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 |
1 800 FLOWERS COM INC | CL A | 68243Q106 | 2,917 | 95,600 | SH | SOLE | 95,600 | 0 | 0 | ||
3M CO | COM | 88579Y101 | 6,938 | 39,550 | SH | SOLE | 39,550 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 7,270 | 67,400 | SH | SOLE | 67,400 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | COM | 015857105 | 2,503 | 170,764 | SH | SOLE | 170,764 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 6,760 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTNS COM | COM | 01988P108 | 11,907 | 890,600 | SH | SOLE | 890,600 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 3,221 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
ALLY FINL INC | COM | 02005N100 | 3,114 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
ALPHA & OMEGA SEMICONDUCTOR LT SHS | SHS | G6331P104 | 2,742 | 87,400 | SH | SOLE | 87,400 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 4,684 | 102,900 | SH | SOLE | 102,900 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 5,090 | 62,840 | SH | SOLE | 62,840 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 3,222 | 12,200 | SH | SOLE | 12,200 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 4,710 | 22,150 | SH | SOLE | 22,150 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 3,169 | 22,397 | SH | SOLE | 22,397 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 12,696 | 113,061 | SH | SOLE | 113,061 | 0 | 0 | ||
ASE TECHNOLOGY HLDG CO LTD | SPONSORED ADS | 00215W100 | 117 | 14,922 | SH | SOLE | 14,922 | 0 | 0 | ||
ASSOCIATED BANC CORP | COM | 045487105 | 3,856 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 4,404 | 163,060 | SH | SOLE | 163,060 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 25,162 | 285,286 | SH | SOLE | 285,286 | 0 | 0 | ||
AUTONATION INC | COM | 05329W102 | 4,676 | 38,400 | SH | SOLE | 38,400 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 3,905 | 2,300 | SH | SOLE | 2,300 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 6,367 | 131,000 | SH | SOLE | 131,000 | 0 | 0 | ||
AVIENT CORPORATION | COM | 05368V106 | 13,683 | 295,200 | SH | SOLE | 295,200 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 1,368 | 34,972 | SH | SOLE | 34,972 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 5,438 | 104,900 | SH | SOLE | 104,900 | 0 | 0 | ||
BANKUNITED INC | COM | 06652K103 | 3,137 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
BANNER CORP | COM NEW | 06652V208 | 6,625 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
BCE INC | COM NEW | 05534B760 | 5,276 | 105,400 | SH | SOLE | 105,400 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 7,473 | 432,600 | SH | SOLE | 432,600 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC - CL A | CL A | 084670108 | 25,094 | 61 | SH | SOLE | 61 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 3,399 | 126,000 | SH | SOLE | 126,000 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 11,506 | 189,000 | SH | SOLE | 189,000 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 2,844 | 26,900 | SH | SOLE | 26,900 | 0 | 0 | ||
BIG 5 SPORTING GOODS CORP | COM | 08915P101 | 4,638 | 201,300 | SH | SOLE | 201,300 | 0 | 0 | ||
BIG LOTS INC | COM | 089302103 | 10,073 | 232,300 | SH | SOLE | 232,300 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 2,802 | 9,900 | SH | SOLE | 9,900 | 0 | 0 | ||
