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 |
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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 |
ISHARES TR | BROAD USD HIGH | 46435U853 | 99,500 | 2,384,939 | SH | SOLE | 2,384,939 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 8,949 | 101,650 | SH | SOLE | 101,650 | 0 | 0 | ||
SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 863 | 2,015 | SH | SOLE | 2,015 | 0 | 0 | ||
SPDR SER TR | BLOOMBERG BRCLYS | 78468R622 | 6,077 | 55,270 | SH | SOLE | 55,270 | 0 | 0 | ||
A10 NETWORKS INC | COM | 002121101 | 14 | 1,217 | SH | SOLE | 1,217 | 0 | 0 | ||
ACCO BRANDS CORP | COM | 00081T108 | 13 | 1,554 | SH | SOLE | 1,554 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 13 | 138 | SH | SOLE | 138 | 0 | 0 | ||
AGILYSYS INC | COM | 00847J105 | 13 | 234 | SH | SOLE | 234 | 0 | 0 | ||
ALBERTSONS COS INC | COMMON STOCK | 013091103 | 13 | 659 | SH | SOLE | 659 | 0 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 13 | 263 | SH | SOLE | 263 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 13 | 1,279 | SH | SOLE | 1,279 | 0 | 0 | ||
AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 13 | 106 | SH | SOLE | 106 | 0 | 0 | ||
AMPLIFY ENERGY CORP NEW | COM | 03212B103 | 14 | 3,356 | SH | SOLE | 3,356 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 13 | 94 | SH | SOLE | 94 | 0 | 0 | ||
ARCH CAP GROUP LTD | ORD | G0450A105 | 13 | 341 | SH | SOLE | 341 | 0 | 0 | ||
ARCOS DORADOS HOLDINGS INC | SHS CLASS -A - | G0457F107 | 13 | 2,178 | SH | SOLE | 2,178 | 0 | 0 | ||
ARISTA NETWORKS INC | COM | 040413106 | 13 | 36 | SH | SOLE | 36 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 13 | 116 | SH | SOLE | 116 | 0 | 0 | ||
AVAYA HLDGS CORP | COM | 05351X101 | 13 | 497 | SH | SOLE | 497 | 0 | 0 | ||
AVNET INC | COM | 053807103 | 13 | 329 | SH | SOLE | 329 | 0 | 0 | ||
BEAZER HOMES USA INC | COM NEW | 07556Q881 | 13 | 685 | SH | SOLE | 685 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 13 | 570 | SH | SOLE | 570 | 0 | 0 | ||
BLUELINX HLDGS INC | COM NEW | 09624H208 | 14 | 281 | SH | SOLE | 281 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 13 | 153 | SH | SOLE | 153 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 14 | 221 | SH | SOLE | 221 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 13 | 293 | SH | SOLE | 293 | 0 | 0 | ||
BROWN & BROWN INC | COM | 115236101 | 13 | 249 | SH | SOLE | 249 | 0 | 0 | ||
BRUNSWICK CORP | COM | 117043109 | 13 | 135 | SH | SOLE | 135 | 0 | 0 | ||
BWX TECHNOLOGIES INC | COM | 05605H100 | 13 | 227 | SH | SOLE | 227 | 0 | 0 | ||
CAPITAL PRODUCT PARTNERS L P | PARTNERSHP UNITS | Y11082206 | 13 | 1,073 | SH | SOLE | 1,073 | 0 | 0 | ||
CARRIAGE SVCS INC | COM | 143905107 | 13 | 363 | SH | SOLE | 363 | 0 | 0 | ||
CARRIER GLOBAL CORPORATION | COM | 14448C104 | 13 | 277 | SH | SOLE | 277 | 0 | 0 | ||
CASA SYS INC | COM | 14713L102 | 13 | 1,459 | SH | SOLE | 1,459 | 0 | 0 | ||
CBOE GLOBAL MKTS INC | COM | 12503M108 | 13 | 110 | SH | SOLE | 110 | 0 | 0 | ||
CDW CORP | COM | 12514G108 | 13 | 76 | SH | SOLE | 76 | 0 | 0 | ||
CELESTICA INC | SUB VTG SHS | 15101Q108 | 13 | 1,634 | SH | SOLE | 1,634 | 0 | 0 | ||
CENTURY CMNTYS INC | COM | 156504300 | 13 | 196 | SH | SOLE | 196 | 0 | 0 | ||
CIRRUS LOGIC INC | COM | 172755100 | 14 | 161 | SH | SOLE | 161 | 0 | 0 | ||
