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 FIGI (to the nearest dollar) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABBVIE INC COM 00287Y109   4,984 50,764 SH   SOLE   50,764 0 0
ACTIVISION BLIZZARD INC COM 00507V109   488 6,432 SH   SOLE   6,432 0 808
ACTIVISION BLIZZARD INC COM 00507V109   242 3,187 SH   DFND 1 3,187 0 0
ADOBE INC COM 00724F101   925 2,124 SH   SOLE   2,124 0 0
ADVANCE AUTO PARTS INC COM 00751Y106   639 4,487 SH   SOLE   4,487 0 448
ADVANCE AUTO PARTS INC COM 00751Y106   255 1,792 SH   DFND 1 1,792 0 0
ADVANCED MICRO DEVICES INC COM 007903107   886 16,844 SH   SOLE   16,844 0 0
AECOM COM 00766T100   446 11,874 SH   SOLE   11,874 0 1,559
AECOM COM 00766T100   235 6,259 SH   DFND 1 6,259 0 0
AES CORP COM 00130H105   169 11,688 SH   SOLE   11,688 0 11,688
AES CORP COM 00130H105   677 46,708 SH   DFND 1 46,708 0 0
ALLSTATE CORP COM 020002101   114 1,173 SH   SOLE   1,173 0 1,173
ALLSTATE CORP COM 020002101   448 4,624 SH   DFND 1 4,624 0 0
ALPHABET INC CAP STK CL A 02079K305   2,415 1,703 SH   SOLE   1,703 0 0
ALPHABET INC CAP STK CL C 02079K107   4,697 3,323 SH   SOLE   3,323 0 0
ALTRIA GROUP INC COM 02209S103   542 13,802 SH   SOLE   13,802 0 3,749
ALTRIA GROUP INC COM 02209S103   583 14,857 SH   DFND 1 14,857 0 0
AMAZON COM INC COM 023135106   9,570 3,469 SH   SOLE   3,469 0 0
AMERICAN EXPRESS CO COM 025816109   1,156 12,141 SH   SOLE   12,141 0 978
AMERICAN EXPRESS CO COM 025816109   367 3,852 SH   DFND 1 3,852 0 0
AMERICAN TOWER CORP NEW COM 03027X100   1,199 4,639 SH   SOLE   4,639 0 391
AMERICAN TOWER CORP NEW COM 03027X100   403 1,560 SH   DFND 1 1,560 0 0
AMGEN INC COM 031162100   2,100 8,903 SH   SOLE   8,903 0 1,177
AMGEN INC COM 031162100   1,093 4,636 SH   DFND 1 4,636 0 0
AMPHENOL CORP NEW CL A 032095101   416 4,342 SH   SOLE   4,342 0 0
ANALOG DEVICES INC COM 032654105   295 2,406 SH   SOLE   2,406 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409   454 69,193 SH   SOLE   69,193 0 8,761
ANNALY CAPITAL MANAGEMENT IN COM 035710409   231 35,183 SH   DFND 1 35,183 0 0
ANTHEM INC COM 036752103   2,100 7,984 SH   SOLE   7,984 0 337
ANTHEM INC COM 036752103   349 1,327 SH   DFND 1 1,327 0 0
APPLE INC COM 037833100   11,856 32,499 SH   SOLE   32,499 0 1,509
APPLE INC COM 037833100   2,162 5,927 SH   DFND 1 5,927 0 0
APPLIED MATLS INC COM 038222105   2,975 49,215 SH   SOLE   49,215 0 3,408
APPLIED MATLS INC COM 038222105   816 13,502 SH   DFND 1 13,502 0 0
APTIV PLC SHS G6095L109   473 6,070 SH   SOLE   6,070 0 837
APTIV PLC SHS G6095L109   261 3,350 SH   DFND 1 3,350 0 0
ARCOSA INC COM 039653100   111 2,632 SH   SOLE   2,632 0 2,632
ARCOSA INC COM 039653100   440 10,426 SH   DFND 1 10,426 0 0
AT&T INC COM 00206R102   4,305 142,408 SH   SOLE   142,408 0 5,628
AT&T INC COM 00206R102   671 22,191 SH   DFND 1 22,191 0 0
BK OF AMERICA CORP COM 060505104   1,199 50,498 SH   SOLE   50,498 0 5,898
BK OF AMERICA CORP COM 060505104   554 23,309 SH   DFND 1 23,309 0 0
BERRY GLOBAL GROUP INC COM 08579W103   270 6,089 SH   SOLE   6,089 0 1,290
BERRY GLOBAL GROUP INC COM 08579W103   226 5,097 SH   DFND 1 5,097 0 0
