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 |
3M CO | COM | 88579Y101 | 7,824 | 44,350 | SH | SOLE | 44,350 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 5,224 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
AECOM | COM | 00766T100 | 13,060 | 302,800 | SH | SOLE | 302,800 | 0 | 0 | ||
AEROJET ROCKETDYNE HLDGS INC COM | COM | 007800105 | 3,648 | 79,900 | SH | SOLE | 79,900 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 2,981 | 149,800 | SH | SOLE | 149,800 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | COM | 015857105 | 3,335 | 235,664 | SH | SOLE | 235,664 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 7,097 | 142,200 | SH | SOLE | 142,200 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 7,238 | 94,240 | SH | SOLE | 94,240 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 1,930 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
AMERICAN FINL GROUP INC OHIO COM | COM | 025932104 | 11,557 | 105,400 | SH | SOLE | 105,400 | 0 | 0 | ||
AMERICAS CAR MART INC | COM | 03062T105 | 3,345 | 30,500 | SH | SOLE | 30,500 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 2,982 | 17,900 | SH | SOLE | 17,900 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 2,347 | 27,600 | SH | SOLE | 27,600 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 9,112 | 37,800 | SH | SOLE | 37,800 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 4,161 | 14,171 | SH | SOLE | 14,171 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 3,736 | 61,200 | SH | SOLE | 61,200 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 5,163 | 111,400 | SH | SOLE | 111,400 | 0 | 0 | ||
ARGO GROUP INTL HLDGS LTD | ADR | G0464B107 | 2,571 | 39,100 | SH | SOLE | 39,100 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 6,181 | 158,160 | SH | SOLE | 158,160 | 0 | 0 | ||
ATLANTIC UN BANKSHARES CORP | COM | 04911A107 | 1,596 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 42,852 | 383,086 | SH | SOLE | 383,086 | 0 | 0 | ||
AUTOMATIC DATA PROCESSING INC COM | COM | 053015103 | 2,221 | 13,026 | SH | SOLE | 13,026 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 8,718 | 170,400 | SH | SOLE | 170,400 | 0 | 0 | ||
AVID TECHNOLOGY INC | COM | 05367P100 | 2,732 | 318,400 | SH | SOLE | 318,400 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 2,547 | 52,972 | SH | SOLE | 52,972 | 0 | 0 | ||
BANC OF CALIFORNIA INC | COM | 05990K106 | 5,584 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 2,818 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC - CL A | CL A | 084670108 | 23,432 | 69 | SH | SOLE | 69 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 2,718 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 5,754 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 3,468 | 39,500 | SH | SOLE | 39,500 | 0 | 0 | ||
BILL COM HLDGS INC | COM | 090043100 | 571 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 10,292 | 131,047 | SH | SOLE | 131,047 | 0 | 0 | ||
BOOT BARN HLDGS INC | COM | 099406100 | 4,101 | 92,100 | SH | SOLE | 92,100 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG CORP CL A | CL A | 099502106 | 3,394 | 47,721 | SH | SOLE | 47,721 | 0 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 4,197 | 111,200 | SH | SOLE | 111,200 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 11,490 | 292,900 | SH | SOLE | 292,900 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 6,092 | 94,900 | SH | SOLE | 94,900 | 0 | 0 | ||
BRITISH AMERN TOB PLC | SPONSORED ADR | 110448107 | 5,634 | 132,700 | SH | SOLE | 132,700 | 0 | 0 | ||
BROOKFIELD ASSET MGMT INC | CL A LTD VT SH | 112585104 | 3,300 | 57,100 | SH | SOLE | 57,100 | 0 | 0 | ||
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 4,609 | 280,000 | SH | SOLE | 280,000 | 0 | 0 | ||
CADENCE BANCORPORATION | CL A | 12739A100 | 4,986 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
CANADIAN NAT RES LTD | COM | 136385101 | 5,668 | 175,200 | SH | SOLE | 175,200 | 0 | 0 | ||
CANADIAN SOLAR INC | COM | 136635109 | 3,125 | 141,400 | SH | SOLE | 141,400 | 0 | 0 | ||
CANNAE HLDGS INC | COM | 13765N107 | 4,083 | 109,800 | SH | SOLE | 109,800 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 2,367 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
CARDTRONICS PLC | SHS CL A | G1991C105 | 3,407 | 76,300 | SH | SOLE | 76,300 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 4,239 | 83,400 | SH | SOLE | 83,400 | 0 | 0 | ||
CARVANA CO | CL A | 146869102 | 4,013 | 43,600 | SH | SOLE | 43,600 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 3,795 | 25,700 | SH | SOLE | 25,700 | 0 | 0 | ||
CBOE GLOBAL MARKETS INC | COM | 12503M108 | 1,860 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
