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 489 6,200 SH   SOLE 6,200 0 0
ABBVIE INC COM 00287Y109 1,219 16,000 SH   SOLE 16,000 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 330 18,000 SH   SOLE 18,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 604 3,700 SH   SOLE 3,700 0 0
ACTIVISION BLIZZARD INC COM 00507V109 714 12,000 SH   SOLE 12,000 0 0
ADOBE INC COM 00724F101 573 1,800 SH   SOLE 1,800 0 0
ADVANCED MICRO DEVICES INC COM 007903107 682 15,000 SH   SOLE 15,000 0 0
AECOM COM 00766T100 269 9,000 SH   SOLE 9,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 215 3,000 SH   SOLE 3,000 0 0
ALBEMARLE CORP COM 012653101 338 6,000 SH   SOLE 6,000 0 0
ALCOA CORP COM 013872106 74 12,000 SH   SOLE 12,000 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 219 1,600 SH   SOLE 1,600 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 449 5,000 SH   SOLE 5,000 0 0
ALLERGAN PLC SHS G0177J108 1,240 7,000 SH   SOLE 7,000 0 0
ALPHABET INC CAP STK CL C 02079K107 5,233 4,500 SH   SOLE 4,500 0 0
ALTRIA GROUP INC COM 02209S103 928 24,000 SH   SOLE 24,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 102 25,500 SH   SOLE 25,500 0 0
AMAZON COM INC COM 023135106 9,359 4,800 SH   SOLE 4,800 0 0
AMERICAN ELEC PWR CO INC COM 025537101 800 10,000 SH   SOLE 10,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 1,089 5,000 SH   SOLE 5,000 0 0
AMGEN INC COM 031162100 1,014 5,000 SH   SOLE 5,000 0 0
ANALOG DEVICES INC COM 032654105 269 3,000 SH   SOLE 3,000 0 0
APPLE INC COM 037833100 10,426 41,000 SH   SOLE 41,000 0 0
ASTEC INDS INC COM 046224101 385 11,000 SH   SOLE 11,000 0 0
AT&T INC COM 00206R102 2,396 82,200 SH   SOLE 82,200 0 0
AUTODESK INC COM 052769106 624 4,000 SH   SOLE 4,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 260 1,900 SH   SOLE 1,900 0 0
AVALONBAY CMNTYS INC COM 053484101 294 2,000 SH   SOLE 2,000 0 0
BED BATH & BEYOND INC COM 075896100 63 15,000 SH   SOLE 15,000 0 0
BENEFYTT TECHNOLOGIES INC COM CL A 08182C106 403 18,000 SH   SOLE 18,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,657 20,000 SH   SOLE 20,000 0 0
BIOGEN INC COM 09062X103 633 2,000 SH   SOLE 2,000 0 0
BK OF AMERICA CORP COM 060505104 1,953 92,000 SH   SOLE 92,000 0 0
BLACKSTONE GROUP INC COM CL A 09260D107 273 6,000 SH   SOLE 6,000 0 0
BOEING CO COM 097023105 597 4,000 SH   SOLE 4,000 0 0
BOOKING HLDGS INC COM 09857L108 404 300 SH   SOLE 300 0 0
BOSTON SCIENTIFIC CORP COM 101137107 228 7,000 SH   SOLE 7,000 0 0
BRIGHTHOUSE FINL INC COM 10922N103 338 14,000 SH   SOLE 14,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,062 37,000 SH   SOLE 37,000 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 57 15,000 SH   SOLE 15,000 0 0
BROADCOM INC COM 11135F101 877 3,700 SH   SOLE 3,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 252 5,000 SH   SOLE 5,000 0 0
CARLISLE COS INC COM 142339100 501 4,000 SH   SOLE 4,000 0 0
CATERPILLAR INC DEL COM 149123101 348 3,000 SH   SOLE 3,000 0 0
CENTENE CORP DEL COM 15135B101 1,010 17,000 SH   SOLE 17,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 469 14,000 SH   SOLE 14,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 429 5,000 SH   SOLE 5,000 0 0
CHEVRON CORP NEW COM 166764100 870 12,000 SH   SOLE 12,000 0 0
CIGNA CORP NEW COM 125523100 1,063 6,000 SH   SOLE 6,000 0 0
CISCO SYS INC COM 17275R102 1,572 40,000 SH   SOLE 40,000 0 0
CITIGROUP INC COM NEW 172967424 1,297 30,800 SH   SOLE 30,800 0 0