BIOGEN INC COM 09062X103   397 1,483 SH   SOLE   1,483 0 162
BIOGEN INC COM 09062X103   171 641 SH   DFND 1 641 0 0
BLACKROCK INC COM 09247X101   1,787 3,284 SH   SOLE   3,284 0 246
BLACKROCK INC COM 09247X101   531 976 SH   DFND 1 976 0 0
BOEING CO COM 097023105   603 3,288 SH   SOLE   3,288 0 0
BP PLC SPONSORED ADR 055622104   625 26,822 SH   SOLE   26,822 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108   4,111 69,919 SH   SOLE   69,919 0 4,595
BRISTOL-MYERS SQUIBB CO COM 110122108   1,071 18,213 SH   DFND 1 18,213 0 0
BRITISH AMERN TOB PLC SPONSORED ADR 110448107   2,019 52,022 SH   SOLE   52,022 0 0
BROADCOM INC COM 11135F101   1,405 4,453 SH   SOLE   4,453 0 439
BROADCOM INC COM 11135F101   548 1,737 SH   DFND 1 1,737 0 0
CADENCE DESIGN SYSTEM INC COM 127387108   477 4,970 SH   SOLE   4,970 0 0
CAMPBELL SOUP CO COM 134429109   504 10,154 SH   SOLE   10,154 0 1,159
CAMPBELL SOUP CO COM 134429109   227 4,570 SH   DFND 1 4,570 0 0
CAPITAL ONE FINL CORP COM 14040H105   1,697 27,111 SH   SOLE   27,111 0 2,626
CAPITAL ONE FINL CORP COM 14040H105   647 10,341 SH   DFND 1 10,341 0 0
CARLISLE COS INC COM 142339100   74 620 SH   SOLE   620 0 568
CARLISLE COS INC COM 142339100   271 2,261 SH   DFND 1 2,261 0 0
CATERPILLAR INC DEL COM 149123101   274 2,165 SH   SOLE   2,165 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108   387 759 SH   SOLE   759 0 0
CHEVRON CORP NEW COM 166764100   1,160 12,998 SH   SOLE   12,998 0 2,293
CHEVRON CORP NEW COM 166764100   807 9,040 SH   DFND 1 9,040 0 0
CIENA CORP COM NEW 171779309   531 9,796 SH   SOLE   9,796 0 975
CIENA CORP COM NEW 171779309   265 4,902 SH   DFND 1 4,902 0 0
CIGNA CORP NEW COM 125523100   1,553 8,275 SH   SOLE   8,275 0 1,744
CIGNA CORP NEW COM 125523100   1,296 6,908 SH   DFND 1 6,908 0 0
CISCO SYS INC COM 17275R102   5,327 114,214 SH   SOLE   114,214 0 0
CITIGROUP INC COM NEW 172967424   1,686 32,995 SH   SOLE   32,995 0 3,741
CITIGROUP INC COM NEW 172967424   753 14,733 SH   DFND 1 14,733 0 0
COCA COLA CO COM 191216100   157 3,517 SH   SOLE   3,517 0 3,445
COCA COLA CO COM 191216100   610 13,652 SH   DFND 1 13,652 0 0
COMCAST CORP NEW CL A 20030N101   4,160 106,717 SH   SOLE   106,717 0 8,967
COMCAST CORP NEW CL A 20030N101   1,378 35,347 SH   DFND 1 35,347 0 0
CONOCOPHILLIPS COM 20825C104   114 2,707 SH   SOLE   2,707 0 2,707
CONOCOPHILLIPS COM 20825C104   448 10,668 SH   DFND 1 10,668 0 0
COSTCO WHSL CORP NEW COM 22160K105   2,180 7,190 SH   SOLE   7,190 0 0
CROWN HLDGS INC COM 228368106   258 3,963 SH   SOLE   3,963 0 0
CUMMINS INC COM 231021106   331 1,911 SH   SOLE   1,911 0 0
CVS HEALTH CORP COM 126650100   1,449 22,307 SH   SOLE   22,307 0 5,930
CVS HEALTH CORP COM 126650100   1,512 23,274 SH   DFND 1 23,274 0 0
CYRUSONE INC COM 23283R100   181 2,491 SH   SOLE   2,491 0 2,336
CYRUSONE INC COM 23283R100   670 9,206 SH   DFND 1 9,206 0 0
DELTA AIR LINES INC DEL COM NEW 247361702   131 4,663 SH   SOLE   4,663 0 4,663
DELTA AIR LINES INC DEL COM NEW 247361702   515 18,371 SH   DFND 1 18,371 0 0
DISCOVER FINL SVCS COM 254709108   1,997 39,871 SH   SOLE   39,871 0 3,859
