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 539 6,200 SH   SOLE 6,200 0 0
ABBVIE INC COM 00287Y109 1,417 16,000 SH   SOLE 16,000 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 598 18,000 SH   SOLE 18,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 779 3,700 SH   SOLE 3,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 713 12,000 SH   SOLE 12,000 0 0
ADOBE INC COM 00724F101 594 1,800 SH   SOLE 1,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 688 15,000 SH   SOLE 15,000 0 0
AECOM COM 00766T100 776 18,000 SH   SOLE 18,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 256 3,000 SH   SOLE 3,000 0 0
AK STL HLDG CORP COM 001547108 855 260,000 SH   SOLE 260,000 0 0
ALASKA AIR GROUP INC COM 011659109 237 3,500 SH   SOLE 3,500 0 0
ALBEMARLE CORP COM 012653101 438 6,000 SH   SOLE 6,000 0 0
ALCOA CORP COM 013872106 258 12,000 SH   SOLE 12,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 259 1,600 SH   SOLE 1,600 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 541 5,000 SH   SOLE 5,000 0 0
ALLERGAN PLC SHS G0177J108 1,338 7,000 SH   SOLE 7,000 0 0
ALPHABET INC CAP STK CL C 02079K107 6,017 4,500 SH   SOLE 4,500 0 0
ALTRIA GROUP INC COM 02209S103 1,198 24,000 SH   SOLE 24,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 547 25,500 SH   SOLE 25,500 0 0
AMAZON COM INC COM 023135106 8,870 4,800 SH   SOLE 4,800 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 258 9,000 SH   SOLE 9,000 0 0
AMERICAN ELEC PWR CO INC COM 025537101 945 10,000 SH   SOLE 10,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,149 5,000 SH   SOLE 5,000 0 0
AMGEN INC COM 031162100 1,205 5,000 SH   SOLE 5,000 0 0
ANALOG DEVICES INC COM 032654105 357 3,000 SH   SOLE 3,000 0 0
APPLE INC COM 037833100 12,040 41,000 SH   SOLE 41,000 0 0
ARCONIC INC COM 03965L100 923 30,000 SH   SOLE 30,000 0 0
ASTEC INDS INC COM 046224101 882 21,000 SH   SOLE 21,000 0 0
AT&T INC COM 00206R102 4,326 110,700 SH   SOLE 110,700 0 0
AUTODESK INC COM 052769106 734 4,000 SH   SOLE 4,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 324 1,900 SH   SOLE 1,900 0 0
AVALONBAY CMNTYS INC COM 053484101 419 2,000 SH   SOLE 2,000 0 0
BANK AMER CORP COM 060505104 4,860 138,000 SH   SOLE 138,000 0 0
BED BATH & BEYOND INC COM 075896100 260 15,000 SH   SOLE 15,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,530 20,000 SH   SOLE 20,000 0 0
BIOGEN INC COM 09062X103 593 2,000 SH   SOLE 2,000 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 218 4,000 SH   SOLE 4,000 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 336 6,000 SH   SOLE 6,000 0 0
BOEING CO COM 097023105 1,303 4,000 SH   SOLE 4,000 0 0
BOOKING HLDGS INC COM 09857L108 616 300 SH   SOLE 300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 317 7,000 SH   SOLE 7,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 549 14,000 SH   SOLE 14,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2,375 37,000 SH   SOLE 37,000 0 0
BRISTOL MYERS SQUIBB CO RIGHT 99/99/9999 110122157 45 15,000 SH   SOLE 15,000 0 0