BJS WHSL CLUB HLDGS INC | COM | 05550J101 | 16,267 | 296,200 | SH | SOLE | 296,200 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 3,523 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 5,350 | 85,247 | SH | SOLE | 85,247 | 0 | 0 | ||
BLACKROCK INC | COM | 09247X101 | 2,935 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
BLACKSTONE INC | COM CL A | 09260D107 | 3,141 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
BLUELINX HLDGS INC | COM NEW | 09624H208 | 3,612 | 73,900 | SH | SOLE | 73,900 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG CORP CL A | CL A | 099502106 | 2,777 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 5,094 | 186,400 | SH | SOLE | 186,400 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 4,396 | 74,300 | SH | SOLE | 74,300 | 0 | 0 | ||
BRITISH AMERN TOB PLC | SPONSORED ADR | 110448107 | 4,512 | 127,900 | SH | SOLE | 127,900 | 0 | 0 | ||
CADENCE BANCORPORATION | CL A | 12739A100 | 4,831 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
CANADIAN NAT RES LTD | COM | 136385101 | 5,868 | 160,600 | SH | SOLE | 160,600 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 3,401 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 2,592 | 52,400 | SH | SOLE | 52,400 | 0 | 0 | ||
CASEYS GEN STORES INC | COM | 147528103 | 9,724 | 51,600 | SH | SOLE | 51,600 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 15,833 | 643,628 | SH | SOLE | 643,628 | 0 | 0 | ||
CENTRUS ENERGY CORP | CL A | 15643U104 | 5,014 | 129,700 | SH | SOLE | 129,700 | 0 | 0 | ||
CENTURY ALUM CO | COM | 156431108 | 3,673 | 273,100 | SH | SOLE | 273,100 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 25,611 | 262,217 | SH | SOLE | 262,217 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 3,717 | 30,958 | SH | SOLE | 30,958 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 9,321 | 91,875 | SH | SOLE | 91,875 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 13,776 | 253,100 | SH | SOLE | 253,100 | 0 | 0 | ||
CIT GROUP INC | COM NEW | 125581801 | 6,546 | 126,000 | SH | SOLE | 126,000 | 0 | 0 | ||
CITI TRENDS INC | COM | 17306X102 | 3,487 | 47,800 | SH | SOLE | 47,800 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 7,678 | 109,400 | SH | SOLE | 109,400 | 0 | 0 | ||
CLOROX CO DEL | COM | 189054109 | 2,468 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 13,624 | 228,098 | SH | SOLE | 228,098 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 8,980 | 171,150 | SH | SOLE | 171,150 | 0 | 0 | ||
COLFAX CORP | COM | 194014106 | 13,742 | 299,400 | SH | SOLE | 299,400 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 4,580 | 60,600 | SH | SOLE | 60,600 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 13,518 | 443,800 | SH | SOLE | 443,800 | 0 | 0 | ||
COMMUNITY HEALTH SYS INC NEW COM | COM | 203668108 | 3,571 | 305,200 | SH | SOLE | 305,200 | 0 | 0 | ||
CONCENTRIX CORP | COM | 20602D101 | 11,098 | 62,700 | SH | SOLE | 62,700 | 0 | 0 | ||
CONDUENT INC | COM | 206787103 | 124 | 18,839 | SH | SOLE | 18,839 | 0 | 0 | ||
CONNECTONE BANCORP INC | COM | 20786W107 | 7,082 | 236,000 | SH | SOLE | 236,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 5,903 | 87,100 | SH | SOLE | 87,100 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 13,976 | 192,536 | SH | SOLE | 192,536 | 0 | 0 | ||
CORNING INC | COM | 219350105 | 4,236 | 116,100 | SH | SOLE | 116,100 | 0 | 0 | ||
COVETRUS INC | COM | 22304C100 | 1,497 | 82,500 | SH | SOLE | 82,500 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 5,609 | 66,100 | SH | SOLE | 66,100 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 2,947 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
