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 1,522 13,900 SH   SOLE   13,900 0 0
ABBVIE INC COM 00287Y109 2,364 22,062 SH   SOLE   22,062 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 966 3,700 SH   SOLE   3,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,114 12,000 SH   SOLE   12,000 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 900 1,800 SH   SOLE   1,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,376 15,000 SH   SOLE   15,000 0 0
AECOM COM 00766T100 448 9,000 SH   SOLE   9,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 355 3,000 SH   SOLE   3,000 0 0
ALBEMARLE CORP COM 012653101 885 6,000 SH   SOLE   6,000 0 0
ALCOA CORP COM 013872106 277 12,000 SH   SOLE   12,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 285 1,600 SH   SOLE   1,600 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 781 5,000 SH   SOLE   5,000 0 0
ALPHABET INC CAP STK CL C 02079K107 7,883 4,500 SH   SOLE   4,500 0 0
ALTRIA GROUP INC COM 02209S103 513 12,500 SH   SOLE   12,500 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 125 25,500 SH   SOLE   25,500 0 0
AMAZON COM INC COM 023135106 15,112 4,640 SH   SOLE   4,640 0 0
AMERICAN ELEC PWR CO INC COM 025537101 833 10,000 SH   SOLE   10,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,122 5,000 SH   SOLE   5,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 225 2,300 SH   SOLE   2,300 0 0
AMGEN INC COM 031162100 1,150 5,000 SH   SOLE   5,000 0 0
ANALOG DEVICES INC COM 032654105 443 3,000 SH   SOLE   3,000 0 0
APPLE INC COM 037833100 20,713 156,100 SH   SOLE   156,100 0 0
ARCONIC CORPORATION COM 03966V107 224 7,500 SH   SOLE   7,500 0 0
ASTEC INDS INC COM 046224101 637 11,000 SH   SOLE   11,000 0 0
AT&T INC COM 00206R102 2,364 82,200 SH   SOLE   82,200 0 0
AUTODESK INC COM 052769106 1,221 4,000 SH   SOLE   4,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 335 1,900 SH   SOLE   1,900 0 0
AVALONBAY CMNTYS INC COM 053484101 321 2,000 SH   SOLE   2,000 0 0
BED BATH & BEYOND INC COM 075896100 266 15,000 SH   SOLE   15,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,104 17,700 SH   SOLE   17,700 0 0
BIOGEN INC COM 09062X103 367 1,500 SH   SOLE   1,500 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 343 4,000 SH   SOLE   4,000 0 0
BK OF AMERICA CORP COM 060505104 2,243 74,000 SH   SOLE   74,000 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 389 6,000 SH   SOLE   6,000 0 0
BOEING CO COM 097023105 856 4,000 SH   SOLE   4,000 0 0
BOOKING HOLDINGS INC COM 09857L108 668 300 SH   SOLE   300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 252 7,000 SH   SOLE   7,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 507 14,000 SH   SOLE   14,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,295 37,000 SH   SOLE   37,000 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 10 15,000 SH   SOLE   15,000 0 0
BROADCOM INC COM 11135F101 1,620 3,700 SH   SOLE   3,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 494 5,000 SH   SOLE   5,000 0 0
CARLISLE COS INC COM 142339100 625 4,000 SH   SOLE   4,000 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 324 8,600 SH   SOLE   8,600 0 0
CATERPILLAR INC COM 149123101 546 3,000 SH   SOLE   3,000 0 0
CENTENE CORP DEL COM 15135B101 648 10,800 SH   SOLE   10,800 0 0
CHENIERE ENERGY INC COM NEW 16411R208 840 14,000 SH   SOLE   14,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 541 5,000 SH   SOLE   5,000 0 0
CHEVRON CORP NEW COM 166764100 1,013 12,000 SH   SOLE   12,000 0 0
CIGNA CORP NEW COM 125523100 1,249 6,000 SH   SOLE   6,000 0 0
CISCO SYS INC COM 17275R102 1,790 40,000 SH   SOLE   40,000 0 0
CITIGROUP INC COM NEW 172967424 1,609 26,100 SH   SOLE   26,100 0 0