CITIZENS FINANCIAL GROUP INC COM 174610105 188 10,000 SH   SOLE 10,000 0 0
CLEVELAND CLIFFS INC COM 185899101 411 104,000 SH   SOLE 104,000 0 0
CME GROUP INC COM 12572Q105 346 2,000 SH   SOLE 2,000 0 0
COHERENT INC COM 192479103 521 4,900 SH   SOLE 4,900 0 0
COLGATE PALMOLIVE CO COM 194162103 398 6,000 SH   SOLE 6,000 0 0
COMCAST CORP NEW CL A 20030N101 1,375 40,000 SH   SOLE 40,000 0 0
COMMSCOPE HLDG CO INC COM 20337X109 219 24,000 SH   SOLE 24,000 0 0
CONAGRA BRANDS INC COM 205887102 998 34,000 SH   SOLE 34,000 0 0
CONOCOPHILLIPS COM 20825C104 554 18,000 SH   SOLE 18,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,354 4,750 SH   SOLE 4,750 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,733 12,000 SH   SOLE 12,000 0 0
CVS HEALTH CORP COM 126650100 712 12,000 SH   SOLE 12,000 0 0
DEERE & CO COM 244199105 414 3,000 SH   SOLE 3,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 405 14,200 SH   SOLE 14,200 0 0
DENBURY RES INC COM NEW 247916208 18 100,000 SH   SOLE 100,000 0 0
DISNEY WALT CO COM DISNEY 254687106 1,642 17,000 SH   SOLE 17,000 0 0
DOLLAR TREE INC COM 256746108 661 9,000 SH   SOLE 9,000 0 0
DOVER CORP COM 260003108 588 7,000 SH   SOLE 7,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 485 6,000 SH   SOLE 6,000 0 0
DUPONT DE NEMOURS INC COM 26614N102 239 7,000 SH   SOLE 7,000 0 0
EATON CORP PLC SHS G29183103 466 6,000 SH   SOLE 6,000 0 0
ECHOSTAR CORP CL A 278768106 448 14,000 SH   SOLE 14,000 0 0
ECOLAB INC COM 278865100 312 2,000 SH   SOLE 2,000 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 336 15,000 SH   SOLE 15,000 0 0
EPR PPTYS COM SH BEN INT 26884U109 436 18,000 SH   SOLE 18,000 0 0
EQUINIX INC COM 29444U700 500 800 SH   SOLE 800 0 0
EXELON CORP COM 30161N101 442 12,000 SH   SOLE 12,000 0 0
EXXON MOBIL CORP COM 30231G102 1,268 33,400 SH   SOLE 33,400 0 0
FACEBOOK INC CL A 30303M102 4,387 26,300 SH   SOLE 26,300 0 0
FEDEX CORP COM 31428X106 728 6,000 SH   SOLE 6,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 280 2,300 SH   SOLE 2,300 0 0
FOX CORP CL B COM 35137L204 206 9,000 SH   SOLE 9,000 0 0
FREEPORT-MCMORAN INC CL B 35671D857 203 30,000 SH   SOLE 30,000 0 0
G III APPAREL GROUP LTD COM 36237H101 116 15,000 SH   SOLE 15,000 0 0
GENERAL DYNAMICS CORP COM 369550108 397 3,000 SH   SOLE 3,000 0 0
GENERAL ELECTRIC CO COM 369604103 715 90,000 SH   SOLE 90,000 0 0
GENERAL MTRS CO COM 37045V100 457 22,000 SH   SOLE 22,000 0 0
GILEAD SCIENCES INC COM 375558103 740 9,900 SH   SOLE 9,900 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 773 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 455 16,000 SH   SOLE 16,000 0 0
HECLA MNG CO COM 422704106 291 160,000 SH   SOLE 160,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 194 20,000 SH   SOLE 20,000 0 0
HOLLYFRONTIER CORP COM 436106108 294 12,000 SH   SOLE 12,000 0 0
HOME DEPOT INC COM 437076102 2,054 11,000 SH   SOLE 11,000 0 0
HOWMET AEROSPACE INC COM 443201108 482 30,000 SH   SOLE 30,000 0 0
ILLUMINA INC COM 452327109 546 2,000 SH   SOLE 2,000 0 0
INTEL CORP COM 458140100 1,716 31,700 SH   SOLE 31,700 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 887 8,000 SH   SOLE 8,000 0 0
INTUIT COM 461202103 207 900 SH   SOLE 900 0 0
JOHNSON & JOHNSON COM 478160104 3,147 24,000 SH   SOLE 24,000 0 0
JPMORGAN CHASE & CO COM 46625H100 2,674 29,700 SH   SOLE 29,700 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 763 6,000 SH   SOLE 6,000 0 0