COGNEX CORP | COM | 192422103 | 13 | 160 | SH | SOLE | 160 | 0 | 0 | ||
COLUMBIA SPORTSWEAR CO | COM | 198516106 | 13 | 133 | SH | SOLE | 133 | 0 | 0 | ||
COMMVAULT SYS INC | COM | 204166102 | 13 | 162 | SH | SOLE | 162 | 0 | 0 | ||
COMPANHIA BRASILEIRA DE DIST | SPONSORED ADR | 20440T300 | 13 | 1,681 | SH | SOLE | 1,681 | 0 | 0 | ||
COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 20440W105 | 13 | 1,528 | SH | SOLE | 1,528 | 0 | 0 | ||
CONSTELLIUM SE | CL A SHS | F21107101 | 13 | 705 | SH | SOLE | 705 | 0 | 0 | ||
CROSSAMERICA PARTNERS LP | UT LTD PTN INT | 22758A105 | 14 | 709 | SH | SOLE | 709 | 0 | 0 | ||
CURO GROUP HOLDINGS CORP | COM | 23131L107 | 14 | 808 | SH | SOLE | 808 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 13 | 147 | SH | SOLE | 147 | 0 | 0 | ||
DEL TACO RESTAURANTS INC NEW | COM | 245496104 | 14 | 1,367 | SH | SOLE | 1,367 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 13 | 134 | SH | SOLE | 134 | 0 | 0 | ||
DIODES INC | COM | 254543101 | 13 | 166 | SH | SOLE | 166 | 0 | 0 | ||
DOLBY LABORATORIES INC | COM CL A | 25659T107 | 13 | 132 | SH | SOLE | 132 | 0 | 0 | ||
DONNELLEY FINL SOLUTIONS INC | COM | 25787G100 | 13 | 409 | SH | SOLE | 409 | 0 | 0 | ||
DONNELLEY R R & SONS CO | COM | 257867200 | 13 | 2,099 | SH | SOLE | 2,099 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 13 | 192 | SH | SOLE | 192 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 13 | 92 | SH | SOLE | 92 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 14 | 2,024 | SH | SOLE | 2,024 | 0 | 0 | ||
EPAM SYS INC | COM | 29414B104 | 13 | 25 | SH | SOLE | 25 | 0 | 0 | ||
EXTREME NETWORKS INC | COM | 30226D106 | 13 | 1,199 | SH | SOLE | 1,199 | 0 | 0 | ||
FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 13 | 300 | SH | SOLE | 300 | 0 | 0 | ||
FIRST AMERN FINL CORP | COM | 31847R102 | 13 | 212 | SH | SOLE | 212 | 0 | 0 | ||
FLEX LTD | ORD | Y2573F102 | 13 | 742 | SH | SOLE | 742 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 13 | 881 | SH | SOLE | 881 | 0 | 0 | ||
FORTINET INC | COM | 34959E109 | 13 | 54 | SH | SOLE | 54 | 0 | 0 | ||
FTI CONSULTING INC | COM | 302941109 | 13 | 97 | SH | SOLE | 97 | 0 | 0 | ||
GANNETT CO INC | COM | 36472T109 | 13 | 2,446 | SH | SOLE | 2,446 | 0 | 0 | ||
GARMIN LTD | SHS | H2906T109 | 13 | 91 | SH | SOLE | 91 | 0 | 0 | ||
GENERAC HLDGS INC | COM | 368736104 | 13 | 32 | SH | SOLE | 32 | 0 | 0 | ||
GENPACT LIMITED | SHS | G3922B107 | 13 | 291 | SH | SOLE | 291 | 0 | 0 | ||
GENTEX CORP | COM | 371901109 | 13 | 399 | SH | SOLE | 399 | 0 | 0 | ||
GLOBAL PARTNERS LP | COM UNITS | 37946R109 | 14 | 521 | SH | SOLE | 521 | 0 | 0 | ||
GODADDY INC | CL A | 380237107 | 13 | 151 | SH | SOLE | 151 | 0 | 0 | ||
GOLAR LNG LTD | SHS | G9456A100 | 13 | 993 | SH | SOLE | 993 | 0 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 13 | 97 | SH | SOLE | 97 | 0 | 0 | ||
HERBALIFE NUTRITION LTD | COM SHS | G4412G101 | 13 | 246 | SH | SOLE | 246 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 13 | 389 | SH | SOLE | 389 | 0 | 0 | ||
ICL GROUP LTD | SHS | M53213100 | 13 | 1,927 | SH | SOLE | 1,927 | 0 | 0 | ||
INFOSYS LTD | SPONSORED ADR | 456788108 | 13 | 622 | SH | SOLE | 622 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | COM | 45765U103 | 13 | 131 | SH | SOLE | 131 | 0 | 0 | ||