DAKTRONICS INC | COM | 234264109 | 130 | 23,922 | SH | SOLE | 23,922 | 0 | 0 | ||
DANAOS CORPORATION | SHS | Y1968P121 | 8,624 | 105,303 | SH | SOLE | 105,303 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 3,034 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
DOLLAR TREE INC | COM | 256746108 | 2,632 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 24,789 | 339,477 | SH | SOLE | 339,477 | 0 | 0 | ||
DOW INC | COM | 260557103 | 8,528 | 148,150 | SH | SOLE | 148,150 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 8,658 | 77,504 | SH | SOLE | 77,504 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM | 26441C204 | 15,857 | 162,487 | SH | SOLE | 162,487 | 0 | 0 | ||
EASTERN BANKSHARES INC | COM | 27627N105 | 1,929 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 3,337 | 47,900 | SH | SOLE | 47,900 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 2,967 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 25,144 | 631,765 | SH | SOLE | 631,765 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 493 | 4,960 | SH | SOLE | 4,960 | 0 | 0 | ||
ERICSSON | ADR B SEK 10 | 294821608 | 128 | 11,427 | SH | SOLE | 11,427 | 0 | 0 | ||
ESSENTIAL UTILS INC | COM | 29670G102 | 10,981 | 238,300 | SH | SOLE | 238,300 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 6,760 | 82,675 | SH | SOLE | 82,675 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 7,204 | 149,031 | SH | SOLE | 149,031 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 4,777 | 81,210 | SH | SOLE | 81,210 | 0 | 0 | ||
FIRST BANCORP P R | COM NEW | 318672706 | 6,772 | 515,000 | SH | SOLE | 515,000 | 0 | 0 | ||
FIRST MIDWEST BANCORP DEL | COM | 320867104 | 6,178 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
FLUENT INC | COM | 34380C102 | 1,075 | 473,400 | SH | SOLE | 473,400 | 0 | 0 | ||
FLUSHING FINL CORP | COM | 343873105 | 6,893 | 305,000 | SH | SOLE | 305,000 | 0 | 0 | ||
FMC CORP | COM NEW | 302491303 | 2,435 | 26,600 | SH | SOLE | 26,600 | 0 | 0 | ||
FORTIS INC | COM | 349553107 | 8,284 | 186,876 | SH | SOLE | 186,876 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 5,127 | 73,400 | SH | SOLE | 73,400 | 0 | 0 | ||
GLAXOSMITHKLINE PLC | SPONSORED ADR | 37733W105 | 5,189 | 135,800 | SH | SOLE | 135,800 | 0 | 0 | ||
GOGO INC | COM NEW | 38046C109 | 3,918 | 226,500 | SH | SOLE | 226,500 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 3,364 | 8,900 | SH | SOLE | 8,900 | 0 | 0 | ||
GOPRO INC | CL A | 38268T103 | 2,563 | 273,800 | SH | SOLE | 273,800 | 0 | 0 | ||
GREEN BRICK PARTNERS INC | COM | 392709101 | 2,774 | 135,200 | SH | SOLE | 135,200 | 0 | 0 | ||
GROCERY OUTLET HLDG CORP | COM | 39874R101 | 4,987 | 231,200 | SH | SOLE | 231,200 | 0 | 0 | ||
HANCOCK WHITNEY CORPORATION | COM | 410120109 | 6,126 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
HARBORONE BANCORP INC NEW | COM NEW | 41165Y100 | 2,246 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 3,811 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
HELLO GROUP INC | ADS | 423403104 | 108 | 10,202 | SH | SOLE | 10,202 | 0 | 0 | ||
HIBBETT INC | COM | 428567101 | 3,587 | 50,700 | SH | SOLE | 50,700 | 0 | 0 | ||
HINGHAM INSTN SVGS MASS | COM | 433323102 | 7,576 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
HOLOGIC INC | COM | 436440101 | 2,768 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 9,191 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