KBR INC COM 48242W106 414 20,000 SH   SOLE 20,000 0 0
KEYCORP COM 493267108 415 40,000 SH   SOLE 40,000 0 0
KINDER MORGAN INC DEL COM 49456B101 445 32,000 SH   SOLE 32,000 0 0
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 328 10,000 SH   SOLE 10,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 371 30,000 SH   SOLE 30,000 0 0
KRAFT HEINZ CO COM 500754106 297 12,000 SH   SOLE 12,000 0 0
KULICKE & SOFFA INDS INC COM 501242101 417 20,000 SH   SOLE 20,000 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 666 3,700 SH   SOLE 3,700 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 632 5,000 SH   SOLE 5,000 0 0
LCI INDS COM 50189K103 535 8,000 SH   SOLE 8,000 0 0
LENNAR CORP CL B 526057302 549 19,000 SH   SOLE 19,000 0 0
LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 507 16,000 SH   SOLE 16,000 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 284 3,900 SH   SOLE 3,900 0 0
LILLY ELI & CO COM 532457108 1,817 13,100 SH   SOLE 13,100 0 0
LIVENT CORP COM 53814L108 147 28,000 SH   SOLE 28,000 0 0
LOWES COS INC COM 548661107 688 8,000 SH   SOLE 8,000 0 0
LUMENTUM HLDGS INC COM 55024U109 1,106 15,000 SH   SOLE 15,000 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 310 16,400 SH   SOLE 16,400 0 0
MARTIN MARIETTA MATLS INC COM 573284106 568 3,000 SH   SOLE 3,000 0 0
MASTEC INC COM 576323109 327 10,000 SH   SOLE 10,000 0 0
MASTERCARD INC CL A 57636Q104 1,932 8,000 SH   SOLE 8,000 0 0
MCKESSON CORP COM 58155Q103 298 2,200 SH   SOLE 2,200 0 0
MEDTRONIC PLC SHS G5960L103 1,172 13,000 SH   SOLE 13,000 0 0
MERCK & CO. INC COM 58933Y105 2,616 34,000 SH   SOLE 34,000 0 0
METLIFE INC COM 59156R108 611 20,000 SH   SOLE 20,000 0 0
MGM RESORTS INTERNATIONAL COM 552953101 236 20,000 SH   SOLE 20,000 0 0
MICRON TECHNOLOGY INC COM 595112103 421 10,000 SH   SOLE 10,000 0 0
MICROSOFT CORP COM 594918104 11,671 74,000 SH   SOLE 74,000 0 0
MONDELEZ INTL INC CL A 609207105 651 13,000 SH   SOLE 13,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 619 11,000 SH   SOLE 11,000 0 0
MORGAN STANLEY COM NEW 617446448 612 18,000 SH   SOLE 18,000 0 0
MYLAN NV SHS EURO N59465109 319 21,400 SH   SOLE 21,400 0 0
NABORS INDUSTRIES LTD SHS G6359F103 27 70,000 SH   SOLE 70,000 0 0
NATIONAL CINEMEDIA INC COM 635309107 111 34,000 SH   SOLE 34,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 264 16,000 SH   SOLE 16,000 0 0
NEKTAR THERAPEUTICS COM 640268108 214 12,000 SH   SOLE 12,000 0 0
NETFLIX INC COM 64110L106 864 2,300 SH   SOLE 2,300 0 0
NEXTERA ENERGY INC COM 65339F101 2,166 9,000 SH   SOLE 9,000 0 0
NIKE INC CL B 654106103 827 10,000 SH   SOLE 10,000 0 0
NISOURCE INC COM 65473P105 499 20,000 SH   SOLE 20,000 0 0
NORTHROP GRUMMAN CORP COM 666807102 756 2,500 SH   SOLE 2,500 0 0
NRG ENERGY INC COM NEW 629377508 682 25,000 SH   SOLE 25,000 0 0
NVIDIA CORP COM 67066G104 1,582 6,000 SH   SOLE 6,000 0 0
OCCIDENTAL PETE CORP COM 674599105 125 10,814 SH   SOLE 10,814 0 0
ON SEMICONDUCTOR CORP COM 682189105 124 10,000 SH   SOLE 10,000 0 0
ONEOK INC NEW COM 682680103 305 14,000 SH   SOLE 14,000 0 0
ORACLE CORP COM 68389X105 967 20,000 SH   SOLE 20,000 0 0
OSI SYSTEMS INC COM 671044105 551 8,000 SH   SOLE 8,000 0 0
PALO ALTO NETWORKS INC COM 697435105 328 2,000 SH   SOLE 2,000 0 0
PATRICK INDS INC COM 703343103 366 13,000 SH   SOLE 13,000 0 0
PAYPAL HLDGS INC COM 70450Y103 967 10,100 SH   SOLE 10,100 0 0
PEPSICO INC COM 713448108 1,681 14,000 SH   SOLE 14,000 0 0
