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 826 21,807 SH   DFND 1 21,807 0 0
AIR PRODS & CHEMS INC COM 009158106 491 2,211 SH   DFND 1 2,211 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1,051 11,500 SH   DFND 1 11,500 0 0
ALLIANT ENERGY CORP COM 018802108 45 833 SH   DFND 1 833 0 0
ALPHABET INC CAP STK CL A 02079K305 1,027 841 SH   DFND 1 841 0 0
ALTRIA GROUP INC COM 02209S103 736 17,993 SH   DFND 1 17,993 0 0
AMAZON COM INC COM 023135106 1,473 848 SH   DFND 1 848 0 0
AMGEN INC COM 031162100 1,162 6,000 SH   DFND 1 6,000 0 0
APPLE INC COM 037833100 3,565 15,914 SH   DFND 1 15,914 0 0
APPLIED MATLS INC COM 038222105 1,078 21,600 SH   DFND 1 21,600 0 0
AUTOZONE INC COM 053332102 1,085 1,000 SH   DFND 1 1,000 0 0
BANK AMER CORP COM 060505104 1,002 34,318 SH   DFND 1 34,318 0 0
BAXTER INTL INC COM 071813109 1,035 11,823 SH   DFND 1 11,823 0 0
BEST BUY INC COM 086516101 1,001 14,500 SH   DFND 1 14,500 0 0
BIOGEN INC COM 09062X103 466 2,000 SH   DFND 1 2,000 0 0
BOEING CO COM 097023105 1,313 3,449 SH   DFND 1 3,449 0 0
CDW CORP COM 12514G108 1,122 9,100 SH   DFND 1 9,100 0 0
CMS ENERGY CORP COM 125896100 691 10,801 SH   DFND 1 10,801 0 0
CNO FINL GROUP INC COM 12621E103 559 35,300 SH   DFND 1 35,300 0 0
CANADIAN NAT RES LTD COM 136385101 410 15,400 SH   DFND 1 15,400 0 0
CATERPILLAR INC DEL COM 149123101 506 4,000 SH   DFND 1 4,000 0 0
CISCO SYS INC COM 17275R102 929 18,800 SH   DFND 1 18,800 0 0
CITIGROUP INC COM NEW 172967424 650 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 802 8,300 SH   DFND 1 8,300 0 0
CLOROX CO DEL COM 189054109 609 4,004 SH   DFND 1 4,004 0 0
COHEN & STEERS INC COM 19247A100 38 678 SH   DFND 1 678 0 0
COMCAST CORP NEW CL A 20030N101 578 12,800 SH   DFND 1 12,800 0 0
CONOCOPHILLIPS COM 20825C104 915 16,056 SH   DFND 1 16,056 0 0
CONSOLIDATED EDISON INC COM 209115104 665 7,031 SH   DFND 1 7,031 0 0
DECKERS OUTDOOR CORP COM 243537107 840 5,700 SH   DFND 1 5,700 0 0
DIGITAL RLTY TR INC COM 253868103 669 5,147 SH   DFND 1 5,147 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 831 8,668 SH   DFND 1 8,668 0 0
EASTMAN CHEMICAL CO COM 277432100 901 12,200 SH   DFND 1 12,200 0 0
ESSEX PPTY TR INC COM 297178105 417 1,275 SH   DFND 1 1,275 0 0
EVERGY INC COM 30034W106 562 8,442 SH   DFND 1 8,442 0 0
EVERSOURCE ENERGY COM 30040W108 646 7,555 SH   DFND 1 7,555 0 0
EXELON CORP COM 30161N101 807 16,700 SH   DFND 1 16,700 0 0
EXXON MOBIL CORP COM 30231G102 797 11,281 SH   DFND 1 11,281 0 0
FTI CONSULTING INC COM 302941109 535 5,046 SH   DFND 1 5,046 0 0
FACEBOOK INC CL A 30303M102 570 3,200 SH   DFND 1 3,200 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 297 2,177 SH   DFND 1 2,177 0 0
F5 NETWORKS INC COM 315616102 646 4,600 SH   DFND 1 4,600 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 516 11,600 SH   DFND 1 11,600 0 0
FIFTH THIRD BANCORP COM 316773100 630 23,000 SH   DFND 1 23,000 0 0
FORTINET INC COM 34959E109 906 11,800 SH   DFND 1 11,800 0 0
