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 937 27,900 SH   DFND 1 27,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,277 18,100 SH   DFND 1 18,100 0 0
AIR PRODS & CHEMS INC COM 009158106 669 4,000 SH   DFND 1 4,000 0 0
ALLIANT ENERGY CORP COM 018802108 43 1,000 SH   DFND 1 1,000 0 0
ALPHABET INC CAP STK CL A 02079K305 1,690 1,400 SH   DFND 1 1,400 0 0
ALTRIA GROUP INC COM 02209S103 1,605 26,600 SH   DFND 1 26,600 0 0
AMAZON COM INC COM 023135106 1,002 500 SH   DFND 1 500 0 0
AMGEN INC COM 031162100 1,348 6,500 SH   DFND 1 6,500 0 0
APPLE INC COM 037833100 4,357 19,300 SH   DFND 1 19,300 0 0
APPLIED MATLS INC COM 038222105 897 23,200 SH   DFND 1 23,200 0 0
BANK AMER CORP COM 060505104 1,459 49,500 SH   DFND 1 49,500 0 0
BAXTER INTL INC COM 071813109 1,141 14,800 SH   DFND 1 14,800 0 0
BEST BUY INC COM 086516101 1,389 17,500 SH   DFND 1 17,500 0 0
BIOGEN INC COM 09062X103 778 2,200 SH   DFND 1 2,200 0 0
BOEING CO COM 097023105 2,158 5,800 SH   DFND 1 5,800 0 0
BROADCOM INC COM 11135F101 864 3,500 SH   DFND 1 3,500 0 0
CBS CORP NEW CL B 124857202 776 13,500 SH   DFND 1 13,500 0 0
CDW CORP COM 12514G108 872 9,800 SH   DFND 1 9,800 0 0
CIGNA CORPORATION COM 125509109 1,021 4,900 SH   DFND 1 4,900 0 0
CMS ENERGY CORP COM 125896100 765 15,600 SH   DFND 1 15,600 0 0
CNO FINL GROUP INC COM 12621E103 805 37,900 SH   DFND 1 37,900 0 0
CVS HEALTH CORP COM 126650100 1,142 14,500 SH   DFND 1 14,500 0 0
CATERPILLAR INC DEL COM 149123101 656 4,300 SH   DFND 1 4,300 0 0
CENTERPOINT ENERGY INC COM 15189T107 780 28,200 SH   DFND 1 28,200 0 0
CHEMOURS CO COM 163851108 549 13,900 SH   DFND 1 13,900 0 0
CINCINNATI FINL CORP COM 172062101 231 3,000 SH   DFND 1 3,000 0 0
CISCO SYS INC COM 17275R102 988 20,300 SH   DFND 1 20,300 0 0
CITIGROUP INC COM NEW 172967424 725 10,100 SH   DFND 1 10,100 0 0
CITIZENS FINL GROUP INC COM 174610105 1,169 30,300 SH   DFND 1 30,300 0 0
CITRIX SYS INC COM 177376100 990 8,900 SH   DFND 1 8,900 0 0
CLOROX CO DEL COM 189054109 828 5,500 SH   DFND 1 5,500 0 0
COLGATE PALMOLIVE CO COM 194162103 730 10,900 SH   DFND 1 10,900 0 0
COMCAST CORP NEW CL A 20030N101 489 13,800 SH   DFND 1 13,800 0 0
CONSOLIDATED EDISON INC COM 209115104 740 9,700 SH   DFND 1 9,700 0 0
DIGITAL RLTY TR INC COM 253868103 698 6,200 SH   DFND 1 6,200 0 0
DOMINION ENERGY INC COM 25746U109 774 11,000 SH   DFND 1 11,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 905 11,300 SH   DFND 1 11,300 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 203 2,100 SH   DFND 1 2,100 0 0
ERIE INDTY CO CL A 29530P102 52 400 SH   DFND 1 400 0 0
ESSEX PPTY TR INC COM 297178105 568 2,300 SH   DFND 1 2,300 0 0
EVERSOURCE ENERGY COM 30040W108 689 11,200 SH   DFND 1 11,200 0 0
EXELON CORP COM 30161N101 786 18,000 SH   DFND 1 18,000 0 0
EXXON MOBIL CORP COM 30231G102 1,276 15,000 SH   DFND 1 15,000 0 0