CDW CORP | COM | 12514G108 | 3,938 | 27,568 | SH | SOLE | 27,568 | 0 | 0 | ||
CELANESE CORP DEL | COM | 150870103 | 2,856 | 23,200 | SH | SOLE | 23,200 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 14,639 | 536,828 | SH | SOLE | 536,828 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 41,706 | 682,917 | SH | SOLE | 682,917 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 4,902 | 51,158 | SH | SOLE | 51,158 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 9,945 | 82,525 | SH | SOLE | 82,525 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 3,722 | 77,600 | SH | SOLE | 77,600 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 2,636 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
CME GROUP INC | COM | 12572Q105 | 1,606 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 23,314 | 370,998 | SH | SOLE | 370,998 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 10,832 | 195,700 | SH | SOLE | 195,700 | 0 | 0 | ||
COLUMBIA FINL INC | COM | 197641103 | 2,033 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
CONDUENT INC | COM | 206787103 | 81 | 13,130 | SH | SOLE | 13,130 | 0 | 0 | ||
CONNECTONE BANCORP INC NEW | COM | 20786W107 | 5,787 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 2,198 | 33,800 | SH | SOLE | 33,800 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 24,195 | 267,436 | SH | SOLE | 267,436 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COM | 218681104 | 1,974 | 72,600 | SH | SOLE | 72,600 | 0 | 0 | ||
CORNING NAT GAS HLDG CORP | COM | 219387107 | 220 | 11,099 | SH | SOLE | 11,099 | 0 | 0 | ||
CORTEVA INC | COM | 22052L104 | 871 | 29,466 | SH | SOLE | 29,466 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 3,292 | 11,200 | SH | SOLE | 11,200 | 0 | 0 | ||
CROWN HOLDINGS INC | COM | 228368106 | 12,767 | 176,000 | SH | SOLE | 176,000 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 2,738 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
CVR ENERGY INC | COM | 12662P108 | 2,601 | 64,326 | SH | SOLE | 64,326 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 5,230 | 70,400 | SH | SOLE | 70,400 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 3,154 | 59,800 | SH | SOLE | 59,800 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 5,458 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,719 | 46,500 | SH | SOLE | 46,500 | 0 | 0 | ||
DIGITAL TURBINE INC | COM NEW | 25400W102 | 76 | 10,593 | SH | SOLE | 10,593 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 3,037 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
DOLLAR GEN CORP NEW | COM | 256677105 | 3,572 | 22,900 | SH | SOLE | 22,900 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 42,145 | 508,877 | SH | SOLE | 508,877 | 0 | 0 | ||
DOW INC | COM | 260557103 | 5,384 | 98,366 | SH | SOLE | 98,366 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 24,065 | 185,304 | SH | SOLE | 185,304 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM | 26441C204 | 23,230 | 254,687 | SH | SOLE | 254,687 | 0 | 0 | ||
DUPONT DE NEMOURS INC | COM | 26614N102 | 1,933 | 30,116 | SH | SOLE | 30,116 | 0 | 0 | ||
DXC TECHNOLOGY CO | COM | 23355L106 | 1,441 | 38,337 | SH | SOLE | 38,337 | 0 | 0 | ||
EAGLE BANCORP INC MD | COM | 268948106 | 3,283 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
EGAIN CORP | COM NEW | 28225C806 | 91 | 11,497 | SH | SOLE | 11,497 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 5,285 | 69,300 | SH | SOLE | 69,300 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 41,988 | 1,055,765 | SH | SOLE | 1,055,765 | 0 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 2,427 | 53,500 | SH | SOLE | 53,500 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 882 | 7,360 | SH | SOLE | 7,360 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORPORATIO COM | COM | 294600101 | 12,269 | 918,345 | SH | SOLE | 918,345 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 7,909 | 92,975 | SH | SOLE | 92,975 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 10,059 | 220,631 | SH | SOLE | 220,631 | 0 | 0 | ||
EXP WORLD HOLDINGS INC | COM | 30212W100 | 1,416 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 9,519 | 136,410 | SH | SOLE | 136,410 | 0 | 0 | ||
FABRINET | SHS | G3323L100 | 3,210 | 49,500 | SH | SOLE | 49,500 | 0 | 0 | ||
FAIR ISAAC CORP | COM | 303250104 | 2,340 | 6,245 | SH | SOLE | 6,245 | 0 | 0 | ||
FIDELITY NATL INFORMATION SVCS COM | COM | 31620M106 | 1,391 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FIRST AMERN FINL CORP | COM | 31847R102 | 11,017 | 188,900 | SH | SOLE | 188,900 | 0 | 0 | ||