DISCOVER FINL SVCS COM 254709108   762 15,213 SH   DFND 1 15,213 0 0
DISNEY WALT CO COM DISNEY 254687106   981 8,800 SH   SOLE   8,800 0 0
DOMINION ENERGY INC COM 25746U109   89 1,092 SH   SOLE   1,092 0 1,092
DOMINION ENERGY INC COM 25746U109   349 4,303 SH   DFND 1 4,303 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204   1,563 19,560 SH   SOLE   19,560 0 817
DUKE ENERGY CORP NEW COM NEW 26441C204   257 3,219 SH   DFND 1 3,219 0 0
EATON CORP PLC SHS G29183103   1,427 16,308 SH   SOLE   16,308 0 920
EATON CORP PLC SHS G29183103   320 3,653 SH   DFND 1 3,653 0 0
ELECTRONIC ARTS INC COM 285512109   504 3,817 SH   SOLE   3,817 0 474
ELECTRONIC ARTS INC COM 285512109   247 1,867 SH   DFND 1 1,867 0 0
EMCOR GROUP INC COM 29084Q100   295 4,455 SH   SOLE   4,455 0 0
EMERSON ELEC CO COM 291011104   1,844 29,727 SH   SOLE   29,727 0 0
EQUINIX INC COM 29444U700   1,197 1,705 SH   SOLE   1,705 0 406
EQUINIX INC COM 29444U700   1,128 1,606 SH   DFND 1 1,606 0 0
FACEBOOK INC CL A 30303M102   5,017 22,096 SH   SOLE   22,096 0 0
FORTINET INC COM 34959E109   937 6,823 SH   SOLE   6,823 0 0
GARMIN LTD SHS H2906T109   2,819 28,913 SH   SOLE   28,913 0 704
GARMIN LTD SHS H2906T109   264 2,712 SH   DFND 1 2,712 0 0
GENERAL DYNAMICS CORP COM 369550108   557 3,727 SH   SOLE   3,727 0 749
GENERAL DYNAMICS CORP COM 369550108   443 2,963 SH   DFND 1 2,963 0 0
GENERAL MLS INC COM 370334104   643 10,432 SH   SOLE   10,432 0 4,353
GENERAL MLS INC COM 370334104   1,061 17,205 SH   DFND 1 17,205 0 0
GENTEX CORP COM 371901109   98 3,785 SH   SOLE   3,785 0 2,234
GENTEX CORP COM 371901109   230 8,923 SH   DFND 1 8,923 0 0
GENUINE PARTS CO COM 372460105   894 10,283 SH   SOLE   10,283 0 0
GILEAD SCIENCES INC COM 375558103   1,633 21,219 SH   SOLE   21,219 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104   170 4,414 SH   SOLE   4,414 0 4,414
HARTFORD FINL SVCS GROUP INC COM 416515104   671 17,395 SH   DFND 1 17,395 0 0
HOME DEPOT INC COM 437076102   6,969 27,820 SH   SOLE   27,820 0 1,137
HOME DEPOT INC COM 437076102   1,129 4,508 SH   DFND 1 4,508 0 0
HUMANA INC COM 444859102   504 1,299 SH   SOLE   1,299 0 283
HUMANA INC COM 444859102   433 1,116 SH   DFND 1 1,116 0 0
HUNTINGTON INGALLS INDS INC COM 446413106   269 1,541 SH   SOLE   1,541 0 298
INTERNATIONAL BUSINESS MACHS COM 459200101   1,490 12,336 SH   SOLE   12,336 0 0
ILLUMINA INC COM 452327109   686 1,853 SH   SOLE   1,853 0 0
ING GROEP N.V. SPONSORED ADR 456837103   674 97,658 SH   SOLE   97,658 0 0
INTEL CORP COM 458140100   3,397 56,784 SH   SOLE   56,784 0 6,021
INTEL CORP COM 458140100   1,423 23,792 SH   DFND 1 23,792 0 0
INTL PAPER CO COM 460146103   688 19,530 SH   SOLE   19,530 0 0
JACOBS ENGR GROUP INC COM 469814107   410 4,840 SH   SOLE   4,840 0 0
JOHNSON & JOHNSON COM 478160104   793 5,636 SH   SOLE   5,636 0 1,790
JOHNSON & JOHNSON COM 478160104   995 7,074 SH   DFND 1 7,074 0 0
JPMORGAN CHASE & CO COM 46625H100   4,245 45,127 SH   SOLE   45,127 0 3,408
JPMORGAN CHASE & CO COM 46625H100   1,270 13,506 SH   DFND 1 13,506 0 0