BROADCOM INC COM 11135F101 1,169 3,700 SH   SOLE 3,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 515 5,000 SH   SOLE 5,000 0 0
CARLISLE COS INC COM 142339100 647 4,000 SH   SOLE 4,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,017 20,000 SH   SOLE 20,000 0 0
CATERPILLAR INC DEL COM 149123101 443 3,000 SH   SOLE 3,000 0 0
CENTENE CORP DEL COM 15135B101 1,069 17,000 SH   SOLE 17,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 855 14,000 SH   SOLE 14,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 479 5,000 SH   SOLE 5,000 0 0
CHEVRON CORP NEW COM 166764100 1,446 12,000 SH   SOLE 12,000 0 0
CIGNA CORP NEW COM 125523100 1,227 6,000 SH   SOLE 6,000 0 0
CISCO SYS INC COM 17275R102 1,918 40,000 SH   SOLE 40,000 0 0
CITIGROUP INC COM NEW 172967424 2,461 30,800 SH   SOLE 30,800 0 0
CITIZENS FINL GROUP INC COM 174610105 406 10,000 SH   SOLE 10,000 0 0
CME GROUP INC COM 12572Q105 401 2,000 SH   SOLE 2,000 0 0
COHERENT INC COM 192479103 815 4,900 SH   SOLE 4,900 0 0
COLGATE PALMOLIVE CO COM 194162103 413 6,000 SH   SOLE 6,000 0 0
COMCAST CORP NEW CL A 20030N101 1,799 40,000 SH   SOLE 40,000 0 0
COMMSCOPE HLDG CO INC COM 20337X109 341 24,000 SH   SOLE 24,000 0 0
CONAGRA BRANDS INC COM 205887102 1,164 34,000 SH   SOLE 34,000 0 0
CONOCOPHILLIPS COM 20825C104 1,171 18,000 SH   SOLE 18,000 0 0
CORTEVA INC COM 22052L104 207 7,000 SH   SOLE 7,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 735 2,500 SH   SOLE 2,500 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,706 12,000 SH   SOLE 12,000 0 0
CUBIC CORP COM 229669106 763 12,000 SH   SOLE 12,000 0 0
CVS HEALTH CORP COM 126650100 891 12,000 SH   SOLE 12,000 0 0
DEERE & CO COM 244199105 520 3,000 SH   SOLE 3,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 830 14,200 SH   SOLE 14,200 0 0
DENBURY RES INC COM NEW 247916208 141 100,000 SH   SOLE 100,000 0 0
DISCOVER FINL SVCS COM 254709108 339 4,000 SH   SOLE 4,000 0 0
DISNEY WALT CO COM DISNEY 254687106 2,459 17,000 SH   SOLE 17,000 0 0
DOLLAR TREE INC COM 256746108 846 9,000 SH   SOLE 9,000 0 0
DOVER CORP COM 260003108 807 7,000 SH   SOLE 7,000 0 0
DOW INC COM 260557103 328 6,000 SH   SOLE 6,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 547 6,000 SH   SOLE 6,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 449 7,000 SH   SOLE 7,000 0 0
EATON CORP PLC SHS G29183103 568 6,000 SH   SOLE 6,000 0 0
ECHOSTAR CORP CL A 278768106 606 14,000 SH   SOLE 14,000 0 0
ECOLAB INC COM 278865100 386 2,000 SH   SOLE 2,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 210 900 SH   SOLE 900 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 442 15,000 SH   SOLE 15,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,272 18,000 SH   SOLE 18,000 0 0
EQUINIX INC COM 29444U700 467 800 SH   SOLE 800 0 0
EXELON CORP COM 30161N101 547 12,000 SH   SOLE 12,000 0 0
EXXON MOBIL CORP COM 30231G102 2,331 33,400 SH   SOLE 33,400 0 0
FACEBOOK INC CL A 30303M102 5,398 26,300 SH   SOLE 26,300 0 0
FEDEX CORP COM 31428X106 907 6,000 SH   SOLE 6,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 320 2,300 SH   SOLE 2,300 0 0