PETIQ INC COM CL A 71639T106 743 32,000 SH   SOLE 32,000 0 0
PFIZER INC COM 717081103 1,306 40,000 SH   SOLE 40,000 0 0
PHILIP MORRIS INTL INC COM 718172109 1,094 15,000 SH   SOLE 15,000 0 0
PITNEY BOWES INC COM 724479100 163 80,000 SH   SOLE 80,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 574 6,000 SH   SOLE 6,000 0 0
PPL CORP COM 69351T106 740 30,000 SH   SOLE 30,000 0 0
PROCTER & GAMBLE CO COM 742718109 2,200 20,000 SH   SOLE 20,000 0 0
PROLOGIS INC. COM 74340W103 450 5,600 SH   SOLE 5,600 0 0
PROPETRO HLDG CORP COM 74347M108 125 50,000 SH   SOLE 50,000 0 0
PRUDENTIAL FINL INC COM 744320102 678 13,000 SH   SOLE 13,000 0 0
PTC INC COM 69370C100 367 6,000 SH   SOLE 6,000 0 0
QUALCOMM INC COM 747525103 677 10,000 SH   SOLE 10,000 0 0
RAYTHEON CO COM NEW 755111507 393 3,000 SH   SOLE 3,000 0 0
ROCKWELL AUTOMATION INC COM 773903109 905 6,000 SH   SOLE 6,000 0 0
SALESFORCE COM INC COM 79466L302 1,152 8,000 SH   SOLE 8,000 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 447 5,000 SH   SOLE 5,000 0 0
SLM CORP COM 78442P106 144 20,000 SH   SOLE 20,000 0 0
SOUTHWEST AIRLS CO COM 844741108 534 15,000 SH   SOLE 15,000 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 364 10,000 SH   SOLE 10,000 0 0
SPRINT CORPORATION COM 85207U105 345 40,000 SH   SOLE 40,000 0 0
STRYKER CORP COM 863667101 250 1,500 SH   SOLE 1,500 0 0
SUTTER ROCK CAP CORP COM 86944Q100 586 100,000 SH   SOLE 100,000 0 0
SVB FINANCIAL GROUP COM 78486Q101 604 4,000 SH   SOLE 4,000 0 0
SYNAPTICS INC COM 87157D109 579 10,000 SH   SOLE 10,000 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 104 34,000 SH   SOLE 34,000 0 0
SYNCHRONY FINL COM 87165B103 193 12,000 SH   SOLE 12,000 0 0
TARGET CORP COM 87612E106 465 5,000 SH   SOLE 5,000 0 0
TELADOC HEALTH INC COM 87918A105 930 6,000 SH   SOLE 6,000 0 0
TEXTRON INC COM 883203101 480 18,000 SH   SOLE 18,000 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 208 9,000 SH   SOLE 9,000 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 567 2,000 SH   SOLE 2,000 0 0
THOR INDS INC COM 885160101 506 12,000 SH   SOLE 12,000 0 0
TJX COS INC NEW COM 872540109 411 8,600 SH   SOLE 8,600 0 0
TRUIST FINL CORP COM 89832Q109 673 21,823 SH   SOLE 21,823 0 0
TYSON FOODS INC CL A 902494103 509 8,800 SH   SOLE 8,800 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 497 36,000 SH   SOLE 36,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 747 8,000 SH   SOLE 8,000 0 0
UNITED RENTALS INC COM 911363109 515 5,000 SH   SOLE 5,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 748 3,000 SH   SOLE 3,000 0 0
US BANCORP DEL COM NEW 902973304 881 25,571 SH   SOLE 25,571 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,612 30,000 SH   SOLE 30,000 0 0
VIACOMCBS INC CL B 92556H206 461 32,887 SH   SOLE 32,887 0 0
VISA INC COM CL A 92826C839 2,900 18,000 SH   SOLE 18,000 0 0
WALMART INC COM 931142103 1,477 13,000 SH   SOLE 13,000 0 0
WELLS FARGO CO NEW COM 949746101 1,148 40,000 SH   SOLE 40,000 0 0
WESTERN DIGITAL CORP. COM 958102105 832 20,000 SH   SOLE 20,000 0 0
WEYERHAEUSER CO COM 962166104 170 10,000 SH   SOLE 10,000 0 0
WIDEOPENWEST INC COM 96758W101 143 30,000 SH   SOLE 30,000 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 339 10,000 SH   SOLE 10,000 0 0
XENON PHARMACEUTICALS INC COM 98420N105 125 11,000 SH   SOLE 11,000 0 0
ZIONS BANCORPORATION N A COM 989701107 321 12,000 SH   SOLE 12,000 0 0