KIMBERLY CLARK CORP COM 494368103   1,501 10,619 SH   SOLE   10,619 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109   908 5,353 SH   SOLE   5,353 0 602
L3HARRIS TECHNOLOGIES INC COM 502431109   404 2,381 SH   DFND 1 2,381 0 0
LAS VEGAS SANDS CORP COM 517834107   1,110 24,377 SH   SOLE   24,377 0 720
LAS VEGAS SANDS CORP COM 517834107   130 2,865 SH   DFND 1 2,865 0 0
LEIDOS HOLDINGS INC COM 525327102   64 682 SH   SOLE   682 0 555
LEIDOS HOLDINGS INC COM 525327102   206 2,196 SH   DFND 1 2,196 0 0
LOCKHEED MARTIN CORP COM 539830109   5,035 13,798 SH   SOLE   13,798 0 294
LOCKHEED MARTIN CORP COM 539830109   419 1,149 SH   DFND 1 1,149 0 0
MARATHON PETE CORP COM 56585A102   123 3,281 SH   SOLE   3,281 0 3,281
MARATHON PETE CORP COM 56585A102   487 13,026 SH   DFND 1 13,026 0 0
MASTERCARD INCORPORATED CL A 57636Q104   3,567 12,063 SH   SOLE   12,063 0 0
MEDICAL PPTYS TRUST INC COM 58463J304   348 18,531 SH   SOLE   18,531 0 0
METLIFE INC COM 59156R108   1,505 41,210 SH   SOLE   41,210 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104   590 5,598 SH   SOLE   5,598 0 0
MICROSOFT CORP COM 594918104   16,547 81,309 SH   SOLE   81,309 0 2,761
MICROSOFT CORP COM 594918104   2,210 10,861 SH   DFND 1 10,861 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109   501 7,223 SH   SOLE   7,223 0 920
MONSTER BEVERAGE CORP NEW COM 61174X109   251 3,617 SH   DFND 1 3,617 0 0
MORGAN STANLEY COM NEW 617446448   365 7,563 SH   SOLE   7,563 0 7,563
MORGAN STANLEY COM NEW 617446448   1,448 29,976 SH   DFND 1 29,976 0 0
NETFLIX INC COM 64110L106   1,321 2,902 SH   SOLE   2,902 0 0
NEWMONT CORP COM 651639106   123 1,986 SH   SOLE   1,986 0 1,986
NEWMONT CORP COM 651639106   483 7,829 SH   DFND 1 7,829 0 0
NEXTERA ENERGY INC COM 65339F101   1,711 7,124 SH   SOLE   7,124 0 410
NEXTERA ENERGY INC COM 65339F101   389 1,618 SH   DFND 1 1,618 0 0
NORTHROP GRUMMAN CORP COM 666807102   1,453 4,727 SH   SOLE   4,727 0 285
NORTHROP GRUMMAN CORP COM 666807102   343 1,115 SH   DFND 1 1,115 0 0
NRG ENERGY INC COM NEW 629377508   780 23,952 SH   SOLE   23,952 0 3,221
NRG ENERGY INC COM NEW 629377508   413 12,699 SH   DFND 1 12,699 0 0
NVIDIA CORPORATION COM 67066G104   796 2,095 SH   SOLE   2,095 0 0
O-I GLASS INC COM 67098H104   56 6,232 SH   SOLE   6,232 0 4,370
O-I GLASS INC COM 67098H104   157 17,518 SH   DFND 1 17,518 0 0
OMEGA HEALTHCARE INVS INC COM 681936100   536 18,016 SH   SOLE   18,016 0 0
ONEOK INC NEW COM 682680103   983 29,585 SH   SOLE   29,585 0 0
PACKAGING CORP AMER COM 695156109   500 5,014 SH   SOLE   5,014 0 0
PAYCHEX INC COM 704326107   805 10,621 SH   SOLE   10,621 0 0
PAYPAL HLDGS INC COM 70450Y103   709 4,072 SH   SOLE   4,072 0 0
PHILIP MORRIS INTL INC COM 718172109   2,027 28,933 SH   SOLE   28,933 0 0
PHILLIPS 66 COM 718546104   52 730 SH   SOLE   730 0 730
PHILLIPS 66 COM 718546104   211 2,930 SH   DFND 1 2,930 0 0
PNC FINL SVCS GROUP INC COM 693475105   1,480 14,065 SH   SOLE   14,065 0 0
PPL CORP COM 69351T106   1,195 46,251 SH   SOLE   46,251 0 0
PROCTER AND GAMBLE CO COM 742718109   391 3,274 SH   SOLE   3,274 0 1,000
PROCTER AND GAMBLE CO COM 742718109   474 3,963 SH   DFND 1 3,963 0 0