FLUOR CORP NEW COM 343412102 227 12,000 SH   SOLE 12,000 0 0
FOX CORP CL B COM 35137L204 328 9,000 SH   SOLE 9,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 394 30,000 SH   SOLE 30,000 0 0
GENERAL DYNAMICS CORP COM 369550108 529 3,000 SH   SOLE 3,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,004 90,000 SH   SOLE 90,000 0 0
GENERAL MTRS CO COM 37045V100 805 22,000 SH   SOLE 22,000 0 0
G-III APPAREL GROUP LTD COM 36237H101 503 15,000 SH   SOLE 15,000 0 0
GILEAD SCIENCES INC COM 375558103 643 9,900 SH   SOLE 9,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,150 5,000 SH   SOLE 5,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,324 51,000 SH   SOLE 51,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 644 16,000 SH   SOLE 16,000 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 347 18,000 SH   SOLE 18,000 0 0
HECLA MNG CO COM 422704106 542 160,000 SH   SOLE 160,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 317 20,000 SH   SOLE 20,000 0 0
HOLLYFRONTIER CORP COM 436106108 609 12,000 SH   SOLE 12,000 0 0
HOME DEPOT INC COM 437076102 1,529 7,000 SH   SOLE 7,000 0 0
HUMANA INC COM 444859102 220 600 SH   SOLE 600 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 251 1,000 SH   SOLE 1,000 0 0
II VI INC COM 902104108 205 6,100 SH   SOLE 6,100 0 0
ILLUMINA INC COM 452327109 663 2,000 SH   SOLE 2,000 0 0
INTEL CORP COM 458140100 1,897 31,700 SH   SOLE 31,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,072 8,000 SH   SOLE 8,000 0 0
INTUIT COM 461202103 236 900 SH   SOLE 900 0 0
JOHNSON & JOHNSON COM 478160104 3,501 24,000 SH   SOLE 24,000 0 0
JPMORGAN CHASE & CO COM 46625H100 5,855 42,000 SH   SOLE 42,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 919 6,000 SH   SOLE 6,000 0 0
KBR INC COM 48242W106 610 20,000 SH   SOLE 20,000 0 0
KEYCORP NEW COM 493267108 810 40,000 SH   SOLE 40,000 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 236 2,300 SH   SOLE 2,300 0 0
KINDER MORGAN INC DEL COM 49456B101 677 32,000 SH   SOLE 32,000 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 358 10,000 SH   SOLE 10,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 1,147 30,000 SH   SOLE 30,000 0 0
KRAFT HEINZ CO COM 500754106 386 12,000 SH   SOLE 12,000 0 0
KULICKE & SOFFA INDS INC COM 501242101 544 20,000 SH   SOLE 20,000 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 732 3,700 SH   SOLE 3,700 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 846 5,000 SH   SOLE 5,000 0 0
LCI INDS COM 50189K103 857 8,000 SH   SOLE 8,000 0 0
LENNAR CORP CL B 526057302 849 19,000 SH   SOLE 19,000 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 773 16,000 SH   SOLE 16,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 407 3,900 SH   SOLE 3,900 0 0
LILLY ELI & CO COM 532457108 1,722 13,100 SH   SOLE 13,100 0 0
LIVENT CORP COM 53814L108 239 28,000 SH   SOLE 28,000 0 0
LOWES COS INC COM 548661107 958 8,000 SH   SOLE 8,000 0 0
LUMENTUM HLDGS INC COM 55024U109 1,190 15,000 SH   SOLE 15,000 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 436 16,400 SH   SOLE 16,400 0 0
