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 | 422 | 7,400 | SH | DFND | 1 | 0 | 0 | 7,400 | |
AETNA INC | COM | 00817Y108 | 1,912 | 10,600 | SH | DFND | 1 | 0 | 0 | 10,600 | |
AFLAC INC | COM | 001055102 | 1,479 | 16,852 | SH | SOLE | 2,616 | 0 | 14,236 | ||
AFLAC INC | COM | 001055102 | 860 | 9,800 | SH | DFND | 1 | 0 | 0 | 9,800 | |
AGRIUM INC | COM | 008916108 | 1,955 | 17,000 | SH | DFND | 1 | 0 | 0 | 17,000 | |
ALLY FINAN | COM | 02005N100 | 825 | 28,300 | SH | SOLE | 7,800 | 0 | 20,500 | ||
AMC NETWOR | COM | 00164V103 | 789 | 14,590 | SH | SOLE | 4,100 | 0 | 10,490 | ||
AMERICAN F | COM | 025932104 | 3,604 | 33,200 | SH | DFND | 1 | 0 | 0 | 33,200 | |
AMERIPRISE | COM | 03076C106 | 2,864 | 16,900 | SH | DFND | 1 | 0 | 0 | 16,900 | |
AMGEN INC | COM | 031162100 | 1,532 | 8,812 | SH | SOLE | 1,200 | 0 | 7,612 | ||
ANTHEM INC | COM | 036752103 | 809 | 3,597 | SH | SOLE | 0 | 0 | 3,597 | ||
ARCH COAL | COM | 039380407 | 1,191 | 12,781 | SH | SOLE | 2,481 | 0 | 10,300 | ||
ASSURANT I | COM | 04621X108 | 1,089 | 10,800 | SH | DFND | 1 | 0 | 0 | 10,800 | |
ASSURED GU | COM | G0585R106 | 1,275 | 37,643 | SH | SOLE | 6,783 | 0 | 30,860 | ||
AVNET INC | COM | 053807103 | 226 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
BARRICK GO | COM | 067901108 | 344 | 23,800 | SH | DFND | 1 | 0 | 0 | 23,800 | |
BCE INC | COM | 05534B760 | 931 | 19,400 | SH | DFND | 1 | 0 | 0 | 19,400 | |
BED BATH & | COM | 075896100 | 1,067 | 48,538 | SH | SOLE | 9,800 | 0 | 38,738 | ||
BIOGEN INC | COM | 09062X103 | 1,005 | 3,155 | SH | SOLE | 714 | 0 | 2,441 | ||
BORGWARNER | COM | 099724106 | 895 | 17,512 | SH | SOLE | 4,438 | 0 | 13,074 | ||
CAN IMPERI | COM | 136069101 | 2,727 | 27,999 | SH | SOLE | 0 | 0 | 27,999 | ||
CAPITAL ON | COM | 14040H105 | 1,759 | 17,669 | SH | SOLE | 2,300 | 0 | 15,369 | ||
CDW CORP/D | COM | 12514G108 | 914 | 13,151 | SH | SOLE | 3,302 | 0 | 9,849 | ||
CELESTICA | COM | 15101Q108 | 2,050 | 195,595 | SH | SOLE | 21,967 | 0 | 173,628 | ||
CELESTICA | COM | 15101Q108 | 1,606 | 153,200 | SH | DFND | 1 | 0 | 0 | 153,200 | |
CENTURYLIN | COM | 156700106 | 764 | 45,800 | SH | SOLE | 0 | 0 | 45,800 | ||
CHEVRON CO | COM | 166764100 | 501 | 4,000 | SH | DFND | 1 | 0 | 0 | 4,000 | |
CHICAGO BR | COM | 167250109 | 575 | 35,637 | SH | SOLE | 0 | 0 | 35,637 | ||
CHUBB LTD | COM | H1467J104 | 921 | 6,300 | SH | DFND | 1 | 0 | 0 | 6,300 | |
CISCO SYST | COM | 17275R102 | 866 | 22,600 | SH | DFND | 1 | 0 | 0 | 22,600 | |
COMMSCOPE | COM | 20337X109 | 1,295 | 34,243 | SH | SOLE | 0 | 0 | 34,243 | ||
CONVERGYS | COM | 212485106 | 1,495 | 63,598 | SH | SOLE | 9,600 | 0 | 53,998 | ||
COOPER TIR | COM | 216831107 | 1,338 | 37,856 | SH | SOLE | 6,333 | 0 | 31,523 | ||