PROGRESSIVE CORP OHIO COM 743315103   2,748 34,301 SH   SOLE   34,301 0 2,159
PROGRESSIVE CORP OHIO COM 743315103   680 8,494 SH   DFND 1 8,494 0 0
PUBLIC STORAGE COM 74460D109   332 1,728 SH   SOLE   1,728 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101   994 16,128 SH   SOLE   16,128 0 759
RAYTHEON TECHNOLOGIES CORP COM 75513E101   186 3,021 SH   DFND 1 3,021 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102   87 913 SH   SOLE   913 0 852
RELIANCE STEEL & ALUMINUM CO COM 759509102   320 3,372 SH   DFND 1 3,372 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103   754 4,411 SH   SOLE   4,411 0 302
RENAISSANCERE HOLDINGS LTD COM G7496G103   204 1,191 SH   DFND 1 1,191 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107   1,427 46,875 SH   SOLE   46,875 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107   450 9,300 SH   SOLE   9,300 0 0
SHERWIN WILLIAMS CO COM 824348106   201 347 SH   SOLE   347 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100   55 975 SH   SOLE   975 0 975
SS&C TECHNOLOGIES HLDGS INC COM 78467J100   220 3,902 SH   DFND 1 3,902 0 0
STARBUCKS CORP COM 855244109   777 10,559 SH   SOLE   10,559 0 0
STEEL DYNAMICS INC COM 858119100   253 9,687 SH   SOLE   9,687 0 1,155
STEEL DYNAMICS INC COM 858119100   120 4,600 SH   DFND 1 4,600 0 0
SYNNEX CORP COM 87162W100   154 1,282 SH   SOLE   1,282 0 1,070
SYNNEX CORP COM 87162W100   514 4,293 SH   DFND 1 4,293 0 0
TARGET CORP COM 87612E106   2,409 20,084 SH   SOLE   20,084 0 1,654
TERADYNE INC COM 880770102   1,344 15,902 SH   SOLE   15,902 0 0
TEXAS INSTRS INC COM 882508104   2,416 19,031 SH   SOLE   19,031 0 0
TJX COS INC NEW COM 872540109   388 7,674 SH   SOLE   7,674 0 0
TORONTO DOMINION BK ONT COM NEW 891160509   1,217 27,274 SH   SOLE   27,274 0 0
TYSON FOODS INC CL A 902494103   59 992 SH   SOLE   992 0 992
TYSON FOODS INC CL A 902494103   234 3,920 SH   DFND 1 3,920 0 0
UNION PAC CORP COM 907818108   1,168 6,906 SH   SOLE   6,906 0 0
UNITEDHEALTH GROUP INC COM 91324P102   5,100 17,291 SH   SOLE   17,291 0 0
US BANCORP DEL COM NEW 902973304   965 26,206 SH   SOLE   26,206 0 0
VALERO ENERGY CORP COM 91913Y100   1,440 24,478 SH   SOLE   24,478 0 2,641
VALERO ENERGY CORP COM 91913Y100   617 10,485 SH   DFND 1 10,485 0 0
VERIZON COMMUNICATIONS INC COM 92343V104   723 13,113 SH   SOLE   13,113 0 4,136
VERIZON COMMUNICATIONS INC COM 92343V104   904 16,393 SH   DFND 1 16,393 0 0
VISA INC COM CL A 92826C839   5,637 29,180 SH   SOLE   29,180 0 0
VISTRA ENERGY CORP COM 92840M102   76 4,064 SH   SOLE   4,064 0 4,064
VISTRA ENERGY CORP COM 92840M102   300 16,107 SH   DFND 1 16,107 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108   736 17,363 SH   SOLE   17,363 0 0
WALMART INC COM 931142103   1,031 8,611 SH   SOLE   8,611 0 0
WEC ENERGY GROUP INC COM 92939U106   2,621 29,906 SH   SOLE   29,906 0 0
WESTPAC BANKING CORP SPONSORED ADR 961214301   434 34,663 SH   SOLE   34,663 0 0
WYNDHAM DESTINATIONS INC COM 98310W108   1,137 40,337 SH   SOLE   40,337 0 1,424
WYNDHAM DESTINATIONS INC COM 98310W108   162 5,760 SH   DFND 1 5,760 0 0