HOMETRUST BANCSHARES INC | COM | 437872104 | 6,240 | 223,000 | SH | SOLE | 223,000 | 0 | 0 | ||
HOVNANIAN ENTERPRISES INC | CL A NEW | 442487401 | 5,774 | 59,900 | SH | SOLE | 59,900 | 0 | 0 | ||
HP INC | COM | 40434L105 | 6,791 | 248,200 | SH | SOLE | 248,200 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 2,763 | 7,100 | SH | SOLE | 7,100 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 2,675 | 173,000 | SH | SOLE | 173,000 | 0 | 0 | ||
INDEPENDENT BK CORP MASS | COM | 453836108 | 4,379 | 57,500 | SH | SOLE | 57,500 | 0 | 0 | ||
INFRA AND ENERGY ALTRNTIVE INC COM | COM | 45686J104 | 1,583 | 138,500 | SH | SOLE | 138,500 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 6,388 | 119,903 | SH | SOLE | 119,903 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS COM | COM | 459200101 | 9,718 | 69,950 | SH | SOLE | 69,950 | 0 | 0 | ||
INTERPUBLIC GROUP COS INC | COM | 460690100 | 3,792 | 103,400 | SH | SOLE | 103,400 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 2,342 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
JEFFERIES FINL GROUP INC | COM | 47233W109 | 17,551 | 472,700 | SH | SOLE | 472,700 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 4,651 | 28,800 | SH | SOLE | 28,800 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 10,673 | 65,200 | SH | SOLE | 65,200 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 9,018 | 231,700 | SH | SOLE | 231,700 | 0 | 0 | ||
KEARNY FINL CORP MD | COM | 48716P108 | 4,661 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 2,991 | 46,800 | SH | SOLE | 46,800 | 0 | 0 | ||
KEYCORP | COM | 493267108 | 2,162 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
KIMBERLY-CLARK CORP | COM | 494368103 | 2,794 | 21,100 | SH | SOLE | 21,100 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 25,214 | 1,507,101 | SH | SOLE | 1,507,101 | 0 | 0 | ||
KIRKLANDS INC | COM | 497498105 | 2,096 | 109,100 | SH | SOLE | 109,100 | 0 | 0 | ||
KKR & CO INC | COM | 48251W104 | 3,610 | 59,300 | SH | SOLE | 59,300 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 4,547 | 123,500 | SH | SOLE | 123,500 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 9,024 | 223,200 | SH | SOLE | 223,200 | 0 | 0 | ||
LAKELAND BANCORP INC | COM | 511637100 | 6,611 | 375,000 | SH | SOLE | 375,000 | 0 | 0 | ||
LANDS END INC NEW | COM | 51509F105 | 2,380 | 101,100 | SH | SOLE | 101,100 | 0 | 0 | ||
LG DISPLAY CO LTD | SPONS ADR REP | 50186V102 | 125 | 15,739 | SH | SOLE | 15,739 | 0 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 13,823 | 43,600 | SH | SOLE | 43,600 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 14,980 | 297,700 | SH | SOLE | 297,700 | 0 | 0 | ||
LOCKHEED MARTIN CORP | COM | 539830109 | 2,830 | 8,200 | SH | SOLE | 8,200 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 3,428 | 16,900 | SH | SOLE | 16,900 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 17,714 | 113,000 | SH | SOLE | 113,000 | 0 | 0 | ||
LUMBER LIQUIDATORS HLDGS INC COM | COM | 55003T107 | 1,815 | 97,145 | SH | SOLE | 97,145 | 0 | 0 | ||
MANULIFE FINL CORP | COM | 56501R106 | 4,285 | 222,700 | SH | SOLE | 222,700 | 0 | 0 | ||
MARINEMAX INC | COM | 567908108 | 3,256 | 67,100 | SH | SOLE | 67,100 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 3,025 | 8,701 | SH | SOLE | 8,701 | 0 | 0 | ||
MATTEL INC | COM | 577081102 | 13,883 | 748,000 | SH | SOLE | 748,000 | 0 | 0 | ||