FRANKLIN RES INC COM 354613101 830 28,742 SH   DFND 1 28,742 0 0
GENUINE PARTS CO COM 372460105 439 4,406 SH   DFND 1 4,406 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 494 32,500 SH   DFND 1 32,500 0 0
HOLLYFRONTIER CORP COM 436106108 961 17,900 SH   DFND 1 17,900 0 0
HOME DEPOT INC COM 437076102 1,416 6,100 SH   DFND 1 6,100 0 0
HUMANA INC COM 444859102 793 3,100 SH   DFND 1 3,100 0 0
IDEXX LABS INC COM 45168D104 1,088 4,000 SH   DFND 1 4,000 0 0
IMPERIAL OIL LTD COM NEW 453038408 750 28,800 SH   DFND 1 28,800 0 0
INGREDION INC COM 457187102 434 5,300 SH   DFND 1 5,300 0 0
INSPERITY INC COM 45778Q107 770 7,800 SH   DFND 1 7,800 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 821 5,641 SH   DFND 1 5,641 0 0
JOHNSON & JOHNSON COM 478160104 1,085 8,386 SH   DFND 1 8,386 0 0
KELLOGG CO COM 487836108 707 10,981 SH   DFND 1 10,981 0 0
KIMBERLY CLARK CORP COM 494368103 1,573 11,067 SH   DFND 1 11,067 0 0
LEAR CORP COM NEW 521865204 505 4,281 SH   DFND 1 4,281 0 0
LEGGETT & PLATT INC COM 524660107 226 5,496 SH   DFND 1 5,496 0 0
LOCKHEED MARTIN CORP COM 539830109 585 1,498 SH   DFND 1 1,498 0 0
LOWES COS INC COM 548661107 869 7,900 SH   DFND 1 7,900 0 0
MGIC INVT CORP WIS COM 552848103 964 76,600 SH   DFND 1 76,600 0 0
MANPOWERGROUP INC COM 56418H100 615 7,300 SH   DFND 1 7,300 0 0
MASIMO CORP COM 574795100 863 5,800 SH   DFND 1 5,800 0 0
MCDONALDS CORP COM 580135101 732 3,407 SH   DFND 1 3,407 0 0
MCKESSON CORP COM 58155Q103 930 6,800 SH   DFND 1 6,800 0 0
MERCK & CO INC COM 58933Y105 893 10,600 SH   DFND 1 10,600 0 0
MERCURY GENL CORP NEW COM 589400100 78 1,393 SH   DFND 1 1,393 0 0
METHANEX CORP COM 59151K108 419 11,800 SH   DFND 1 11,800 0 0
METLIFE INC COM 59156R108 873 18,500 SH   DFND 1 18,500 0 0
MICROSOFT CORP COM 594918104 1,317 9,467 SH   DFND 1 9,467 0 0
NATIONAL HEALTH INVS INC COM 63633D104 95 1,152 SH   DFND 1 1,152 0 0
NEXTERA ENERGY INC COM 65339F101 838 3,594 SH   DFND 1 3,594 0 0
NORTHWESTERN CORP COM NEW 668074305 129 1,712 SH   DFND 1 1,712 0 0
NUCOR CORP COM 670346105 428 8,400 SH   DFND 1 8,400 0 0
OGE ENERGY CORP COM 670837103 324 7,134 SH   DFND 1 7,134 0 0
OCCIDENTAL PETE CORP COM 674599105 650 14,603 SH   DFND 1 14,603 0 0
OLD REP INTL CORP COM 680223104 170 7,179 SH   DFND 1 7,179 0 0
PEOPLES UTD FINL INC COM 712704105 237 15,152 SH   DFND 1 15,152 0 0
PEPSICO INC COM 713448108 792 5,775 SH   DFND 1 5,775 0 0
PHILIP MORRIS INTL INC COM 718172109 1,566 20,612 SH   DFND 1 20,612 0 0
PHILLIPS 66 COM 718546104 490 4,781 SH   DFND 1 4,781 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 23 405 SH   DFND 1 405 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 27 456 SH   DFND 1 456 0 0
PROCTER & GAMBLE CO COM 742718109 843 6,776 SH   DFND 1 6,776 0 0
PRUDENTIAL FINL INC COM 744320102 679 7,540 SH   DFND 1 7,540 0 0
QORVO INC COM 74736K101 448 6,031 SH   DFND 1 6,031 0 0