CUMMINS IN | COM | 231021106 | 405 | 2,291 | SH | SOLE | 1,296 | 0 | 995 | ||
CVS HEALTH | COM | 126650100 | 1,387 | 19,130 | SH | SOLE | 3,130 | 0 | 16,000 | ||
CVS HEALTH | COM | 126650100 | 805 | 11,100 | SH | DFND | 1 | 0 | 0 | 11,100 | |
DEERE & CO | COM | 244199105 | 876 | 5,600 | SH | DFND | 1 | 0 | 0 | 5,600 | |
DELTA AIR | COM | 247361702 | 1,252 | 22,351 | SH | SOLE | 0 | 0 | 22,351 | ||
DILLARDS I | COM | 254067101 | 540 | 9,000 | SH | DFND | 1 | 0 | 0 | 9,000 | |
DOMTAR COR | COM | 257559203 | 1,744 | 35,221 | SH | SOLE | 4,590 | 0 | 30,631 | ||
EASTMAN CH | COM | 277432100 | 712 | 7,686 | SH | SOLE | 0 | 0 | 7,686 | ||
ENERSYS | COM | 29275Y102 | 1,365 | 19,600 | SH | SOLE | 3,300 | 0 | 16,300 | ||
EVEREST RE | COM | G3223R108 | 393 | 1,776 | SH | SOLE | 0 | 0 | 1,776 | ||
EXPRESS SC | COM | 30219G108 | 1,647 | 22,065 | SH | SOLE | 3,053 | 0 | 19,012 | ||
EXXON MOBI | COM | 30231G102 | 435 | 5,200 | SH | DFND | 1 | 0 | 0 | 5,200 | |
FEDERATED | COM | 314211103 | 1,052 | 29,144 | SH | SOLE | 6,200 | 0 | 22,944 | ||
FIAT CHRYS | COM | N31738102 | 14,130 | 792,067 | SH | SOLE | 22,758 | 0 | 769,309 | ||
FLEX LTD | COM | Y2573F102 | 1,416 | 78,700 | SH | SOLE | 12,900 | 0 | 65,800 | ||
FREEPORT-M | COM | 35671D857 | 584 | 30,800 | SH | DFND | 1 | 0 | 0 | 30,800 | |
FRESH DEL | COM | G36738105 | 1,092 | 22,903 | SH | SOLE | 0 | 0 | 22,903 | ||
GAMESTOP C | COM | 36467W109 | 1,179 | 65,682 | SH | SOLE | 12,392 | 0 | 53,290 | ||
GENERAL MO | COM | 37045V100 | 1,608 | 39,241 | SH | SOLE | 5,486 | 0 | 33,755 | ||
GILEAD SCI | COM | 375558103 | 1,474 | 20,573 | SH | SOLE | 3,100 | 0 | 17,473 | ||
GOLDMAN SA | COM | 38141G104 | 1,640 | 6,436 | SH | SOLE | 852 | 0 | 5,584 | ||
H&R BLOCK | COM | 093671105 | 809 | 30,837 | SH | SOLE | 8,757 | 0 | 22,080 | ||
HERMAN MIL | COM | 600544100 | 837 | 20,900 | SH | SOLE | 0 | 0 | 20,900 | ||
HEWLETT PA | COM | 42824C109 | 1,175 | 81,826 | SH | SOLE | 15,600 | 0 | 66,226 | ||
HOLLYFRONT | COM | 436106108 | 978 | 19,100 | SH | DFND | 1 | 0 | 0 | 19,100 | |
HUDBAY MIN | COM | 443628102 | 329 | 37,363 | SH | SOLE | 25,695 | 0 | 11,668 | ||
HUMANA INC | COM | 444859102 | 1,216 | 4,900 | SH | DFND | 1 | 0 | 0 | 4,900 | |
INTEL CORP | COM | 458140100 | 1,894 | 41,041 | SH | SOLE | 4,941 | 0 | 36,100 | ||
INTEL CORP | COM | 458140100 | 1,491 | 32,300 | SH | DFND | 1 | 0 | 0 | 32,300 | |
INTL BUSIN | COM | 459200101 | 1,484 | 9,671 | SH | SOLE | 1,400 | 0 | 8,271 | ||
JABIL INC | COM | 466313103 | 556 | 21,200 | SH | DFND | 1 | 0 | 0 | 21,200 | |
JUNIPER NE | COM | 48203R104 | 610 | 21,400 | SH | SOLE | 0 | 0 | 21,400 | ||
KBR INC | COM | 48242W106 | 317 | 16,000 | SH | DFND | 1 | 0 | 0 | 16,000 | |