FACEBOOK INC CL A 30303M102 560 3,400 SH   DFND 1 3,400 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 329 2,600 SH   DFND 1 2,600 0 0
F5 NETWORKS INC COM 315616102 978 4,900 SH   DFND 1 4,900 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 488 12,400 SH   DFND 1 12,400 0 0
FORTINET INC COM 34959E109 1,182 12,800 SH   DFND 1 12,800 0 0
FRANKLIN RES INC COM 354613101 1,123 36,900 SH   DFND 1 36,900 0 0
GENERAL MLS INC COM 370334104 726 16,900 SH   DFND 1 16,900 0 0
GENUINE PARTS CO COM 372460105 527 5,300 SH   DFND 1 5,300 0 0
GILEAD SCIENCES INC COM 375558103 387 5,000 SH   DFND 1 5,000 0 0
HP INC COM 40434L105 640 24,800 SH   DFND 1 24,800 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 571 35,000 SH   DFND 1 35,000 0 0
HOLLYFRONTIER CORP COM 436106108 1,343 19,200 SH   DFND 1 19,200 0 0
HOME DEPOT INC COM 437076102 1,492 7,200 SH   DFND 1 7,200 0 0
HUMANA INC COM 444859102 1,118 3,300 SH   DFND 1 3,300 0 0
IDEXX LABS INC COM 45168D104 1,074 4,300 SH   DFND 1 4,300 0 0
INGREDION INC COM 457187102 609 5,800 SH   DFND 1 5,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 923 6,100 SH   DFND 1 6,100 0 0
JOHNSON & JOHNSON COM 478160104 443 3,200 SH   DFND 1 3,200 0 0
KLA-TENCOR CORP COM 482480100 1,028 10,100 SH   DFND 1 10,100 0 0
KELLOGG CO COM 487836108 715 10,200 SH   DFND 1 10,200 0 0
KIMBERLY CLARK CORP COM 494368103 796 7,000 SH   DFND 1 7,000 0 0
LEAR CORP COM NEW 521865204 986 6,800 SH   DFND 1 6,800 0 0
LEGGETT & PLATT INC COM 524660107 316 7,200 SH   DFND 1 7,200 0 0
LOCKHEED MARTIN CORP COM 539830109 865 2,500 SH   DFND 1 2,500 0 0
LOWES COS INC COM 548661107 976 8,500 SH   DFND 1 8,500 0 0
MGIC INVT CORP WIS COM 552848103 1,099 82,500 SH   DFND 1 82,500 0 0
MANPOWERGROUP INC COM 56418H100 671 7,800 SH   DFND 1 7,800 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 790 14,000 SH   DFND 1 14,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 475 3,600 SH   DFND 1 3,600 0 0
MCDONALDS CORP COM 580135101 904 5,400 SH   DFND 1 5,400 0 0
MERCK & CO INC COM 58933Y105 809 11,400 SH   DFND 1 11,400 0 0
MEREDITH CORP COM 589433101 205 4,000 SH   DFND 1 4,000 0 0
METHANEX CORP COM 59151K108 807 10,200 SH   DFND 1 10,200 0 0
MICROSOFT CORP COM 594918104 996 8,700 SH   DFND 1 8,700 0 0
NEXTERA ENERGY INC COM 65339F101 922 5,500 SH   DFND 1 5,500 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,270 4,000 SH   DFND 1 4,000 0 0
NORTHWESTERN CORP COM NEW 668074305 171 2,900 SH   DFND 1 2,900 0 0
NUCOR CORP COM 670346105 572 9,000 SH   DFND 1 9,000 0 0
OGE ENERGY CORP COM 670837103 342 9,400 SH   DFND 1 9,400 0 0
OLD REP INTL CORP COM 680223104 242 10,800 SH   DFND 1 10,800 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 371 11,300 SH   DFND 1 11,300 0 0
OWENS CORNING NEW COM 690742101 809 14,900 SH   DFND 1 14,900 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 316 18,400 SH   DFND 1 18,400 0 0