MAXAR TECHNOLOGIES INC | COM | 57778K105 | 8,533 | 301,300 | SH | SOLE | 301,300 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 5,304 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 5,673 | 191,207 | SH | SOLE | 191,207 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 11,368 | 151,350 | SH | SOLE | 151,350 | 0 | 0 | ||
MERIDIAN BANCORP INC MD | COM | 58958U103 | 3,654 | 176,000 | SH | SOLE | 176,000 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 8,255 | 85,100 | SH | SOLE | 85,100 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 4,759 | 77,100 | SH | SOLE | 77,100 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 1,112 | 15,129 | SH | SOLE | 15,129 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 3,608 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 4,969 | 85,400 | SH | SOLE | 85,400 | 0 | 0 | ||
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 2,836 | 353,600 | SH | SOLE | 353,600 | 0 | 0 | ||
MOODYS CORP | COM | 615369105 | 2,841 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
MORGAN STANLEY | COM NEW | 617446448 | 3,357 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
MYR GROUP INC DEL | COM | 55405W104 | 4,766 | 47,900 | SH | SOLE | 47,900 | 0 | 0 | ||
NATIONAL FUEL GAS CO | COM | 636180101 | 6,929 | 131,924 | SH | SOLE | 131,924 | 0 | 0 | ||
NATIONAL GRID PLC | SPON ADR NEW | 636274409 | 24,356 | 408,444 | SH | SOLE | 408,444 | 0 | 0 | ||
NEW JERSEY RES CORP | COM | 646025106 | 6,298 | 180,934 | SH | SOLE | 180,934 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 5,019 | 390,000 | SH | SOLE | 390,000 | 0 | 0 | ||
NEWMONT CORP | COM | 651639106 | 4,550 | 83,800 | SH | SOLE | 83,800 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 14,358 | 592,581 | SH | SOLE | 592,581 | 0 | 0 | ||
NOKIA CORP | SPONSORED ADR | 654902204 | 121 | 22,230 | SH | SOLE | 22,230 | 0 | 0 | ||
NORTHWEST NAT HLDG CO | COM | 66765N105 | 3,344 | 72,703 | SH | SOLE | 72,703 | 0 | 0 | ||
NORTHWESTERN CORP | COM NEW | 668074305 | 1,988 | 34,698 | SH | SOLE | 34,698 | 0 | 0 | ||
NORTONLIFELOCK INC. | COM | 668771108 | 3,504 | 138,500 | SH | SOLE | 138,500 | 0 | 0 | ||
NU SKIN ENTERPRISES INC | CL A | 67018T105 | 1,943 | 48,000 | SH | SOLE | 48,000 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 2,848 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
ONE GAS INC | COM | 68235P108 | 8,452 | 133,375 | SH | SOLE | 133,375 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 3,785 | 43,439 | SH | SOLE | 43,439 | 0 | 0 | ||
OREILLY AUTOMOTIVE INC | COM | 67103H107 | 3,666 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
ORGANON & CO | COMMON STOCK | 68622V106 | 343 | 10,450 | SH | SOLE | 10,450 | 0 | 0 | ||
OWENS & MINOR INC NEW | COM | 690732102 | 14,678 | 469,100 | SH | SOLE | 469,100 | 0 | 0 | ||
PACIFIC PREMIER BANCORP | COM | 69478X105 | 2,528 | 61,000 | SH | SOLE | 61,000 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 5,121 | 113,000 | SH | SOLE | 113,000 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 3,123 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 2,769 | 45,300 | SH | SOLE | 45,300 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 5,279 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR | SPONSORED ADR | 71654V408 | 6,065 | 586,600 | SH | SOLE | 586,600 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 5,849 | 136,000 | SH | SOLE | 136,000 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 15,021 | 1,564,649 | SH | SOLE | 1,564,649 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 8,161 | 86,100 | SH | SOLE | 86,100 | 0 | 0 | ||