CITIZENS FINL GROUP INC COM 174610105 358 10,000 SH   SOLE   10,000 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 1,514 104,000 SH   SOLE   104,000 0 0
CME GROUP INC COM 12572Q105 364 2,000 SH   SOLE   2,000 0 0
COHERENT INC COM 192479103 735 4,900 SH   SOLE   4,900 0 0
COLGATE PALMOLIVE CO COM 194162103 513 6,000 SH   SOLE   6,000 0 0
COMCAST CORP NEW CL A 20030N101 2,096 40,000 SH   SOLE   40,000 0 0
COMMSCOPE HLDG CO INC COM 20337X109 322 24,000 SH   SOLE   24,000 0 0
CONAGRA BRANDS INC COM 205887102 1,233 34,000 SH   SOLE   34,000 0 0
CONOCOPHILLIPS COM 20825C104 720 18,000 SH   SOLE   18,000 0 0
CORTEVA INC COM 22052L104 891 23,000 SH   SOLE   23,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,790 4,750 SH   SOLE   4,750 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,910 12,000 SH   SOLE   12,000 0 0
CVS HEALTH CORP COM 126650100 820 12,000 SH   SOLE   12,000 0 0
DEERE & CO COM 244199105 807 3,000 SH   SOLE   3,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 438 10,900 SH   SOLE   10,900 0 0
DISCOVER FINL SVCS COM 254709108 362 4,000 SH   SOLE   4,000 0 0
DISNEY WALT CO COM 254687106 3,080 17,000 SH   SOLE   17,000 0 0
DOLLAR TREE INC COM 256746108 972 9,000 SH   SOLE   9,000 0 0
DOVER CORP COM 260003108 884 7,000 SH   SOLE   7,000 0 0
DOW INC COM 260557103 333 6,000 SH   SOLE   6,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 549 6,000 SH   SOLE   6,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 498 7,000 SH   SOLE   7,000 0 0
EATON CORP PLC SHS G29183103 721 6,000 SH   SOLE   6,000 0 0
ECHOSTAR CORP CL A 278768106 297 14,000 SH   SOLE   14,000 0 0
ECOLAB INC COM 278865100 433 2,000 SH   SOLE   2,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 411 4,500 SH   SOLE   4,500 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 460 15,000 SH   SOLE   15,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 585 18,000 SH   SOLE   18,000 0 0
EQUINIX INC COM 29444U700 571 800 SH   SOLE   800 0 0
EXELON CORP COM 30161N101 507 12,000 SH   SOLE   12,000 0 0
EXXON MOBIL CORP COM 30231G102 1,377 33,400 SH   SOLE   33,400 0 0
FACEBOOK INC CL A 30303M102 7,184 26,300 SH   SOLE   26,300 0 0
FEDEX CORP COM 31428X106 1,558 6,000 SH   SOLE   6,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 325 2,300 SH   SOLE   2,300 0 0
FOX CORP CL B COM 35137L204 260 9,000 SH   SOLE   9,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 781 30,000 SH   SOLE   30,000 0 0
G III APPAREL GROUP LTD COM 36237H101 356 15,000 SH   SOLE   15,000 0 0
GENERAL DYNAMICS CORP COM 369550108 327 2,200 SH   SOLE   2,200 0 0
GENERAL ELECTRIC CO COM 369604103 972 90,000 SH   SOLE   90,000 0 0
GENERAL MTRS CO COM 37045V100 916 22,000 SH   SOLE   22,000 0 0
GILEAD SCIENCES INC COM 375558103 577 9,900 SH   SOLE   9,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,319 5,000 SH   SOLE   5,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 2,048 51,000 SH   SOLE   51,000 0 0
HECLA MNG CO COM 422704106 1,037 160,000 SH   SOLE   160,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 237 20,000 SH   SOLE   20,000 0 0
HOLLYFRONTIER CORP COM 436106108 310 12,000 SH   SOLE   12,000 0 0
HOME DEPOT INC COM 437076102 2,922 11,000 SH   SOLE   11,000 0 0
HOWMET AEROSPACE INC COM 443201108 856 30,000 SH   SOLE   30,000 0 0
HUMANA INC COM 444859102 656 1,600 SH   SOLE   1,600 0 0
II-VI INC COM 902104108 463 6,100 SH   SOLE   6,100 0 0
ILLUMINA INC COM 452327109 740 2,000 SH   SOLE   2,000 0 0
INTEL CORP COM 458140100 1,579 31,700 SH   SOLE   31,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,007 8,000 SH   SOLE   8,000 0 0
INTUIT COM 461202103 342 900 SH   SOLE   900 0 0
JOHNSON & JOHNSON COM 478160104 4,312 27,400 SH   SOLE   27,400 0 0
