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 688 20,507 SH   DFND 1 20,507 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 602 3,900 SH   DFND 1 3,900 0 0
AIR PRODS & CHEMS INC COM 009158106 564 2,491 SH   DFND 1 2,491 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 922 11,500 SH   DFND 1 11,500 0 0
ALLIANT ENERGY CORP COM 018802108 39 793 SH   DFND 1 793 0 0
ALPHABET INC CAP STK CL A 02079K305 911 841 SH   DFND 1 841 0 0
ALTRIA GROUP INC COM 02209S103 620 13,073 SH   DFND 1 13,073 0 0
AMAZON COM INC COM 023135106 1,606 848 SH   DFND 1 848 0 0
AMGEN INC COM 031162100 1,106 6,000 SH   DFND 1 6,000 0 0
APPLE INC COM 037833100 3,365 17,000 SH   DFND 1 17,000 0 0
APPLIED MATLS INC COM 038222105 971 21,600 SH   DFND 1 21,600 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 763 18,700 SH   DFND 1 18,700 0 0
AUTOZONE INC COM 053332102 1,100 1,000 SH   DFND 1 1,000 0 0
BANK AMER CORP COM 060505104 1,332 45,900 SH   DFND 1 45,900 0 0
BAXTER INTL INC COM 071813109 1,131 13,800 SH   DFND 1 13,800 0 0
BEST BUY INC COM 086516101 1,012 14,500 SH   DFND 1 14,500 0 0
BIOGEN INC COM 09062X103 468 2,000 SH   DFND 1 2,000 0 0
BOEING CO COM 097023105 1,675 4,600 SH   DFND 1 4,600 0 0
CBS CORP NEW CL B 124857202 624 12,500 SH   DFND 1 12,500 0 0
CDW CORP COM 12514G108 1,011 9,100 SH   DFND 1 9,100 0 0
CMS ENERGY CORP COM 125896100 533 9,191 SH   DFND 1 9,191 0 0
CNO FINL GROUP INC COM 12621E103 589 35,300 SH   DFND 1 35,300 0 0
CATERPILLAR INC DEL COM 149123101 546 4,000 SH   DFND 1 4,000 0 0
CHEMOURS CO COM 163851108 310 12,900 SH   DFND 1 12,900 0 0
CISCO SYS INC COM 17275R102 1,029 18,800 SH   DFND 1 18,800 0 0
CITIGROUP INC COM NEW 172967424 659 9,400 SH   DFND 1 9,400 0 0
CITIZENS FINL GROUP INC COM 174610105 998 28,200 SH   DFND 1 28,200 0 0
CITRIX SYS INC COM 177376100 815 8,300 SH   DFND 1 8,300 0 0
CLOROX CO DEL COM 189054109 534 3,484 SH   DFND 1 3,484 0 0
COHEN & STEERS INC COM 19247A100 32 608 SH   DFND 1 608 0 0
COMCAST CORP NEW CL A 20030N101 542 12,800 SH   DFND 1 12,800 0 0
CONOCOPHILLIPS COM 20825C104 980 16,056 SH   DFND 1 16,056 0 0
CONSOLIDATED EDISON INC COM 209115104 532 6,061 SH   DFND 1 6,061 0 0
DECKERS OUTDOOR CORP COM 243537107 1,004 5,700 SH   DFND 1 5,700 0 0
DIGITAL RLTY TR INC COM 253868103 531 4,507 SH   DFND 1 4,507 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 658 7,448 SH   DFND 1 7,448 0 0
EASTMAN CHEMICAL CO COM 277432100 950 12,200 SH   DFND 1 12,200 0 0
ESSEX PPTY TR INC COM 297178105 349 1,195 SH   DFND 1 1,195 0 0
EVERGY INC COM 30034W106 435 7,222 SH   DFND 1 7,222 0 0
EVERSOURCE ENERGY COM 30040W108 523 6,895 SH   DFND 1 6,895 0 0
EXELON CORP COM 30161N101 801 16,700 SH   DFND 1 16,700 0 0
EXXON MOBIL CORP COM 30231G102 683 8,901 SH   DFND 1 8,901 0 0
FACEBOOK INC CL A 30303M102 618 3,200 SH   DFND 1 3,200 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 242 1,877 SH   DFND 1 1,877 0 0
