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
ABBOTT LABS COM 002824100 1,611 13,900 SH   SOLE   13,900 0 0
ABBVIE INC COM 00287Y109 2,485 22,062 SH   SOLE   22,062 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,091 3,700 SH   SOLE   3,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,145 12,000 SH   SOLE   12,000 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 1,054 1,800 SH   SOLE   1,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,409 15,000 SH   SOLE   15,000 0 0
AECOM COM 00766T100 570 9,000 SH   SOLE   9,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 443 3,000 SH   SOLE   3,000 0 0
ALASKA AIR GROUP INC COM 011659109 211 3,500 SH   SOLE   3,500 0 0
ALBEMARLE CORP COM 012653101 1,011 6,000 SH   SOLE   6,000 0 0
ALCOA CORP COM 013872106 442 12,000 SH   SOLE   12,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 291 1,600 SH   SOLE   1,600 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 919 5,000 SH   SOLE   5,000 0 0
ALPHABET INC CAP STK CL C 02079K107 11,278 4,500 SH   SOLE   4,500 0 0
ALTRIA GROUP INC COM 02209S103 310 6,500 SH   SOLE   6,500 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 112 25,500 SH   SOLE   25,500 0 0
AMAZON COM INC COM 023135106 15,962 4,640 SH   SOLE   4,640 0 0
AMERICAN ELEC PWR CO INC COM 025537101 846 10,000 SH   SOLE   10,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,351 5,000 SH   SOLE   5,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 263 2,300 SH   SOLE   2,300 0 0
AMGEN INC COM 031162100 731 3,000 SH   SOLE   3,000 0 0
ANALOG DEVICES INC COM 032654105 516 3,000 SH   SOLE   3,000 0 0
APPLE INC COM 037833100 21,379 156,100 SH   SOLE   156,100 0 0
ARCONIC CORPORATION COM 03966V107 267 7,500 SH   SOLE   7,500 0 0
ASTEC INDS INC COM 046224101 692 11,000 SH   SOLE   11,000 0 0
AT&T INC COM 00206R102 2,366 82,200 SH   SOLE   82,200 0 0
AUTODESK INC COM 052769106 1,168 4,000 SH   SOLE   4,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 377 1,900 SH   SOLE   1,900 0 0
AUTOZONE INC COM 053332102 224 150 SH   SOLE   150 0 0
AVALONBAY CMNTYS INC COM 053484101 417 2,000 SH   SOLE   2,000 0 0
BED BATH & BEYOND INC COM 075896100 499 15,000 SH   SOLE   15,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,919 17,700 SH   SOLE   17,700 0 0
BIOGEN INC COM 09062X103 519 1,500 SH   SOLE   1,500 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 388 4,000 SH   SOLE   4,000 0 0
BK OF AMERICA CORP COM 060505104 3,051 74,000 SH   SOLE   74,000 0 0
BLACKSTONE GROUP INC COM 09260D107 583 6,000 SH   SOLE   6,000 0 0
BOEING CO COM 097023105 958 4,000 SH   SOLE   4,000 0 0
BOOKING HOLDINGS INC COM 09857L108 656 300 SH   SOLE   300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 299 7,000 SH   SOLE   7,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 638 14,000 SH   SOLE   14,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,472 37,000 SH   SOLE   37,000 0 0
BROADCOM INC COM 11135F101 1,764 3,700 SH   SOLE   3,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 773 5,000 SH   SOLE   5,000 0 0
CARLISLE COS INC COM 142339100 766 4,000 SH   SOLE   4,000 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 418 8,600 SH   SOLE   8,600 0 0
CATERPILLAR INC COM 149123101 653 3,000 SH   SOLE   3,000 0 0
CENTENE CORP DEL COM 15135B101 788 10,800 SH   SOLE   10,800 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,214 14,000 SH   SOLE   14,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 602 5,000 SH   SOLE   5,000 0 0
CHEVRON CORP NEW COM 166764100 1,257 12,000 SH   SOLE   12,000 0 0
CIGNA CORP NEW COM 125523100 1,422 6,000 SH   SOLE   6,000 0 0
CISCO SYS INC COM 17275R102 2,120 40,000 SH   SOLE   40,000 0 0
CITIGROUP INC COM NEW 172967424 1,847 26,100 SH   SOLE   26,100 0 0
CITIZENS FINL GROUP INC COM 174610105 459 10,000 SH   SOLE   10,000 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 1,854 86,000 SH   SOLE   86,000 0 0
