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 888 29,355 SH   DFND 1 29,355 0 0
ACTIVISION BLIZZARD INC COM 00507V109 461 6,065 SH   DFND 1 6,065 0 0
ALPHABET INC CAP STK CL C 02079K107 1,086 768 SH   DFND 1 768 0 0
ALPHABET INC CAP STK CL A 02079K305 1,056 744 SH   DFND 1 744 0 0
AMAZON COM INC COM 023135106 2,070 750 SH   DFND 1 750 0 0
AMGEN INC COM 031162100 949 4,022 SH   DFND 1 4,022 0 0
APPLE INC COM 037833100 4,543 12,453 SH   DFND 1 12,453 0 0
APPLIED MATLS INC COM 038222105 1,154 19,087 SH   DFND 1 19,087 0 0
AUTOZONE INC COM 053332102 998 884 SH   DFND 1 884 0 0
BK OF AMERICA CORP COM 060505104 651 27,405 SH   DFND 1 27,405 0 0
BANK OZK COM 06417N103 165 7,027 SH   DFND 1 7,027 0 0
BAXTER INTL INC COM 071813109 694 8,059 SH   DFND 1 8,059 0 0
BEST BUY INC COM 086516101 965 11,052 SH   DFND 1 11,052 0 0
BIOGEN INC COM 09062X103 474 1,768 SH   DFND 1 1,768 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,044 17,750 SH   DFND 1 17,750 0 0
CDW CORP COM 12514G108 935 8,042 SH   DFND 1 8,042 0 0
CMS ENERGY CORP COM 125896100 218 3,730 SH   DFND 1 3,730 0 0
CSX CORP COM 126408103 387 5,546 SH   DFND 1 5,546 0 0
CATERPILLAR INC DEL COM 149123101 448 3,535 SH   DFND 1 3,535 0 0
CISCO SYS INC COM 17275R102 775 16,613 SH   DFND 1 16,613 0 0
CINTAS CORP COM 172908105 640 2,400 SH   DFND 1 2,400 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 628 24,848 SH   DFND 1 24,848 0 0
CITRIX SYS INC COM 177376100 918 6,206 SH   DFND 1 6,206 0 0
CLOROX CO DEL COM 189054109 837 3,811 SH   DFND 1 3,811 0 0
COCA COLA CO COM 191216100 619 13,834 SH   DFND 1 13,834 0 0
CONOCOPHILLIPS COM 20825C104 597 14,188 SH   DFND 1 14,188 0 0
CONSOLIDATED EDISON INC COM 209115104 737 10,239 SH   DFND 1 10,239 0 0
CUBESMART COM 229663109 215 7,937 SH   DFND 1 7,937 0 0
DTE ENERGY CO COM 233331107 155 1,434 SH   DFND 1 1,434 0 0
DECKERS OUTDOOR CORP COM 243537107 769 3,915 SH   DFND 1 3,915 0 0
DOLLAR GEN CORP NEW COM 256677105 546 2,861 SH   DFND 1 2,861 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 855 10,690 SH   DFND 1 10,690 0 0
EASTMAN CHEM CO COM 277432100 751 10,781 SH   DFND 1 10,781 0 0
EDISON INTL COM 281020107 517 9,515 SH   DFND 1 9,515 0 0
ELECTRONIC ARTS INC COM 285512109 869 6,575 SH   DFND 1 6,575 0 0
EVERGY INC COM 30034W106 723 12,180 SH   DFND 1 12,180 0 0
EVERSOURCE ENERGY COM 30040W108 738 8,853 SH   DFND 1 8,853 0 0
FTI CONSULTING INC COM 302941109 511 4,459 SH   DFND 1 4,459 0 0
FACEBOOK INC CL A 30303M102 774 3,406 SH   DFND 1 3,406 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 333 3,897 SH   DFND 1 3,897 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 315 10,250 SH   DFND 1 10,250 0 0
FIFTH THIRD BANCORP COM 316773100 379 19,633 SH   DFND 1 19,633 0 0
FORTINET INC COM 34959E109 942 6,860 SH   DFND 1 6,860 0 0
GENUINE PARTS CO COM 372460105 509 5,845 SH   DFND 1 5,845 0 0
HOLLYFRONTIER CORP COM 436106108 462 15,818 SH   DFND 1 15,818 0 0