J2 GLOBAL INC | COM | 48123V102 | 13 | 95 | SH | SOLE | 95 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 13 | 229 | SH | SOLE | 229 | 0 | 0 | ||
JACK IN THE BOX INC | COM | 466367109 | 12 | 112 | SH | SOLE | 112 | 0 | 0 | ||
KEMPER CORP | COM | 488401100 | 13 | 179 | SH | SOLE | 179 | 0 | 0 | ||
KLA CORP | COM NEW | 482480100 | 13 | 41 | SH | SOLE | 41 | 0 | 0 | ||
KNIGHT-SWIFT TRANSN HLDGS IN | CL A | 499049104 | 13 | 290 | SH | SOLE | 290 | 0 | 0 | ||
L BRANDS INC | COM | 501797104 | 13 | 186 | SH | SOLE | 186 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 13 | 20 | SH | SOLE | 20 | 0 | 0 | ||
LAMB WESTON HLDGS INC | COM | 513272104 | 13 | 165 | SH | SOLE | 165 | 0 | 0 | ||
LANDMARK INFRASTRCTUR PARTR | COM UNIT LTD | 51508J108 | 13 | 1,038 | SH | SOLE | 1,038 | 0 | 0 | ||
LEIDOS HOLDINGS INC | COM | 525327102 | 13 | 129 | SH | SOLE | 129 | 0 | 0 | ||
LUMEN TECHNOLOGIES INC | COM | 550241103 | 13 | 955 | SH | SOLE | 955 | 0 | 0 | ||
MATADOR RES CO | COM | 576485205 | 14 | 382 | SH | SOLE | 382 | 0 | 0 | ||
MERCURY GENL CORP NEW | COM | 589400100 | 14 | 209 | SH | SOLE | 209 | 0 | 0 | ||
MIMECAST LTD | ORD SHS | G14838109 | 13 | 244 | SH | SOLE | 244 | 0 | 0 | ||
MODINE MFG CO | COM | 607828100 | 14 | 836 | SH | SOLE | 836 | 0 | 0 | ||
MSCI INC | COM | 55354G100 | 13 | 24 | SH | SOLE | 24 | 0 | 0 | ||
MURPHY USA INC | COM | 626755102 | 13 | 99 | SH | SOLE | 99 | 0 | 0 | ||
MYR GROUP INC DEL | COM | 55405W104 | 14 | 150 | SH | SOLE | 150 | 0 | 0 | ||
NATIONAL CINEMEDIA INC | COM | 635309107 | 13 | 2,639 | SH | SOLE | 2,639 | 0 | 0 | ||
NAVIENT CORPORATION | COM | 63938C108 | 13 | 688 | SH | SOLE | 688 | 0 | 0 | ||
NEXA RES S A | COM | L67359106 | 13 | 1,516 | SH | SOLE | 1,516 | 0 | 0 | ||
NOKIA CORP | SPONSORED ADR | 654902204 | 13 | 2,444 | SH | SOLE | 2,444 | 0 | 0 | ||
NXP SEMICONDUCTORS N V | COM | N6596X109 | 13 | 64 | SH | SOLE | 64 | 0 | 0 | ||
OLD DOMINION FREIGHT LINE IN | COM | 679580100 | 13 | 51 | SH | SOLE | 51 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 13 | 529 | SH | SOLE | 529 | 0 | 0 | ||
OLD SECOND BANCORP INC ILL | COM | 680277100 | 13 | 1,061 | SH | SOLE | 1,061 | 0 | 0 | ||
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 13 | 23 | SH | SOLE | 23 | 0 | 0 | ||
ORION GROUP HLDGS INC | COM | 68628V308 | 13 | 2,284 | SH | SOLE | 2,284 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 13 | 136 | SH | SOLE | 136 | 0 | 0 | ||
PDC ENERGY INC | COM | 69327R101 | 13 | 290 | SH | SOLE | 290 | 0 | 0 | ||
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 13 | 207 | SH | SOLE | 207 | 0 | 0 | ||
PERFICIENT INC | COM | 71375U101 | 13 | 162 | SH | SOLE | 162 | 0 | 0 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 13 | 276 | SH | SOLE | 276 | 0 | 0 | ||
POLARIS INC | COM | 731068102 | 13 | 98 | SH | SOLE | 98 | 0 | 0 | ||
PROGRESSIVE CORP | COM | 743315103 | 13 | 135 | SH | SOLE | 135 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 13 | 243 | SH | SOLE | 243 | 0 | 0 | ||
QURATE RETAIL INC | COM SER A | 74915M100 | 13 | 1,025 | SH | SOLE | 1,025 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 13 | 578 | SH | SOLE | 578 | 0 | 0 | ||
REALOGY HLDGS CORP | COM | 75605Y106 | 14 | 751 | SH | SOLE | 751 | 0 | 0 | ||
RED ROCK RESORTS INC | CL A | 75700L108 | 14 | 324 | SH | SOLE | 324 | 0 | 0 | ||