CME GROUP INC COM 12572Q105 425 2,000 SH   SOLE   2,000 0 0
COHERENT INC COM 192479103 1,031 3,900 SH   SOLE   3,900 0 0
COLGATE PALMOLIVE CO COM 194162103 488 6,000 SH   SOLE   6,000 0 0
COMCAST CORP NEW CL A 20030N101 2,281 40,000 SH   SOLE   40,000 0 0
COMMSCOPE HLDG CO INC COM 20337X109 511 24,000 SH   SOLE   24,000 0 0
CONAGRA BRANDS INC COM 205887102 1,237 34,000 SH   SOLE   34,000 0 0
CONOCOPHILLIPS COM 20825C104 1,096 18,000 SH   SOLE   18,000 0 0
CORTEVA INC COM 22052L104 1,020 23,000 SH   SOLE   23,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,879 4,750 SH   SOLE   4,750 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,341 12,000 SH   SOLE   12,000 0 0
CVS HEALTH CORP COM 126650100 1,001 12,000 SH   SOLE   12,000 0 0
DEERE & CO COM 244199105 1,058 3,000 SH   SOLE   3,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 472 10,900 SH   SOLE   10,900 0 0
DISCOVER FINL SVCS COM 254709108 473 4,000 SH   SOLE   4,000 0 0
DISNEY WALT CO COM 254687106 2,988 17,000 SH   SOLE   17,000 0 0
DOLLAR TREE INC COM 256746108 896 9,000 SH   SOLE   9,000 0 0
DOVER CORP COM 260003108 1,054 7,000 SH   SOLE   7,000 0 0
DOW INC COM 260557103 380 6,000 SH   SOLE   6,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 592 6,000 SH   SOLE   6,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 461 5,949 SH   SOLE   5,949 0 0
EATON CORP PLC SHS G29183103 889 6,000 SH   SOLE   6,000 0 0
ECHOSTAR CORP CL A 278768106 340 14,000 SH   SOLE   14,000 0 0
ECOLAB INC COM 278865100 412 2,000 SH   SOLE   2,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 466 4,500 SH   SOLE   4,500 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 520 15,000 SH   SOLE   15,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 948 18,000 SH   SOLE   18,000 0 0
EQUINIX INC COM 29444U700 642 800 SH   SOLE   800 0 0
EXELON CORP COM 30161N101 532 12,000 SH   SOLE   12,000 0 0
EXTRA SPACE STORAGE INC COM 30225T102 221 1,350 SH   SOLE   1,350 0 0
EXXON MOBIL CORP COM 30231G102 2,107 33,400 SH   SOLE   33,400 0 0
FACEBOOK INC CL A 30303M102 9,145 26,300 SH   SOLE   26,300 0 0
FEDEX CORP COM 31428X106 1,790 6,000 SH   SOLE   6,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 326 2,300 SH   SOLE   2,300 0 0
FOX CORP CL B COM 35137L204 317 9,000 SH   SOLE   9,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,113 30,000 SH   SOLE   30,000 0 0
G III APPAREL GROUP LTD COM 36237H101 493 15,000 SH   SOLE   15,000 0 0
GENERAL DYNAMICS CORP COM 369550108 414 2,200 SH   SOLE   2,200 0 0
GENERAL ELECTRIC CO COM 369604103 1,211 90,000 SH   SOLE   90,000 0 0
GENERAL MTRS CO COM 37045V100 1,302 22,000 SH   SOLE   22,000 0 0
GILEAD SCIENCES INC COM 375558103 682 9,900 SH   SOLE   9,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,898 5,000 SH   SOLE   5,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 2,046 51,000 SH   SOLE   51,000 0 0
HECLA MNG CO COM 422704106 1,190 160,000 SH   SOLE   160,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 292 20,000 SH   SOLE   20,000 0 0
HOLLYFRONTIER CORP COM 436106108 395 12,000 SH   SOLE   12,000 0 0
HOME DEPOT INC COM 437076102 3,189 10,000 SH   SOLE   10,000 0 0
HOWMET AEROSPACE INC COM 443201108 827 24,000 SH   SOLE   24,000 0 0
HUMANA INC COM 444859102 708 1,600 SH   SOLE   1,600 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 211 1,000 SH   SOLE   1,000 0 0
II-VI INC COM 902104108 443 6,100 SH   SOLE   6,100 0 0
ILLUMINA INC COM 452327109 946 2,000 SH   SOLE   2,000 0 0
INTEL CORP COM 458140100 1,780 31,700 SH   SOLE   31,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,173 8,000 SH   SOLE   8,000 0 0
INTUIT COM 461202103 441 900 SH   SOLE   900 0 0
JOHNSON & JOHNSON COM 478160104 4,514 27,400 SH   SOLE   27,400 0 0