JPMORGAN CHASE & CO COM 46625H100 3,774 29,700 SH   SOLE   29,700 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 1,225 6,000 SH   SOLE   6,000 0 0
KBR INC COM 48242W106 619 20,000 SH   SOLE   20,000 0 0
KEYCORP COM 493267108 179 10,900 SH   SOLE   10,900 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 304 2,300 SH   SOLE   2,300 0 0
KINDER MORGAN INC DEL COM 49456B101 437 32,000 SH   SOLE   32,000 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 418 10,000 SH   SOLE   10,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 935 30,000 SH   SOLE   30,000 0 0
KRAFT HEINZ CO COM 500754106 416 12,000 SH   SOLE   12,000 0 0
KULICKE & SOFFA INDS INC COM 501242101 636 20,000 SH   SOLE   20,000 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 699 3,700 SH   SOLE   3,700 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,018 5,000 SH   SOLE   5,000 0 0
LCI INDS COM 50189K103 1,037 8,000 SH   SOLE   8,000 0 0
LENNAR CORP CL B 526057302 1,163 19,000 SH   SOLE   19,000 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 691 16,000 SH   SOLE   16,000 0 0
LILLY ELI & CO COM 532457108 2,212 13,100 SH   SOLE   13,100 0 0
LIVENT CORP COM 53814L108 528 28,000 SH   SOLE   28,000 0 0
LOWES COS INC COM 548661107 1,284 8,000 SH   SOLE   8,000 0 0
LUMENTUM HLDGS INC COM 55024U109 1,422 15,000 SH   SOLE   15,000 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 903 16,400 SH   SOLE   16,400 0 0
MARTIN MARIETTA MATLS INC COM 573284106 852 3,000 SH   SOLE   3,000 0 0
MASTEC INC COM 576323109 682 10,000 SH   SOLE   10,000 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,856 8,000 SH   SOLE   8,000 0 0
MCKESSON CORP COM 58155Q103 522 3,000 SH   SOLE   3,000 0 0
MEDTRONIC PLC SHS G5960L103 1,523 13,000 SH   SOLE   13,000 0 0
MERCK & CO. INC COM 58933Y105 2,781 34,000 SH   SOLE   34,000 0 0
METLIFE INC COM 59156R108 657 14,000 SH   SOLE   14,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 630 20,000 SH   SOLE   20,000 0 0
MICRON TECHNOLOGY INC COM 595112103 752 10,000 SH   SOLE   10,000 0 0
MICROSOFT CORP COM 594918104 16,459 74,000 SH   SOLE   74,000 0 0
MONDELEZ INTL INC CL A 609207105 760 13,000 SH   SOLE   13,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,017 11,000 SH   SOLE   11,000 0 0
MORGAN STANLEY COM NEW 617446448 863 12,600 SH   SOLE   12,600 0 0
NATIONAL CINEMEDIA INC COM 635309107 126 34,000 SH   SOLE   34,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 703 16,000 SH   SOLE   16,000 0 0
NEKTAR THERAPEUTICS COM 640268108 170 10,000 SH   SOLE   10,000 0 0
NETFLIX INC COM 64110L106 1,244 2,300 SH   SOLE   2,300 0 0
NEXTERA ENERGY INC COM 65339F101 2,777 36,000 SH   SOLE   36,000 0 0
NIKE INC CL B 654106103 1,415 10,000 SH   SOLE   10,000 0 0
NISOURCE INC COM 65473P105 459 20,000 SH   SOLE   20,000 0 0
NORTHROP GRUMMAN CORP COM 666807102 457 1,500 SH   SOLE   1,500 0 0
NRG ENERGY INC COM NEW 629377508 939 25,000 SH   SOLE   25,000 0 0
NVIDIA CORPORATION COM 67066G104 3,133 6,000 SH   SOLE   6,000 0 0
ON SEMICONDUCTOR CORP COM 682189105 327 10,000 SH   SOLE   10,000 0 0
ONEOK INC NEW COM 682680103 537 14,000 SH   SOLE   14,000 0 0
ORACLE CORP COM 68389X105 1,294 20,000 SH   SOLE   20,000 0 0
OSI SYSTEMS INC COM 671044105 746 8,000 SH   SOLE   8,000 0 0
OTIS WORLDWIDE CORP COM 68902V107 290 4,300 SH   SOLE   4,300 0 0
PALO ALTO NETWORKS INC COM 697435105 711 2,000 SH   SOLE   2,000 0 0
PATRICK INDS INC COM 703343103 889 13,000 SH   SOLE   13,000 0 0
PATTERSON COS INC COM 703395103 237 8,000 SH   SOLE   8,000 0 0
PAYPAL HLDGS INC COM 70450Y103 2,365 10,100 SH   SOLE   10,100 0 0
PEPSICO INC COM 713448108 2,076 14,000 SH   SOLE   14,000 0 0
PETIQ INC COM CL A 71639T106 1,230 32,000 SH   SOLE   32,000 0 0
