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 | 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 | |