JPMORGAN CHASE & CO COM 46625H100 4,620 29,700 SH   SOLE   29,700 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,700 6,000 SH   SOLE   6,000 0 0
KBR INC COM 48242W106 763 20,000 SH   SOLE   20,000 0 0
KEYCORP COM 493267108 225 10,900 SH   SOLE   10,900 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 355 2,300 SH   SOLE   2,300 0 0
KINDER MORGAN INC DEL COM 49456B101 583 32,000 SH   SOLE   32,000 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 455 10,000 SH   SOLE   10,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 971 30,000 SH   SOLE   30,000 0 0
KRAFT HEINZ CO COM 500754106 489 12,000 SH   SOLE   12,000 0 0
KULICKE & SOFFA INDS INC COM 501242101 857 14,000 SH   SOLE   14,000 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 562 2,600 SH   SOLE   2,600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,379 5,000 SH   SOLE   5,000 0 0
LCI INDS COM 50189K103 1,051 8,000 SH   SOLE   8,000 0 0
LENNAR CORP CL B 526057302 1,548 19,000 SH   SOLE   19,000 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 745 16,000 SH   SOLE   16,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 249 1,900 SH   SOLE   1,900 0 0
LILLY ELI & CO COM 532457108 3,007 13,100 SH   SOLE   13,100 0 0
LIVENT CORP COM 53814L108 542 28,000 SH   SOLE   28,000 0 0
LOWES COS INC COM 548661107 1,552 8,000 SH   SOLE   8,000 0 0
LUMENTUM HLDGS INC COM 55024U109 1,230 15,000 SH   SOLE   15,000 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 1,051 16,400 SH   SOLE   16,400 0 0
MARRIOTT INTL INC NEW CL A 571903202 205 1,500 SH   SOLE   1,500 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,055 3,000 SH   SOLE   3,000 0 0
MASTEC INC COM 576323109 1,061 10,000 SH   SOLE   10,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,921 8,000 SH   SOLE   8,000 0 0
MCKESSON CORP COM 58155Q103 574 3,000 SH   SOLE   3,000 0 0
MEDTRONIC PLC SHS G5960L103 1,614 13,000 SH   SOLE   13,000 0 0
MERCK & CO INC COM 58933Y105 2,644 34,000 SH   SOLE   34,000 0 0
METLIFE INC COM 59156R108 838 14,000 SH   SOLE   14,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 853 20,000 SH   SOLE   20,000 0 0
MICRON TECHNOLOGY INC COM 595112103 850 10,000 SH   SOLE   10,000 0 0
MICROSOFT CORP COM 594918104 19,505 72,000 SH   SOLE   72,000 0 0
MONDELEZ INTL INC CL A 609207105 812 13,000 SH   SOLE   13,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,005 11,000 SH   SOLE   11,000 0 0
MORGAN STANLEY COM NEW 617446448 1,155 12,600 SH   SOLE   12,600 0 0
NATIONAL CINEMEDIA INC COM 635309107 172 34,000 SH   SOLE   34,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 712 16,000 SH   SOLE   16,000 0 0
NEKTAR THERAPEUTICS COM 640268108 172 10,000 SH   SOLE   10,000 0 0
NETFLIX INC COM 64110L106 1,215 2,300 SH   SOLE   2,300 0 0
NEXTERA ENERGY INC COM 65339F101 2,125 29,000 SH   SOLE   29,000 0 0
NIKE INC CL B 654106103 1,545 10,000 SH   SOLE   10,000 0 0
NISOURCE INC COM 65473P105 490 20,000 SH   SOLE   20,000 0 0
NRG ENERGY INC COM NEW 629377508 1,008 25,000 SH   SOLE   25,000 0 0
NVIDIA CORPORATION COM 67066G104 4,561 5,700 SH   SOLE   5,700 0 0
OCCIDENTAL PETE CORP COM 674599105 235 7,500 SH   SOLE   7,500 0 0
ON SEMICONDUCTOR CORP COM 682189105 383 10,000 SH   SOLE   10,000 0 0
ONEOK INC NEW COM 682680103 779 14,000 SH   SOLE   14,000 0 0
ORACLE CORP COM 68389X105 1,323 17,000 SH   SOLE   17,000 0 0
OSI SYSTEMS INC COM 671044105 813 8,000 SH   SOLE   8,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 352 4,300 SH   SOLE   4,300 0 0
PALO ALTO NETWORKS INC COM 697435105 742 2,000 SH   SOLE   2,000 0 0
PATRICK INDS INC COM 703343103 788 10,800 SH   SOLE   10,800 0 0
PATTERSON COS INC COM 703395103 243 8,000 SH   SOLE   8,000 0 0
PAYPAL HLDGS INC COM 70450Y103 2,944 10,100 SH   SOLE   10,100 0 0
PEPSICO INC COM 713448108 2,074 14,000 SH   SOLE   14,000 0 0
PETIQ INC COM CL A 71639T106 965 25,000 SH   SOLE   25,000 0 0