F5 NETWORKS INC COM 315616102 670 4,600 SH   DFND 1 4,600 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 468 11,600 SH   DFND 1 11,600 0 0
FIFTH THIRD BANCORP COM 316773100 642 23,000 SH   DFND 1 23,000 0 0
FORTINET INC COM 34959E109 907 11,800 SH   DFND 1 11,800 0 0
FRANKLIN RES INC COM 354613101 944 27,102 SH   DFND 1 27,102 0 0
GENUINE PARTS CO COM 372460105 377 3,636 SH   DFND 1 3,636 0 0
HP INC COM 40434L105 479 23,000 SH   DFND 1 23,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 486 32,500 SH   DFND 1 32,500 0 0
HOLLYFRONTIER CORP COM 436106108 829 17,900 SH   DFND 1 17,900 0 0
HOME DEPOT INC COM 437076102 1,269 6,100 SH   DFND 1 6,100 0 0
HUMANA INC COM 444859102 823 3,100 SH   DFND 1 3,100 0 0
IDEXX LABS INC COM 45168D104 1,102 4,000 SH   DFND 1 4,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 797 28,800 SH   DFND 1 28,800 0 0
INGREDION INC COM 457187102 438 5,300 SH   DFND 1 5,300 0 0
INSPERITY INC COM 45778Q107 953 7,800 SH   DFND 1 7,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 682 4,941 SH   DFND 1 4,941 0 0
JOHNSON & JOHNSON COM 478160104 1,045 7,496 SH   DFND 1 7,496 0 0
KELLOGG CO COM 487836108 528 9,841 SH   DFND 1 9,841 0 0
KIMBERLY CLARK CORP COM 494368103 506 3,796 SH   DFND 1 3,796 0 0
LEAR CORP COM NEW 521865204 878 6,300 SH   DFND 1 6,300 0 0
LEGGETT & PLATT INC COM 524660107 181 4,716 SH   DFND 1 4,716 0 0
LOCKHEED MARTIN CORP COM 539830109 487 1,338 SH   DFND 1 1,338 0 0
LOWES COS INC COM 548661107 798 7,900 SH   DFND 1 7,900 0 0
MGIC INVT CORP WIS COM 552848103 1,007 76,600 SH   DFND 1 76,600 0 0
MANPOWERGROUP INC COM 56418H100 706 7,300 SH   DFND 1 7,300 0 0
MASIMO CORP COM 574795100 864 5,800 SH   DFND 1 5,800 0 0
MCDONALDS CORP COM 580135101 648 3,117 SH   DFND 1 3,117 0 0
MCKESSON CORP COM 58155Q103 914 6,800 SH   DFND 1 6,800 0 0
MERCK & CO INC COM 58933Y105 889 10,600 SH   DFND 1 10,600 0 0
MERCURY GENL CORP NEW COM 589400100 77 1,223 SH   DFND 1 1,223 0 0
METHANEX CORP COM 59151K108 536 11,800 SH   DFND 1 11,800 0 0
METLIFE INC COM 59156R108 919 18,500 SH   DFND 1 18,500 0 0
MICROSOFT CORP COM 594918104 1,269 9,467 SH   DFND 1 9,467 0 0
NATIONAL HEALTH INVS INC COM 63633D104 65 832 SH   DFND 1 832 0 0
NEXTERA ENERGY INC COM 65339F101 651 3,174 SH   DFND 1 3,174 0 0
NORTHWESTERN CORP COM NEW 668074305 105 1,442 SH   DFND 1 1,442 0 0
NUCOR CORP COM 670346105 463 8,400 SH   DFND 1 8,400 0 0
OGE ENERGY CORP COM 670837103 253 5,924 SH   DFND 1 5,924 0 0
OCCIDENTAL PETE CORP COM 674599105 574 11,413 SH   DFND 1 11,413 0 0
OLD REP INTL CORP COM 680223104 133 5,919 SH   DFND 1 5,919 0 0
PEOPLES UTD FINL INC COM 712704105 219 13,022 SH   DFND 1 13,022 0 0
PEPSICO INC COM 713448108 649 4,945 SH   DFND 1 4,945 0 0
PHILIP MORRIS INTL INC COM 718172109 661 8,409 SH   DFND 1 8,409 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 22 395 SH   DFND 1 395 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 26 436 SH   DFND 1 436 0 0