REALTY INCOME CORP COM 756109104 694 9,049 SH   DFND 1 9,049 0 0
RETAIL PPTYS AMER INC CL A 76131V202 740 60,000 SH   DFND 1 60,000 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 263 6,147 SH   DFND 1 6,147 0 0
SMUCKER J M CO COM NEW 832696405 230 2,089 SH   DFND 1 2,089 0 0
SOUTHERN CO COM 842587107 751 12,156 SH   DFND 1 12,156 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 19 546 SH   DFND 1 546 0 0
SOUTHWEST AIRLS CO COM 844741108 643 11,900 SH   DFND 1 11,900 0 0
SPIRIT AIRLS INC COM 848577102 255 7,000 SH   DFND 1 7,000 0 0
SPIRE INC COM 84857L101 87 994 SH   DFND 1 994 0 0
STARBUCKS CORP COM 855244109 495 5,595 SH   DFND 1 5,595 0 0
STATE STR CORP COM 857477103 527 8,900 SH   DFND 1 8,900 0 0
STEEL DYNAMICS INC COM 858119100 734 24,600 SH   DFND 1 24,600 0 0
TJX COS INC NEW COM 872540109 451 8,084 SH   DFND 1 8,084 0 0
T MOBILE US INC COM 872590104 1,156 14,669 SH   DFND 1 14,669 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 170 10,970 SH   DFND 1 10,970 0 0
TARGET CORP COM 87612E106 653 6,100 SH   DFND 1 6,100 0 0
TERADYNE INC COM 880770102 927 16,000 SH   DFND 1 16,000 0 0
3M CO COM 88579Y101 617 3,752 SH   DFND 1 3,752 0 0
TRIPADVISOR INC COM 896945201 569 14,700 SH   DFND 1 14,700 0 0
UNITED PARCEL SERVICE INC CL B 911312106 768 6,404 SH   DFND 1 6,404 0 0
UNIVERSAL CORP VA COM 913456109 45 812 SH   DFND 1 812 0 0
UNUM GROUP COM 91529Y106 580 19,500 SH   DFND 1 19,500 0 0
VALERO ENERGY CORP NEW COM 91913Y100 802 9,400 SH   DFND 1 9,400 0 0
VARIAN MED SYS INC COM 92220P105 596 5,000 SH   DFND 1 5,000 0 0
VEEVA SYS INC CL A COM 922475108 993 6,500 SH   DFND 1 6,500 0 0
VENTAS INC COM 92276F100 639 8,742 SH   DFND 1 8,742 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 805 13,331 SH   DFND 1 13,331 0 0
W P CAREY INC COM 92936U109 385 4,299 SH   DFND 1 4,299 0 0
WEC ENERGY GROUP INC COM 92939U106 693 7,280 SH   DFND 1 7,280 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 786 14,200 SH   DFND 1 14,200 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 135 4,623 SH   DFND 1 4,623 0 0
XCEL ENERGY INC COM 98389B100 648 9,983 SH   DFND 1 9,983 0 0
XILINX INC COM 983919101 785 8,179 SH   DFND 1 8,179 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 894 29,875 SH   DFND 1 29,875 0 0
YELP INC CL A 985817105 643 18,500 SH   DFND 1 18,500 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,035 15,500 SH   DFND 1 15,500 0 0
ESSENT GROUP LTD COM G3198U102 825 17,300 SH   DFND 1 17,300 0 0
EVEREST RE GROUP LTD COM G3223R108 1,118 4,200 SH   DFND 1 4,200 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 474 12,499 SH   DFND 1 12,499 0 0
ICON PLC SHS G4705A100 891 6,048 SH   DFND 1 6,048 0 0
INVESCO LTD SHS G491BT108 459 27,084 SH   DFND 1 27,084 0 0
LAZARD LTD SHS A G54050102 182 5,186 SH   DFND 1 5,186 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 400 3,650 SH   DFND 1 3,650 0 0
NXP SEMICONDUCTORS N V COM N6596X109 390 3,565 SH   DFND 1 3,565 0 0