PLAINS GP HLDGS L P | LTP PARTNR INT A | 72651A207 | 3,138 | 291,255 | SH | SOLE | 291,255 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 1,721 | 61,719 | SH | SOLE | 61,719 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 3,285 | 16,700 | SH | SOLE | 16,700 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 5,159 | 36,900 | SH | SOLE | 36,900 | 0 | 0 | ||
PROGRESSIVE CORP | COM | 743315103 | 2,838 | 31,400 | SH | SOLE | 31,400 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GRP INC COM | COM | 744573106 | 14,262 | 234,190 | SH | SOLE | 234,190 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 2,751 | 59,900 | SH | SOLE | 59,900 | 0 | 0 | ||
QIWI PLC | SPON ADR REP B | 74735M108 | 124 | 14,850 | SH | SOLE | 14,850 | 0 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 21,466 | 188,600 | SH | SOLE | 188,600 | 0 | 0 | ||
QUEST DIAGNOSTICS INC | COM | 74834L100 | 3,400 | 23,400 | SH | SOLE | 23,400 | 0 | 0 | ||
QURATE RETAIL INC | COM SER A | 74915M100 | 2,480 | 243,412 | SH | SOLE | 243,412 | 0 | 0 | ||
RAYONIER ADVANCED MATLS INC | COM | 75508B104 | 2,672 | 356,259 | SH | SOLE | 356,259 | 0 | 0 | ||
RAYTHEON TECHNOLOGIES CORP | COM | 75513E101 | 5,295 | 61,600 | SH | SOLE | 61,600 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 3,631 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 9,990 | 199,000 | SH | SOLE | 199,000 | 0 | 0 | ||
RGC RES INC | COM | 74955L103 | 504 | 22,254 | SH | SOLE | 22,254 | 0 | 0 | ||
ROYAL BK CDA | COM | 780087102 | 5,253 | 52,800 | SH | SOLE | 52,800 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC | SPON ADR B | 780259206 | 4,978 | 111,700 | SH | SOLE | 111,700 | 0 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 12,404 | 226,400 | SH | SOLE | 226,400 | 0 | 0 | ||
SEMPRA | COM | 816851109 | 24,913 | 196,940 | SH | SOLE | 196,940 | 0 | 0 | ||
SHORE BANCSHARES INC | COM | 825107105 | 1,241 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 2,587 | 9,500 | SH | SOLE | 9,500 | 0 | 0 | ||
SIGNET JEWELERS LIMITED | SHS | G81276100 | 5,219 | 66,100 | SH | SOLE | 66,100 | 0 | 0 | ||
SLEEP NUMBER CORP | COM | 83125X103 | 13,723 | 146,800 | SH | SOLE | 146,800 | 0 | 0 | ||
SNAP ON INC | COM | 833034101 | 2,779 | 13,300 | SH | SOLE | 13,300 | 0 | 0 | ||
SOFI TECHNOLOGIES INC | COM | 83406F102 | 1,906 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
SOUTH JERSEY INDS INC | COM | 838518108 | 5,353 | 251,771 | SH | SOLE | 251,771 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 24,924 | 402,200 | SH | SOLE | 402,200 | 0 | 0 | ||
SOUTHWEST GAS HLDGS INC | COM | 844895102 | 8,107 | 121,217 | SH | SOLE | 121,217 | 0 | 0 | ||
SPIRE INC | COM | 84857L101 | 5,628 | 91,991 | SH | SOLE | 91,991 | 0 | 0 | ||
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 2,860 | 162,500 | SH | SOLE | 162,500 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 2,039 | 8,500 | SH | SOLE | 8,500 | 0 | 0 | ||
STERLING BANCORP DEL | COM | 85917A100 | 2,746 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 4,696 | 226,400 | SH | SOLE | 226,400 | 0 | 0 | ||
SUNOPTA INC | COM | 8676EP108 | 1,627 | 182,200 | SH | SOLE | 182,200 | 0 | 0 | ||
SURGERY PARTNERS INC | COM | 86881A100 | 3,065 | 72,400 | SH | SOLE | 72,400 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 6,659 | 63,969 | SH | SOLE | 63,969 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 4,082 | 93,000 | SH | SOLE | 93,000 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 3,363 | 14,700 | SH | SOLE | 14,700 | 0 | 0 | ||