PROCTER AND GAMBLE CO COM 742718109 668 6,086 SH   DFND 1 6,086 0 0
QORVO INC COM 74736K101 402 6,031 SH   DFND 1 6,031 0 0
REALTY INCOME CORP COM 756109104 516 7,469 SH   DFND 1 7,469 0 0
RETAIL PPTYS AMER INC CL A 76131V202 706 60,000 SH   DFND 1 60,000 0 0
SMUCKER J M CO COM NEW 832696405 192 1,659 SH   DFND 1 1,659 0 0
SOUTHERN CO COM 842587107 505 9,126 SH   DFND 1 9,126 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 17 516 SH   DFND 1 516 0 0
SOUTHWEST AIRLS CO COM 844741108 605 11,900 SH   DFND 1 11,900 0 0
SPIRIT AIRLS INC COM 848577102 335 7,000 SH   DFND 1 7,000 0 0
SPIRE INC COM 84857L101 81 964 SH   DFND 1 964 0 0
STATE STR CORP COM 857477103 499 8,900 SH   DFND 1 8,900 0 0
STEEL DYNAMICS INC COM 858119100 743 24,600 SH   DFND 1 24,600 0 0
TJX COS INC NEW COM 872540109 428 8,084 SH   DFND 1 8,084 0 0
T MOBILE US INC COM 872590104 1,088 14,669 SH   DFND 1 14,669 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 119 7,280 SH   DFND 1 7,280 0 0
TARGET CORP COM 87612E106 1,077 12,432 SH   DFND 1 12,432 0 0
TERADYNE INC COM 880770102 767 16,000 SH   DFND 1 16,000 0 0
3M CO COM 88579Y101 543 3,132 SH   DFND 1 3,132 0 0
TRIPADVISOR INC COM 896945201 681 14,700 SH   DFND 1 14,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 684 6,614 SH   DFND 1 6,614 0 0
UNIVERSAL CORP VA COM 913456109 43 692 SH   DFND 1 692 0 0
UNUM GROUP COM 91529Y106 655 19,500 SH   DFND 1 19,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 805 9,400 SH   DFND 1 9,400 0 0
VARIAN MED SYS INC COM 92220P105 681 5,000 SH   DFND 1 5,000 0 0
VEEVA SYS INC CL A COM 922475108 1,054 6,500 SH   DFND 1 6,500 0 0
VENTAS INC COM 92276F100 571 8,352 SH   DFND 1 8,352 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 651 11,391 SH   DFND 1 11,391 0 0
W P CAREY INC COM 92936U109 304 3,739 SH   DFND 1 3,739 0 0
WEC ENERGY GROUP INC COM 92939U106 544 6,520 SH   DFND 1 6,520 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 777 14,200 SH   DFND 1 14,200 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 109 3,953 SH   DFND 1 3,953 0 0
XCEL ENERGY INC COM 98389B100 533 8,943 SH   DFND 1 8,943 0 0
XILINX INC COM 983919101 965 8,179 SH   DFND 1 8,179 0 0
XEROX CORP COM NEW 984121608 1,058 29,875 SH   DFND 1 29,875 0 0
YELP INC CL A 985817105 633 18,500 SH   DFND 1 18,500 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 925 15,500 SH   DFND 1 15,500 0 0
ESSENT GROUP LTD COM G3198U102 813 17,300 SH   DFND 1 17,300 0 0
EVEREST RE GROUP LTD COM G3223R108 1,039 4,200 SH   DFND 1 4,200 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 535 12,499 SH   DFND 1 12,499 0 0
ICON PLC SHS G4705A100 1,386 9,000 SH   DFND 1 9,000 0 0
INVESCO LTD SHS G491BT108 387 18,904 SH   DFND 1 18,904 0 0
LAZARD LTD SHS A G54050102 154 4,466 SH   DFND 1 4,466 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 279 5,701 SH   DFND 1 0 0 5,701