PFIZER INC COM 717081103 1,566 40,000 SH   SOLE   40,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,487 15,000 SH   SOLE   15,000 0 0
PIONEER NAT RES CO COM 723787107 244 1,500 SH   SOLE   1,500 0 0
PITNEY BOWES INC COM 724479100 702 80,000 SH   SOLE   80,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,145 6,000 SH   SOLE   6,000 0 0
PPL CORP COM 69351T106 839 30,000 SH   SOLE   30,000 0 0
PROCTER AND GAMBLE CO COM 742718109 2,699 20,000 SH   SOLE   20,000 0 0
PROLOGIS INC. COM 74340W103 669 5,600 SH   SOLE   5,600 0 0
PROPETRO HLDG CORP COM 74347M108 275 30,000 SH   SOLE   30,000 0 0
PRUDENTIAL FINL INC COM 744320102 1,332 13,000 SH   SOLE   13,000 0 0
PTC INC COM 69370C100 848 6,000 SH   SOLE   6,000 0 0
QUALCOMM INC COM 747525103 1,429 10,000 SH   SOLE   10,000 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 1,331 15,604 SH   SOLE   15,604 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,716 6,000 SH   SOLE   6,000 0 0
SALESFORCE COM INC COM 79466L302 1,954 8,000 SH   SOLE   8,000 0 0
SEAWORLD ENTMT INC COM 81282V100 200 4,000 SH   SOLE   4,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 431 3,300 SH   SOLE   3,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 959 5,000 SH   SOLE   5,000 0 0
SLM CORP COM 78442P106 419 20,000 SH   SOLE   20,000 0 0
SOUTHWEST AIRLS CO COM 844741108 796 15,000 SH   SOLE   15,000 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 850 10,000 SH   SOLE   10,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 378 8,000 SH   SOLE   8,000 0 0
STRYKER CORPORATION COM 863667101 961 3,700 SH   SOLE   3,700 0 0
SURO CAPITAL CORP COM NEW 86887Q109 1,349 100,000 SH   SOLE   100,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 1,669 3,000 SH   SOLE   3,000 0 0
SYNAPTICS INC COM 87157D109 1,556 10,000 SH   SOLE   10,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 122 34,000 SH   SOLE   34,000 0 0
SYNCHRONY FINANCIAL COM 87165B103 582 12,000 SH   SOLE   12,000 0 0
TARGET CORP COM 87612E106 1,209 5,000 SH   SOLE   5,000 0 0
TELADOC HEALTH INC COM 87918A105 998 6,000 SH   SOLE   6,000 0 0
TEXTRON INC COM 883203101 1,238 18,000 SH   SOLE   18,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,312 2,600 SH   SOLE   2,600 0 0
THOR INDS INC COM 885160101 1,356 12,000 SH   SOLE   12,000 0 0
TJX COS INC NEW COM 872540109 721 10,700 SH   SOLE   10,700 0 0
T-MOBILE US INC COM 872590104 594 4,102 SH   SOLE   4,102 0 0
TREX CO INC COM 89531P105 204 2,000 SH   SOLE   2,000 0 0
TRUIST FINL CORP COM 89832Q109 728 13,123 SH   SOLE   13,123 0 0
TYSON FOODS INC CL A 902494103 649 8,800 SH   SOLE   8,800 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,664 8,000 SH   SOLE   8,000 0 0
UNITED RENTALS INC COM 911363109 1,595 5,000 SH   SOLE   5,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,201 3,000 SH   SOLE   3,000 0 0
US BANCORP DEL COM NEW 902973304 756 13,271 SH   SOLE   13,271 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,681 30,000 SH   SOLE   30,000 0 0
VIACOMCBS INC CL B 92556H206 1,260 27,887 SH   SOLE   27,887 0 0
VIATRIS INC COM 92556V106 377 26,363 SH   SOLE   26,363 0 0
VISA INC COM CL A 92826C839 4,209 18,000 SH   SOLE   18,000 0 0
WALMART INC COM 931142103 1,833 13,000 SH   SOLE   13,000 0 0
WELLS FARGO CO NEW COM 949746101 1,458 32,200 SH   SOLE   32,200 0 0
WESTERN DIGITAL CORP. COM 958102105 1,423 20,000 SH   SOLE   20,000 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 344 10,000 SH   SOLE   10,000 0 0
WIDEOPENWEST INC COM 96758W101 621 30,000 SH   SOLE   30,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 579 10,000 SH   SOLE   10,000 0 0
XENON PHARMACEUTICALS INC COM 98420N105 205 11,000 SH   SOLE   11,000 0 0
XPO LOGISTICS INC COM 983793100 560 4,000 SH   SOLE   4,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 402 2,500 SH   SOLE   2,500 0 0
ZIONS BANCORPORATION N A COM 989701107 634 12,000 SH   SOLE   12,000 0 0