TELLURIAN INC NEW | COM | 87968A104 | 3,553 | 908,690 | SH | SOLE | 908,690 | 0 | 0 | ||
TEXAS CAP BANCSHARES INC | COM | 88224Q107 | 6,062 | 101,000 | SH | SOLE | 101,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 5,100 | 26,533 | SH | SOLE | 26,533 | 0 | 0 | ||
TIMKEN CO | COM | 887389104 | 10,317 | 157,700 | SH | SOLE | 157,700 | 0 | 0 | ||
TITAN MACHY INC | COM | 88830R101 | 3,301 | 127,400 | SH | SOLE | 127,400 | 0 | 0 | ||
TORONTO DOMINION BK ONT | COM NEW | 891160509 | 4,935 | 74,600 | SH | SOLE | 74,600 | 0 | 0 | ||
TOTALENERGIES SE | SPONSORED ADS | 89151E109 | 4,769 | 99,500 | SH | SOLE | 99,500 | 0 | 0 | ||
TRADEWEB MKTS INC | CL A | 892672106 | 2,908 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
TRONOX HOLDINGS PLC | SHS | G9087Q102 | 4,089 | 165,900 | SH | SOLE | 165,900 | 0 | 0 | ||
TURTLE BEACH CORP | COM NEW | 900450206 | 2,889 | 103,860 | SH | SOLE | 103,860 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 5,888 | 138,152 | SH | SOLE | 138,152 | 0 | 0 | ||
ULTRA CLEAN HLDGS INC | COM | 90385V107 | 2,939 | 69,000 | SH | SOLE | 69,000 | 0 | 0 | ||
UNILEVER PLC | SPON ADR NEW | 904767704 | 4,717 | 87,000 | SH | SOLE | 87,000 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 2,568 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
UNITED NAT FOODS INC | COM | 911163103 | 5,365 | 110,800 | SH | SOLE | 110,800 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 5,172 | 28,400 | SH | SOLE | 28,400 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 3,165 | 8,100 | SH | SOLE | 8,100 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 1,010 | 23,598 | SH | SOLE | 23,598 | 0 | 0 | ||
VALMONT INDS INC | COM | 920253101 | 16,224 | 69,003 | SH | SOLE | 69,003 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 10,932 | 202,400 | SH | SOLE | 202,400 | 0 | 0 | ||
VIRNETX HLDG CORP | COM | 92823T108 | 1,769 | 451,300 | SH | SOLE | 451,300 | 0 | 0 | ||
VIRTU FINL INC | CL A | 928254101 | 2,441 | 99,900 | SH | SOLE | 99,900 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 3,007 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
VISTA OUTDOOR INC | COM | 928377100 | 22,102 | 548,300 | SH | SOLE | 548,300 | 0 | 0 | ||
VOXX INTL CORP | CL A | 91829F104 | 1,651 | 144,200 | SH | SOLE | 144,200 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC COM | COM | 931427108 | 4,303 | 91,450 | SH | SOLE | 91,450 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 2,899 | 20,800 | SH | SOLE | 20,800 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 1,688 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
WEC ENERGY GROUP INC | COM | 92939U106 | 24,876 | 282,040 | SH | SOLE | 282,040 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 3,225 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
WESTERN NEW ENG BANCORP INC | COM | 958892101 | 904 | 106,000 | SH | SOLE | 106,000 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 2,895 | 14,200 | SH | SOLE | 14,200 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 19,489 | 109,900 | SH | SOLE | 109,900 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 5,626 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 6,773 | 132,000 | SH | SOLE | 132,000 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 10,025 | 160,399 | SH | SOLE | 160,399 | 0 | 0 | ||
YELLOW CORP | COM | 985510106 | 3,036 | 537,400 | SH | SOLE | 537,400 | 0 | 0 |