KOHLS CORP | COM | 500255104 | 1,848 | 34,068 | SH | SOLE | 3,900 | 0 | 30,168 | ||
KRONOS WOR | COM | 50105F105 | 616 | 23,900 | SH | DFND | 1 | 0 | 0 | 23,900 | |
KT CORP-SP | ADR | 48268K101 | 1,085 | 69,500 | SH | SOLE | 10,300 | 0 | 59,200 | ||
LEAR CORP | COM | 521865204 | 956 | 5,414 | SH | SOLE | 1,289 | 0 | 4,125 | ||
LEGG MASON | COM | 524901105 | 222 | 5,300 | SH | SOLE | 5,300 | 0 | 0 | ||
LIBERTY IN | Tracking Stk | 53071M104 | 1,491 | 61,059 | SH | SOLE | 9,082 | 0 | 51,977 | ||
LINCOLN NA | COM | 534187109 | 1,582 | 20,582 | SH | SOLE | 2,972 | 0 | 17,610 | ||
LYONDELLBA | COM | N53745100 | 1,799 | 16,305 | SH | SOLE | 2,086 | 0 | 14,219 | ||
MACY'S INC | COM | 55616P104 | 1,429 | 56,711 | SH | SOLE | 8,700 | 0 | 48,011 | ||
MAGNA INTE | COM | 559222401 | 3,310 | 58,411 | SH | SOLE | 3,991 | 0 | 54,420 | ||
MAGNA INTE | COM | 559222401 | 1,864 | 32,900 | SH | DFND | 1 | 0 | 0 | 32,900 | |
MALLINCKRO | COM | G5785G107 | 916 | 40,581 | SH | SOLE | 9,581 | 0 | 31,000 | ||
MATTEL INC | COM | 577081102 | 228 | 14,800 | SH | DFND | 1 | 0 | 0 | 14,800 | |
MCKESSON C | COM | 58155Q103 | 1,498 | 9,604 | SH | SOLE | 1,400 | 0 | 8,204 | ||
MCKESSON C | COM | 58155Q103 | 827 | 5,300 | SH | DFND | 1 | 0 | 0 | 5,300 | |
METLIFE IN | COM | 59156R108 | 805 | 15,916 | SH | SOLE | 4,516 | 0 | 11,400 | ||
MGIC INVES | COM | 552848103 | 721 | 51,121 | SH | SOLE | 0 | 0 | 51,121 | ||
MICRO FOCU | ADR | 594837304 | 248 | 7,390 | SH | SOLE | 0 | 0 | 7,390 | ||
MORGAN STA | COM | 617446448 | 717 | 13,661 | SH | SOLE | 0 | 0 | 13,661 | ||
MYLAN NV | COM | N59465109 | 972 | 22,979 | SH | SOLE | 5,400 | 0 | 17,579 | ||
NCR CORPOR | COM | 62886E108 | 813 | 23,916 | SH | SOLE | 6,300 | 0 | 17,616 | ||
NORBORD IN | COM | 65548P403 | 2,818 | 83,346 | SH | SOLE | 6,820 | 0 | 76,526 | ||
OMNICOM GR | COM | 681919106 | 985 | 13,525 | SH | SOLE | 2,900 | 0 | 10,625 | ||
PARKER HAN | COM | 701094104 | 1,058 | 5,300 | SH | DFND | 1 | 0 | 0 | 5,300 | |
PFIZER INC | COM | 717081103 | 1,329 | 36,700 | SH | DFND | 1 | 0 | 0 | 36,700 | |
PILGRIM'S | COM | 72147K108 | 1,697 | 54,622 | SH | SOLE | 7,277 | 0 | 47,345 | ||
PRUDENTIAL | COM | 744320102 | 1,584 | 13,775 | SH | SOLE | 1,900 | 0 | 11,875 | ||
QUALCOMM I | COM | 747525103 | 1,396 | 21,800 | SH | SOLE | 0 | 0 | 21,800 | ||
REGAL BELO | COM | 758750103 | 1,520 | 19,847 | SH | SOLE | 2,926 | 0 | 16,921 | ||
REINSURANC | COM | 759351604 | 2,417 | 15,500 | SH | DFND | 1 | 0 | 0 | 15,500 | |
SANMINA CO | COM | 801056102 | 1,317 | 39,900 | SH | SOLE | 7,000 | 0 | 32,900 | ||
SANTANDER | COM | 80283M101 | 223 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
SIGNET JEW | COM | G81276100 | 1,335 | 23,613 | SH | SOLE | 3,930 | 0 | 19,683 | ||