MARTIN MARIETTA MATLS INC COM 573284106 839 3,000 SH   SOLE 3,000 0 0
MASTEC INC COM 576323109 642 10,000 SH   SOLE 10,000 0 0
MASTERCARD INC CL A 57636Q104 2,389 8,000 SH   SOLE 8,000 0 0
MCKESSON CORP COM 58155Q103 304 2,200 SH   SOLE 2,200 0 0
MEDTRONIC PLC SHS G5960L103 1,475 13,000 SH   SOLE 13,000 0 0
MERCK & CO INC COM 58933Y105 3,092 34,000 SH   SOLE 34,000 0 0
METLIFE INC COM 59156R108 1,019 20,000 SH   SOLE 20,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 665 20,000 SH   SOLE 20,000 0 0
MICRON TECHNOLOGY INC COM 595112103 538 10,000 SH   SOLE 10,000 0 0
MICROSOFT CORP COM 594918104 11,670 74,000 SH   SOLE 74,000 0 0
MONDELEZ INTL INC CL A 609207105 716 13,000 SH   SOLE 13,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 699 11,000 SH   SOLE 11,000 0 0
MORGAN STANLEY COM NEW 617446448 920 18,000 SH   SOLE 18,000 0 0
MYLAN N V SHS EURO N59465109 430 21,400 SH   SOLE 21,400 0 0
NABORS INDUSTRIES LTD SHS G6359F103 202 70,000 SH   SOLE 70,000 0 0
NATIONAL CINEMEDIA INC COM 635309107 248 34,000 SH   SOLE 34,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 463 16,000 SH   SOLE 16,000 0 0
NEKTAR THERAPEUTICS COM 640268108 259 12,000 SH   SOLE 12,000 0 0
NETFLIX INC COM 64110L106 744 2,300 SH   SOLE 2,300 0 0
NEXTERA ENERGY INC COM 65339F101 2,179 9,000 SH   SOLE 9,000 0 0
NIKE INC CL B 654106103 1,013 10,000 SH   SOLE 10,000 0 0
NISOURCE INC COM 65473P105 557 20,000 SH   SOLE 20,000 0 0
NORTHROP GRUMMAN CORP COM 666807102 860 2,500 SH   SOLE 2,500 0 0
NRG ENERGY INC COM NEW 629377508 994 25,000 SH   SOLE 25,000 0 0
NVIDIA CORP COM 67066G104 1,412 6,000 SH   SOLE 6,000 0 0
OCCIDENTAL PETE CORP COM 674599105 446 10,814 SH   SOLE 10,814 0 0
ON SEMICONDUCTOR CORP COM 682189105 244 10,000 SH   SOLE 10,000 0 0
ONEOK INC NEW COM 682680103 1,059 14,000 SH   SOLE 14,000 0 0
ORACLE CORP COM 68389X105 1,060 20,000 SH   SOLE 20,000 0 0
OSI SYSTEMS INC COM 671044105 806 8,000 SH   SOLE 8,000 0 0
PALO ALTO NETWORKS INC COM 697435105 463 2,000 SH   SOLE 2,000 0 0
PATRICK INDS INC COM 703343103 682 13,000 SH   SOLE 13,000 0 0
PAYPAL HLDGS INC COM 70450Y103 1,093 10,100 SH   SOLE 10,100 0 0
PEPSICO INC COM 713448108 1,913 14,000 SH   SOLE 14,000 0 0
PETIQ INC COM CL A 71639T106 802 32,000 SH   SOLE 32,000 0 0
PFIZER INC COM 717081103 1,567 40,000 SH   SOLE 40,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,276 15,000 SH   SOLE 15,000 0 0
PIONEER NAT RES CO COM 723787107 227 1,500 SH   SOLE 1,500 0 0
PITNEY BOWES INC COM 724479100 322 80,000 SH   SOLE 80,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 958 6,000 SH   SOLE 6,000 0 0
PPL CORP COM 69351T106 1,076 30,000 SH   SOLE 30,000 0 0
PROCTER & GAMBLE CO COM 742718109 2,498 20,000 SH   SOLE 20,000 0 0
PROLOGIS INC COM 74340W103 499 5,600 SH   SOLE 5,600 0 0
PROPETRO HLDG CORP COM 74347M108 563 50,000 SH   SOLE 50,000 0 0
PRUDENTIAL FINL INC COM 744320102 1,219 13,000 SH   SOLE 13,000 0 0
PTC INC COM 69370C100 449 6,000 SH   SOLE 6,000 0 0
