21,200 | |
KBR INC | COM | 48242W106 | 338 | 16,000 | SH | DFND | 1 | 0 | 0 | 16,000 | |
KLA-TENCOR | COM | 482480100 | 1,129 | 11,100 | SH | SOLE | 1,600 | 0 | 9,500 | ||
KRONOS WOR | COM | 50105F105 | 388 | 23,900 | SH | DFND | 1 | 0 | 0 | 23,900 | |
KT CORP-SP | ADR | 48268K101 | 1,124 | 75,700 | SH | SOLE | 10,300 | 0 | 65,400 | ||
LAM RESEAR | COM | 512807108 | 1,062 | 7,000 | SH | SOLE | 1,100 | 0 | 5,900 | ||
LEAR CORP | COM | 521865204 | 895 | 6,169 | SH | SOLE | 1,051 | 0 | 5,118 | ||
LEGG MASON | COM | 524901105 | 1,046 | 33,500 | SH | SOLE | 5,300 | 0 | 28,200 | ||
LINCOLN NA | COM | 534187109 | 1,286 | 19,012 | SH | SOLE | 2,972 | 0 | 16,040 | ||
LYONDELLBA | COM | N53745100 | 1,201 | 11,719 | SH | SOLE | 2,086 | 0 | 9,633 | ||
MACY'S INC | COM | 55616P104 | 1,086 | 31,260 | SH | SOLE | 5,400 | 0 | 25,860 | ||
MAGNA INTE | COM | 559222401 | 1,139 | 21,720 | SH | SOLE | 3,991 | 0 | 17,729 | ||
MAGNA INTE | COM | 559222401 | 1,725 | 32,900 | SH | DFND | 1 | 0 | 0 | 32,900 | |
MATTEL INC | COM | 577081102 | 232 | 14,800 | SH | DFND | 1 | 0 | 0 | 14,800 | |
MCKESSON C | COM | 58155Q103 | 1,140 | 8,596 | SH | SOLE | 1,400 | 0 | 7,196 | ||
MCKESSON C | COM | 58155Q103 | 703 | 5,300 | SH | DFND | 1 | 0 | 0 | 5,300 | |
METLIFE IN | COM | 59156R108 | 1,248 | 26,721 | SH | SOLE | 4,516 | 0 | 22,205 | ||
MICHAELS C | COM | 59408Q106 | 1,057 | 65,123 | SH | SOLE | 10,000 | 0 | 55,123 | ||
MICRON TEC | COM | 595112103 | 940 | 20,777 | SH | SOLE | 3,800 | 0 | 16,977 | ||
NAVIENT CO | COM | 63938C108 | 1,245 | 92,388 | SH | SOLE | 13,600 | 0 | 78,788 | ||
NCR CORPOR | COM | 62886E108 | 1,123 | 39,535 | SH | SOLE | 6,300 | 0 | 33,235 | ||
NORBORD IN | COM | 65548P403 | 861 | 26,015 | SH | SOLE | 6,820 | 0 | 19,195 | ||
NUCOR CORP | COM | 670346105 | 1,159 | 18,269 | SH | SOLE | 3,558 | 0 | 14,711 | ||
OMNICOM GR | COM | 681919106 | 1,160 | 17,051 | SH | SOLE | 2,900 | 0 | 14,151 | ||
PARKER HAN | COM | 701094104 | 975 | 5,300 | SH | DFND | 1 | 0 | 0 | 5,300 | |
PFIZER INC | COM | 717081103 | 1,617 | 36,700 | SH | DFND | 1 | 0 | 0 | 36,700 | |
PRUDENTIAL | COM | 744320102 | 1,219 | 12,033 | SH | SOLE | 1,900 | 0 | 10,133 | ||
QURATE RET | COM | 74915M100 | 1,246 | 56,121 | SH | SOLE | 9,082 | 0 | 47,039 | ||
RADIAN GRO | COM | 750236101 | 719 | 34,800 | SH | SOLE | 0 | 0 | 34,800 | ||