REDWOOD TR INC | COM | 758075402 | 13 | 1,098 | SH | SOLE | 1,098 | 0 | 0 | ||
RIBBON COMMUNICATIONS INC | COM | 762544104 | 13 | 1,699 | SH | SOLE | 1,699 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | COM | 80874P109 | 14 | 176 | SH | SOLE | 176 | 0 | 0 | ||
SERVICE CORP INTL | COM | 817565104 | 13 | 250 | SH | SOLE | 250 | 0 | 0 | ||
SILVERBOW RES INC | COM | 82836G102 | 13 | 568 | SH | SOLE | 568 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 13 | 389 | SH | SOLE | 389 | 0 | 0 | ||
SONIC AUTOMOTIVE INC | CL A | 83545G102 | 13 | 300 | SH | SOLE | 300 | 0 | 0 | ||
SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 13 | 180 | SH | SOLE | 180 | 0 | 0 | ||
STEWART INFORMATION SVCS COR | COM | 860372101 | 13 | 237 | SH | SOLE | 237 | 0 | 0 | ||
SUBURBAN PROPANE PARTNERS L | UNIT LTD PARTN | 864482104 | 13 | 876 | SH | SOLE | 876 | 0 | 0 | ||
SUNCOKE ENERGY INC | COM | 86722A103 | 14 | 1,922 | SH | SOLE | 1,922 | 0 | 0 | ||
SUNOCO LP/SUNOCO FIN CORP | COM UT REP LP | 86765K109 | 13 | 358 | SH | SOLE | 358 | 0 | 0 | ||
SUPERIOR INDS INTL INC | COM | 868168105 | 13 | 1,551 | SH | SOLE | 1,551 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 13 | 108 | SH | SOLE | 108 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 13 | 74 | SH | SOLE | 74 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 13 | 54 | SH | SOLE | 54 | 0 | 0 | ||
TATA MTRS LTD | SPONSORED ADR | 876568502 | 13 | 577 | SH | SOLE | 577 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 13 | 505 | SH | SOLE | 505 | 0 | 0 | ||
TEMPUR SEALY INTL INC | COM | 88023U101 | 13 | 344 | SH | SOLE | 344 | 0 | 0 | ||
THE ONE GROUP HOSPITALITY IN | COM | 88338K103 | 13 | 1,218 | SH | SOLE | 1,218 | 0 | 0 | ||
TILLYS INC | CL A | 886885102 | 13 | 827 | SH | SOLE | 827 | 0 | 0 | ||
TRI POINTE HOMES INC | COM | 87265H109 | 13 | 617 | SH | SOLE | 617 | 0 | 0 | ||
TRIMBLE INC | COM | 896239100 | 13 | 162 | SH | SOLE | 162 | 0 | 0 | ||
TRITON INTL LTD | CL A | G9078F107 | 13 | 252 | SH | SOLE | 252 | 0 | 0 | ||
TRUECAR INC | COM | 89785L107 | 13 | 2,323 | SH | SOLE | 2,323 | 0 | 0 | ||
TTEC HLDGS INC | COM | 89854H102 | 14 | 131 | SH | SOLE | 131 | 0 | 0 | ||
ULTRA CLEAN HLDGS INC | COM | 90385V107 | 13 | 242 | SH | SOLE | 242 | 0 | 0 | ||
VALE S A | SPONSORED ADS | 91912E105 | 13 | 588 | SH | SOLE | 588 | 0 | 0 | ||
VALVOLINE INC | COM | 92047W101 | 13 | 408 | SH | SOLE | 408 | 0 | 0 | ||
VECTOR GROUP LTD | COM | 92240M108 | 14 | 970 | SH | SOLE | 970 | 0 | 0 | ||
VERISIGN INC | COM | 92343E102 | 13 | 57 | SH | SOLE | 57 | 0 | 0 | ||
VIRTU FINL INC | CL A | 928254101 | 13 | 483 | SH | SOLE | 483 | 0 | 0 | ||
VISTA OUTDOOR INC | COM | 928377100 | 14 | 296 | SH | SOLE | 296 | 0 | 0 | ||
VISTRA CORP | COM | 92840M102 | 13 | 706 | SH | SOLE | 706 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 13 | 253 | SH | SOLE | 253 | 0 | 0 | ||
WESTLAKE CHEM PARTNERS LP | COM UNIT RP LP | 960417103 | 13 | 495 | SH | SOLE | 495 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 13 | 61 | SH | SOLE | 61 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 13 | 83 | SH | SOLE | 83 | 0 | 0 | ||
WIPRO LTD | SPON ADR 1 SH | 97651M109 | 13 | 1,684 | SH | SOLE | 1,684 | 0 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 13 | 113 | SH | SOLE | 113 | 0 | 0 |