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 |
| 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 | |