REINSURANC | COM | 759351604 | 2,241 | 15,500 | SH | DFND | 1 | 0 | 0 | 15,500 | |
RELIANCE S | COM | 759509102 | 1,135 | 13,302 | SH | SOLE | 2,000 | 0 | 11,302 | ||
SANMINA CO | COM | 801056102 | 1,132 | 41,000 | SH | SOLE | 7,000 | 0 | 34,000 | ||
SK TELECOM | ADR | 78440P108 | 1,308 | 46,900 | SH | DFND | 1 | 0 | 0 | 46,900 | |
STATE STRE | COM | 857477103 | 888 | 10,600 | SH | DFND | 1 | 0 | 0 | 10,600 | |
STEEL DYNA | COM | 858119100 | 1,196 | 26,457 | SH | SOLE | 3,900 | 0 | 22,557 | ||
STIFEL FIN | COM | 860630102 | 1,097 | 21,400 | SH | SOLE | 0 | 0 | 21,400 | ||
SUNCOR ENE | COM | 867224107 | 1,534 | 39,700 | SH | DFND | 1 | 0 | 0 | 39,700 | |
SYNAPTICS | COM | 87157D109 | 1,068 | 23,414 | SH | SOLE | 5,651 | 0 | 17,763 | ||
SYNCHRONY | COM | 87165B103 | 1,117 | 35,952 | SH | SOLE | 5,200 | 0 | 30,752 | ||
TECK RESOU | COM | 878742204 | 1,181 | 49,076 | SH | SOLE | 8,765 | 0 | 40,311 | ||
THOR INDUS | COM | 885160101 | 1,027 | 12,268 | SH | SOLE | 2,100 | 0 | 10,168 | ||
TOLL BROTH | COM | 889478103 | 320 | 9,700 | SH | SOLE | 0 | 0 | 9,700 | ||
TORCHMARK | COM | 891027104 | 1,599 | 18,450 | SH | DFND | 1 | 0 | 0 | 18,450 | |
TUPPERWARE | COM | 899896104 | 968 | 28,942 | SH | SOLE | 4,100 | 0 | 24,842 | ||
TYSON FOOD | COM | 902494103 | 2,244 | 37,700 | SH | DFND | 1 | 0 | 0 | 37,700 | |
UBS GROUP | COM | H42097107 | 1,936 | 121,920 | SH | SOLE | 0 | 0 | 121,920 | ||
UNITED MIC | ADR | 910873405 | 929 | 360,200 | SH | DFND | 1 | 0 | 0 | 360,200 | |
UNITED THE | COM | 91307C102 | 1,302 | 10,183 | SH | SOLE | 1,561 | 0 | 8,622 | ||
UNITEDHEAL | COM | 91324P102 | 6,571 | 24,700 | SH | DFND | 1 | 0 | 0 | 24,700 | |
UNUM GROUP | COM | 91529Y106 | 1,266 | 32,400 | SH | SOLE | 5,500 | 0 | 26,900 | ||
VENATOR MA | COM | G9329Z100 | 668 | 74,217 | SH | SOLE | 10,800 | 0 | 63,417 | ||
VIACOM INC | COM | 92553P201 | 1,390 | 41,174 | SH | SOLE | 7,200 | 0 | 33,974 | ||
VISHAY INT | COM | 928298108 | 931 | 45,744 | SH | DFND | 1 | 0 | 0 | 45,744 | |
WALGREENS | COM | 931427108 | 1,380 | 18,930 | SH | SOLE | 2,800 | 0 | 16,130 | ||
WELLS FARG | COM | 949746101 | 851 | 16,200 | SH | DFND | 1 | 0 | 0 | 16,200 | |
WESTERN DI | COM | 958102105 | 888 | 15,163 | SH | SOLE | 2,300 | 0 | 12,863 | ||
WHIRLPOOL | COM | 963320106 | 988 | 8,322 | SH | SOLE | 1,200 | 0 | 7,122 | ||
WHIRLPOOL | COM | 963320106 | 1,033 | 8,700 | SH | DFND | 1 | 0 | 0 | 8,700 |