HOME DEPOT INC COM 437076102 1,156 4,611 SH   DFND 1 4,611 0 0
HUMANA INC COM 444859102 918 2,366 SH   DFND 1 2,366 0 0
IDEXX LABS INC COM 45168D104 972 2,942 SH   DFND 1 2,942 0 0
INGREDION INC COM 457187102 389 4,683 SH   DFND 1 4,683 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 874 7,230 SH   DFND 1 7,230 0 0
JOHNSON & JOHNSON COM 478160104 1,261 8,963 SH   DFND 1 8,963 0 0
KELLOGG CO COM 487836108 768 11,617 SH   DFND 1 11,617 0 0
KEYCORP COM 493267108 753 61,810 SH   DFND 1 61,810 0 0
KIMBERLY CLARK CORP COM 494368103 1,595 11,283 SH   DFND 1 11,283 0 0
KROGER CO COM 501044101 806 23,798 SH   DFND 1 23,798 0 0
LAM RESEARCH CORP COM 512807108 849 2,624 SH   DFND 1 2,624 0 0
LEGGETT & PLATT INC COM 524660107 303 8,609 SH   DFND 1 8,609 0 0
LEIDOS HOLDINGS INC COM 525327102 269 2,866 SH   DFND 1 2,866 0 0
LOCKHEED MARTIN CORP COM 539830109 881 2,414 SH   DFND 1 2,414 0 0
LOWES COS INC COM 548661107 944 6,981 SH   DFND 1 6,981 0 0
MGIC INVT CORP WIS COM 552848103 547 66,719 SH   DFND 1 66,719 0 0
MSC INDL DIRECT INC CL A 553530106 314 4,306 SH   DFND 1 4,306 0 0
MANPOWERGROUP INC COM 56418H100 444 6,450 SH   DFND 1 6,450 0 0
MANULIFE FINL CORP COM 56501R106 451 33,149 SH   DFND 1 33,149 0 0
MASCO CORP COM 574599106 370 7,353 SH   DFND 1 7,353 0 0
MASIMO CORP COM 574795100 651 2,854 SH   DFND 1 2,854 0 0
MATCH GROUP INC COM 57665R106 415 3,870 SH   DFND 1 3,870 0 0
MCDONALDS CORP COM 580135101 868 4,703 SH   DFND 1 4,703 0 0
MCKESSON CORP COM 58155Q103 923 6,010 SH   DFND 1 6,010 0 0
MERCK & CO. INC COM 58933Y105 725 9,367 SH   DFND 1 9,367 0 0
METLIFE INC COM 59156R108 598 16,348 SH   DFND 1 16,348 0 0
MICROSOFT CORP COM 594918104 2,159 10,608 SH   DFND 1 10,608 0 0
NRG ENERGY INC COM NEW 629377508 600 18,420 SH   DFND 1 18,420 0 0
NATIONAL HEALTH INVS INC COM 63633D104 170 2,784 SH   DFND 1 2,784 0 0
NATIONAL RETAIL PROPERTIES I COM 637417106 418 11,773 SH   DFND 1 11,773 0 0
NEXTERA ENERGY INC COM 65339F101 870 3,622 SH   DFND 1 3,622 0 0
NORTHROP GRUMMAN CORP COM 666807102 556 1,808 SH   DFND 1 1,808 0 0
NORTHWESTERN CORP COM NEW 668074305 170 3,105 SH   DFND 1 3,105 0 0
NVIDIA CORPORATION COM 67066G104 1,016 2,674 SH   DFND 1 2,674 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 601 20,192 SH   DFND 1 20,192 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 334 28,862 SH   DFND 1 28,862 0 0
PEPSICO INC COM 713448108 924 6,980 SH   DFND 1 6,980 0 0
PFIZER INC COM 717081103 860 26,272 SH   DFND 1 26,272 0 0
PHILIP MORRIS INTL INC COM 718172109 1,474 21,029 SH   DFND 1 21,029 0 0
PHILLIPS 66 COM 718546104 304 4,224 SH   DFND 1 4,224 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 23 544 SH   DFND 1 544 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 528 12,707 SH   DFND 1 12,707 0 0
PROCTER AND GAMBLE CO COM 742718109 497 4,155 SH   DFND 1 4,155 0 0
PRUDENTIAL FINL INC COM 744320102 751 12,329 SH   DFND 1 12,329 0 0
PUBLIC STORAGE COM 74460D109 577 3,006 SH   DFND 1 3,006 0 0