PEPSICO INC COM 713448108 1,532 13,700 SH   DFND 1 13,700 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 37 800 SH   DFND 1 800 0 0
PROCTER AND GAMBLE CO COM 742718109 1,457 17,500 SH   DFND 1 17,500 0 0
REALTY INCOME CORP COM 756109104 649 11,400 SH   DFND 1 11,400 0 0
RETAIL PPTYS AMER INC CL A 76131V202 788 64,600 SH   DFND 1 64,600 0 0
SMUCKER J M CO COM NEW 832696405 380 3,700 SH   DFND 1 3,700 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 32 900 SH   DFND 1 900 0 0
SOUTHWEST AIRLS CO COM 844741108 806 12,900 SH   DFND 1 12,900 0 0
SPIRE INC COM 84857L101 140 1,900 SH   DFND 1 1,900 0 0
STATE STR CORP COM 857477103 805 9,600 SH   DFND 1 9,600 0 0
STEEL DYNAMICS INC COM 858119100 1,198 26,500 SH   DFND 1 26,500 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 211 9,200 SH   DFND 1 9,200 0 0
TARGET CORP COM 87612E106 1,579 17,900 SH   DFND 1 17,900 0 0
TERADYNE INC COM 880770102 640 17,300 SH   DFND 1 17,300 0 0
3M CO COM 88579Y101 843 4,000 SH   DFND 1 4,000 0 0
TORO CO COM 891092108 636 10,600 SH   DFND 1 10,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,038 3,900 SH   DFND 1 3,900 0 0
UNIVERSAL CORP VA COM 913456109 91 1,400 SH   DFND 1 1,400 0 0
UNUM GROUP COM 91529Y106 821 21,000 SH   DFND 1 21,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,149 10,100 SH   DFND 1 10,100 0 0
VENTAS INC COM 92276F100 756 13,900 SH   DFND 1 13,900 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 908 17,000 SH   DFND 1 17,000 0 0
VISA INC COM CL A 92826C839 856 5,700 SH   DFND 1 5,700 0 0
VISTEON CORP COM NEW 92839U206 604 6,500 SH   DFND 1 6,500 0 0
W P CAREY INC COM 92936U109 161 2,500 SH   DFND 1 2,500 0 0
WEC ENERGY GROUP INC COM 92939U106 661 9,900 SH   DFND 1 9,900 0 0
WALMART INC COM 931142103 1,146 12,200 SH   DFND 1 12,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,116 15,300 SH   DFND 1 15,300 0 0
WASTE MGMT INC DEL COM 94106L109 46 500 SH   DFND 1 500 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 1,443 4,500 SH   DFND 1 4,500 0 0
WESTERN DIGITAL CORP COM 958102105 369 6,300 SH   DFND 1 6,300 0 0
XCEL ENERGY INC COM 98389B100 789 16,700 SH   DFND 1 16,700 0 0
XILINX INC COM 983919101 1,195 14,900 SH   DFND 1 14,900 0 0
XEROX CORP COM NEW 984121608 869 32,175 SH   DFND 1 32,175 0 0
ASSURED GUARANTY LTD COM G0585R106 913 21,600 SH   DFND 1 21,600 0 0
ESSENT GROUP LTD COM G3198U102 824 18,600 SH   DFND 1 18,600 0 0
EVEREST RE GROUP LTD COM G3223R108 1,029 4,500 SH   DFND 1 4,500 0 0
ICON PLC SHS G4705A100 1,491 9,700 SH   DFND 1 9,700 0 0
INVESCO LTD SHS G491BT108 538 23,500 SH   DFND 1 23,500 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,202 68,590 SH   DFND 1 68,590 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 741 5,700 SH   DFND 1 5,700 0 0