QUALCOMM INC COM 747525103 882 10,000 SH   SOLE 10,000 0 0
RAYTHEON CO COM NEW 755111507 659 3,000 SH   SOLE 3,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,216 6,000 SH   SOLE 6,000 0 0
SALESFORCE COM INC COM 79466L302 1,301 8,000 SH   SOLE 8,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 492 3,300 SH   SOLE 3,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 604 5,000 SH   SOLE 5,000 0 0
SLM CORP COM 78442P106 178 20,000 SH   SOLE 20,000 0 0
SOUTHWEST AIRLS CO COM 844741108 810 15,000 SH   SOLE 15,000 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 643 10,000 SH   SOLE 10,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 583 8,000 SH   SOLE 8,000 0 0
SPRINT CORPORATION COM 85207U105 208 40,000 SH   SOLE 40,000 0 0
STRYKER CORP COM 863667101 315 1,500 SH   SOLE 1,500 0 0
SUTTER ROCK CAP CORP COM 86944Q100 655 100,000 SH   SOLE 100,000 0 0
SVB FINL GROUP COM 78486Q101 1,004 4,000 SH   SOLE 4,000 0 0
SYNAPTICS INC COM 87157D109 658 10,000 SH   SOLE 10,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 162 34,000 SH   SOLE 34,000 0 0
SYNCHRONY FINL COM 87165B103 432 12,000 SH   SOLE 12,000 0 0
TARGET CORP COM 87612E106 641 5,000 SH   SOLE 5,000 0 0
TELADOC HEALTH INC COM 87918A105 502 6,000 SH   SOLE 6,000 0 0
TEXTRON INC COM 883203101 803 18,000 SH   SOLE 18,000 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 233 9,000 SH   SOLE 9,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 650 2,000 SH   SOLE 2,000 0 0
THOR INDS INC COM 885160101 891 12,000 SH   SOLE 12,000 0 0
TJX COS INC NEW COM 872540109 525 8,600 SH   SOLE 8,600 0 0
TRUIST FINL CORP COM 89832Q109 1,229 21,823 SH   SOLE 21,823 0 0
TYSON FOODS INC CL A 902494103 801 8,800 SH   SOLE 8,800 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 845 36,000 SH   SOLE 36,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 936 8,000 SH   SOLE 8,000 0 0
UNITED RENTALS INC COM 911363109 834 5,000 SH   SOLE 5,000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,288 8,600 SH   SOLE 8,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 882 3,000 SH   SOLE 3,000 0 0
US BANCORP DEL COM NEW 902973304 1,516 25,571 SH   SOLE 25,571 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,842 30,000 SH   SOLE 30,000 0 0
VIACOMCBS INC CL B 92556H206 1,380 32,887 SH   SOLE 32,887 0 0
VISA INC COM CL A 92826C839 3,382 18,000 SH   SOLE 18,000 0 0
VORNADO RLTY TR SH BEN INT 929042109 219 3,300 SH   SOLE 3,300 0 0
WALMART INC COM 931142103 1,545 13,000 SH   SOLE 13,000 0 0
WELLS FARGO CO NEW COM 949746101 2,152 40,000 SH   SOLE 40,000 0 0
WESTERN DIGITAL CORP COM 958102105 1,269 20,000 SH   SOLE 20,000 0 0
WEYERHAEUSER CO COM 962166104 302 10,000 SH   SOLE 10,000 0 0
WIDEOPENWEST INC COM 96758W101 223 30,000 SH   SOLE 30,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 649 10,000 SH   SOLE 10,000 0 0
XENON PHARMACEUTICALS INC COM 98420N105 144 11,000 SH   SOLE 11,000 0 0
XPO LOGISTICS INC COM 983793100 319 4,000 SH   SOLE 4,000 0 0
ZIONS BANCORPORATION N A COM 989701107 623 12,000 SH   SOLE 12,000 0 0