PULTE GROUP INC COM 745867101 300 8,809 SH   DFND 1 8,809 0 0
QORVO INC COM 74736K101 590 5,329 SH   DFND 1 5,329 0 0
REALTY INCOME CORP COM 756109104 777 13,050 SH   DFND 1 13,050 0 0
REGENERON PHARMACEUTICALS COM 75886F107 812 1,302 SH   DFND 1 1,302 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 438 8,000 SH   DFND 1 8,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 746 10,895 SH   DFND 1 10,895 0 0
SMUCKER J M CO COM NEW 832696405 729 6,883 SH   DFND 1 6,883 0 0
SOUTHERN CO COM 842587107 708 13,643 SH   DFND 1 13,643 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 35 1,257 SH   DFND 1 1,257 0 0
SOUTHWEST AIRLS CO COM 844741108 568 16,594 SH   DFND 1 16,594 0 0
SPIRIT AIRLS INC COM 848577102 110 6,159 SH   DFND 1 6,159 0 0
SPIRE INC COM 84857L101 94 1,425 SH   DFND 1 1,425 0 0
STATE STR CORP COM 857477103 500 7,864 SH   DFND 1 7,864 0 0
STEEL DYNAMICS INC COM 858119100 552 21,151 SH   DFND 1 21,151 0 0
SYNCHRONY FINANCIAL COM 87165B103 664 29,925 SH   DFND 1 29,925 0 0
TARGET CORP COM 87612E106 875 7,292 SH   DFND 1 7,292 0 0
TERADYNE INC COM 880770102 1,008 11,924 SH   DFND 1 11,924 0 0
TEXTRON INC COM 883203101 371 11,251 SH   DFND 1 11,251 0 0
3M CO COM 88579Y101 907 5,813 SH   DFND 1 5,813 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,005 9,037 SH   DFND 1 9,037 0 0
UNIVERSAL CORP VA COM 913456109 53 1,240 SH   DFND 1 1,240 0 0
UNUM GROUP COM 91529Y106 652 39,244 SH   DFND 1 39,244 0 0
VALERO ENERGY CORP COM 91913Y100 489 8,306 SH   DFND 1 8,306 0 0
VEEVA SYS INC CL A COM 922475108 1,019 4,344 SH   DFND 1 4,344 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 910 16,500 SH   DFND 1 16,500 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 426 1,465 SH   DFND 1 1,465 0 0
WP CAREY INC COM 92936U109 490 7,238 SH   DFND 1 7,238 0 0
WEC ENERGY GROUP INC COM 92939U106 729 8,306 SH   DFND 1 8,306 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 749 17,648 SH   DFND 1 17,648 0 0
WASHINGTON TR BANCORP COM 940610108 18 532 SH   DFND 1 532 0 0
WESBANCO INC COM 950810101 39 1,879 SH   DFND 1 1,879 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 419 1,842 SH   DFND 1 1,842 0 0
XCEL ENERGY INC COM 98389B100 735 11,756 SH   DFND 1 11,756 0 0
XILINX INC COM 983919101 712 7,227 SH   DFND 1 7,227 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 403 26,299 SH   DFND 1 26,299 0 0
YAMANA GOLD INC COM 98462Y100 326 59,700 SH   DFND 1 59,700 0 0
YELP INC CL A 985817105 546 23,565 SH   DFND 1 23,565 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 217 855 SH   DFND 1 855 0 0
ESSENT GROUP LTD COM G3198U102 555 15,287 SH   DFND 1 15,287 0 0
EVEREST RE GROUP LTD COM G3223R108 766 3,712 SH   DFND 1 3,712 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 497 11,045 SH   DFND 1 11,045 0 0
ICON PLC SHS G4705A100 900 5,345 SH   DFND 1 5,345 0 0
LAZARD LTD SHS A G54050102 138 4,799 SH   DFND 1 4,799 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 347 3,225 SH   DFND 1 3,225 0 0