SK TELECOM | ADR | 78440P108 | 1,309 | 46,900 | SH | DFND | 1 | 0 | 0 | 46,900 | |
SNAP-ON IN | COM | 833034101 | 383 | 2,200 | SH | SOLE | 1,200 | 0 | 1,000 | ||
SPIRIT AER | COM | 848574109 | 1,061 | 12,156 | SH | SOLE | 2,352 | 0 | 9,804 | ||
STATE STRE | COM | 857477103 | 1,035 | 10,600 | SH | DFND | 1 | 0 | 0 | 10,600 | |
STEEL DYNA | COM | 858119100 | 1,541 | 35,729 | SH | SOLE | 0 | 0 | 35,729 | ||
SUNCOR ENE | COM | 867224107 | 1,458 | 39,700 | SH | DFND | 1 | 0 | 0 | 39,700 | |
SYNAPTICS | COM | 87157D109 | 1,221 | 30,578 | SH | SOLE | 5,651 | 0 | 24,927 | ||
SYNCHRONY | COM | 87165B103 | 1,533 | 39,700 | SH | SOLE | 0 | 0 | 39,700 | ||
TAHOE RESO | COM | 873868103 | 2,331 | 486,722 | SH | SOLE | 47,354 | 0 | 439,368 | ||
TARGET COR | COM | 87612E106 | 1,675 | 25,670 | SH | SOLE | 3,400 | 0 | 22,270 | ||
TECK RESOU | COM | 878742204 | 3,278 | 125,241 | SH | SOLE | 8,765 | 0 | 116,476 | ||
TEGNA INC | COM | 87901J105 | 1,180 | 83,795 | SH | SOLE | 16,000 | 0 | 67,795 | ||
TERADATA C | COM | 88076W103 | 1,300 | 33,800 | SH | SOLE | 0 | 0 | 33,800 | ||
TORCHMARK | COM | 891027104 | 1,674 | 18,450 | SH | DFND | 1 | 0 | 0 | 18,450 | |
TYSON FOOD | COM | 902494103 | 3,056 | 37,700 | SH | DFND | 1 | 0 | 0 | 37,700 | |
UBS GROUP | COM | H42097107 | 13,351 | 725,994 | SH | SOLE | 23,432 | 0 | 702,562 | ||
UNITED MIC | ADR | 910873405 | 861 | 360,200 | SH | DFND | 1 | 0 | 0 | 360,200 | |
UNITED NAT | COM | 911163103 | 409 | 8,300 | SH | SOLE | 4,500 | 0 | 3,800 | ||
UNITED REN | COM | 911363109 | 674 | 3,918 | SH | SOLE | 0 | 0 | 3,918 | ||
UNITED THE | COM | 91307C102 | 1,673 | 11,308 | SH | SOLE | 1,561 | 0 | 9,747 | ||
UNITEDHEAL | COM | 91324P102 | 5,445 | 24,700 | SH | DFND | 1 | 0 | 0 | 24,700 | |
UNIVERSAL | COM | 913456109 | 1,357 | 25,852 | SH | SOLE | 4,100 | 0 | 21,752 | ||
UNUM GROUP | COM | 91529Y106 | 1,608 | 29,300 | SH | SOLE | 4,200 | 0 | 25,100 | ||
VALERO ENE | COM | 91913Y100 | 229 | 2,491 | SH | SOLE | 2,491 | 0 | 0 | ||
VIACOM INC | COM | 92553P201 | 407 | 13,200 | SH | SOLE | 7,200 | 0 | 6,000 | ||
VISHAY INT | COM | 928298108 | 949 | 45,744 | SH | DFND | 1 | 0 | 0 | 45,744 | |
WAL-MART S | COM | 931142103 | 1,617 | 16,376 | SH | SOLE | 0 | 0 | 16,376 | ||
WELLS FARG | COM | 949746101 | 983 | 16,200 | SH | DFND | 1 | 0 | 0 | 16,200 | |
WESCO INTE | COM | 95082P105 | 593 | 8,700 | SH | SOLE | 0 | 0 | 8,700 | ||
WHIRLPOOL | COM | 963320106 | 1,467 | 8,700 | SH | DFND | 1 | 0 | 0 | 8,700 | |
WILLIAMS-S | COM | 969904101 | 1,565 | 30,266 | SH | SOLE | 4,296 | 0 | 25,970 | ||
WYNDHAM WO | COM | 98310W108 | 842 | 7,267 | SH | SOLE | 0 | 0 | 7,267 | ||
XEROX CORP | COM | 984121608 | 844 | 28,953 | SH | SOLE | 7,760 | 0 | 21,193 |