PFIZER INC COM 717081103 1,472 40,000 SH   SOLE   40,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,242 15,000 SH   SOLE   15,000 0 0
PITNEY BOWES INC COM 724479100 493 80,000 SH   SOLE   80,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 894 6,000 SH   SOLE   6,000 0 0
PPL CORP COM 69351T106 846 30,000 SH   SOLE   30,000 0 0
PROCTER AND GAMBLE CO COM 742718109 2,783 20,000 SH   SOLE   20,000 0 0
PROLOGIS INC. COM 74340W103 558 5,600 SH   SOLE   5,600 0 0
PROPETRO HLDG CORP COM 74347M108 222 30,000 SH   SOLE   30,000 0 0
PRUDENTIAL FINL INC COM 744320102 1,015 13,000 SH   SOLE   13,000 0 0
PTC INC COM 69370C100 718 6,000 SH   SOLE   6,000 0 0
QUALCOMM INC COM 747525103 1,523 10,000 SH   SOLE   10,000 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 1,116 15,604 SH   SOLE   15,604 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,505 6,000 SH   SOLE   6,000 0 0
SALESFORCE COM INC COM 79466L302 1,780 8,000 SH   SOLE   8,000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 281 3,300 SH   SOLE   3,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 764 5,000 SH   SOLE   5,000 0 0
SLM CORP COM 78442P106 248 20,000 SH   SOLE   20,000 0 0
SOUTHWEST AIRLS CO COM 844741108 699 15,000 SH   SOLE   15,000 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 790 10,000 SH   SOLE   10,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 313 8,000 SH   SOLE   8,000 0 0
STRYKER CORPORATION COM 863667101 907 3,700 SH   SOLE   3,700 0 0
SURO CAPITAL CORP COM NEW 86887Q109 1,309 100,000 SH   SOLE   100,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 1,163 3,000 SH   SOLE   3,000 0 0
SYNAPTICS INC COM 87157D109 964 10,000 SH   SOLE   10,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 160 34,000 SH   SOLE   34,000 0 0
SYNCHRONY FINANCIAL COM 87165B103 417 12,000 SH   SOLE   12,000 0 0
TARGET CORP COM 87612E106 883 5,000 SH   SOLE   5,000 0 0
TELADOC HEALTH INC COM 87918A105 1,200 6,000 SH   SOLE   6,000 0 0
TEXTRON INC COM 883203101 870 18,000 SH   SOLE   18,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,211 2,600 SH   SOLE   2,600 0 0
THOR INDS INC COM 885160101 1,116 12,000 SH   SOLE   12,000 0 0
TJX COS INC NEW COM 872540109 587 8,600 SH   SOLE   8,600 0 0
T-MOBILE US INC COM 872590104 553 4,102 SH   SOLE   4,102 0 0
TRUIST FINL CORP COM 89832Q109 629 13,123 SH   SOLE   13,123 0 0
TYSON FOODS INC CL A 902494103 567 8,800 SH   SOLE   8,800 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,121 36,000 SH   SOLE   36,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 1,347 8,000 SH   SOLE   8,000 0 0
UNITED RENTALS INC COM 911363109 1,160 5,000 SH   SOLE   5,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,052 3,000 SH   SOLE   3,000 0 0
US BANCORP DEL COM NEW 902973304 618 13,271 SH   SOLE   13,271 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,763 30,000 SH   SOLE   30,000 0 0
VIACOMCBS INC CL B 92556H206 1,225 32,887 SH   SOLE   32,887 0 0
VIATRIS INC COM 92556V106 494 26,363 SH   SOLE   26,363 0 0
VISA INC COM CL A 92826C839 3,937 18,000 SH   SOLE   18,000 0 0
WALMART INC COM 931142103 1,874 13,000 SH   SOLE   13,000 0 0
WELLS FARGO CO NEW COM 949746101 972 32,200 SH   SOLE   32,200 0 0
WESTERN DIGITAL CORP. COM 958102105 1,108 20,000 SH   SOLE   20,000 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 335 10,000 SH   SOLE   10,000 0 0
WIDEOPENWEST INC COM 96758W101 320 30,000 SH   SOLE   30,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 481 10,000 SH   SOLE   10,000 0 0
XENON PHARMACEUTICALS INC COM 98420N105 169 11,000 SH   SOLE   11,000 0 0
XPO LOGISTICS INC COM 983793100 477 4,000 SH   SOLE   4,000 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 385 2,500 SH   SOLE   2,500 0 0
ZIONS BANCORPORATION N A COM 989701107 521 12,000 SH   SOLE   12,000 0 0