FIRST BANCORP P R | COM NEW | 318672706 | 5,560 | 525,000 | SH | SOLE | 525,000 | 0 | 0 | ||
FIRST MIDWEST BANCORP DEL | COM | 320867104 | 4,612 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 2,775 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 5,183 | 557,345 | SH | SOLE | 557,345 | 0 | 0 | ||
FORTIS INC | COM | 349553107 | 11,803 | 284,276 | SH | SOLE | 284,276 | 0 | 0 | ||
FRANKLIN FINL NETWORK INC | COM | 35352P104 | 4,463 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
FTI CONSULTING INC | COM | 302941109 | 3,807 | 34,400 | SH | SOLE | 34,400 | 0 | 0 | ||
FUNKO INC | COM CL A | 361008105 | 2,124 | 123,800 | SH | SOLE | 123,800 | 0 | 0 | ||
GAP INC | COM | 364760108 | 1,676 | 94,800 | SH | SOLE | 94,800 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 2,416 | 13,700 | SH | SOLE | 13,700 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 5,635 | 105,200 | SH | SOLE | 105,200 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 4,421 | 120,800 | SH | SOLE | 120,800 | 0 | 0 | ||
GENUINE PARTS CO | COM | 372460105 | 2,550 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 4,685 | 72,100 | SH | SOLE | 72,100 | 0 | 0 | ||
GLAXOSMITHKLINE PLC | SPONSORED ADR | 37733W105 | 5,465 | 116,300 | SH | SOLE | 116,300 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 1,380 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
GREAT LAKES DREDGE & DOCK CORP COM | COM | 390607109 | 3,333 | 294,200 | SH | SOLE | 294,200 | 0 | 0 | ||
GREEN DOT CORP | CL A | 39304D102 | 2,330 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
GREENSKY INC | CL A | 39572G100 | 110 | 12,373 | SH | SOLE | 12,373 | 0 | 0 | ||
HANOVER INS GROUP INC | COM | 410867105 | 11,344 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
HARBORONE BANCORP INC NEW | COM NEW | 41165Y100 | 1,594 | 145,000 | SH | SOLE | 145,000 | 0 | 0 | ||
HAVERTY FURNITURE INC | COM | 419596101 | 2,319 | 115,006 | SH | SOLE | 115,006 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 2,483 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
HINGHAM INSTN SVGS MASS | COM | 433323102 | 5,675 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
HOLLYFRONTIER CORP | COM | 436106108 | 2,155 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
HOMETRUST BANCSHARES INC | COM | 437872104 | 2,281 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
HP INC | COM | 40434L105 | 2,096 | 102,000 | SH | SOLE | 102,000 | 0 | 0 | ||
HSBC HLDGS PLC | SPON ADR NEW | 404280406 | 4,378 | 112,010 | SH | SOLE | 112,010 | 0 | 0 | ||
INDEPENDENT BANK CORP MASS | COM | 453836108 | 5,828 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | COM | 45765U103 | 3,416 | 48,600 | SH | SOLE | 48,600 | 0 | 0 | ||
INSPERITY INC | COM | 45778Q107 | 1,798 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 2,780 | 46,450 | SH | SOLE | 46,450 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS COM | COM | 459200101 | 12,033 | 89,769 | SH | SOLE | 89,769 | 0 | 0 | ||
INTERNATIONAL MNY EXPRESS INC COM | COM | 46005L101 | 1,023 | 85,000 | SH | SOLE | 85,000 | 0 | 0 | ||
INTUIT | COM | 461202103 | 2,055 | 7,844 | SH | SOLE | 7,844 | 0 | 0 | ||
ITRON INC | COM | 465741106 | 12,970 | 154,500 | SH | SOLE | 154,500 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 13,164 | 318,514 | SH | SOLE | 318,514 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 846 | 5,800 | SH | SOLE | 5,800 | 0 | 0 | ||
JOHNSON CTLS INTL PLC | SHS | G51502105 | 5,545 | 136,200 | SH | SOLE | 136,200 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 13,417 | 96,250 | SH | SOLE | 96,250 | 0 | 0 | ||
K12 INC | COM | 48273U102 | 1,569 | 77,100 | SH | SOLE | 77,100 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 11,268 | 328,800 | SH | SOLE | 328,800 | 0 | 0 | ||
KEARNY FINL CORP MD | COM | 48716P108 | 2,144 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 2,822 | 40,800 | SH | SOLE | 40,800 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 43,189 | 2,040,101 | SH | SOLE | 2,040,101 | 0 | 0 | ||
KLA CORP | COM NEW | 482480100 | 3,859 | 21,660 | SH | SOLE | 21,660 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 1,855 | 36,400 | SH | SOLE | 36,400 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 3,149 | 98,000 | SH | SOLE | 98,000 | 0 | 0 | ||
LAKELAND BANCORP INC | COM | 511637100 | 5,040 | 290,000 | SH | SOLE | 290,000 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 3,930 | 13,441 | SH | SOLE | 13,441 | 0 | 0 | ||
LANDSTAR SYS INC | COM | 515098101 | 11,398 | 100,100 | SH | SOLE | 100,100 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 8,098 | 117,300 | SH | SOLE | 117,300 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 2,072 | 15,100 | SH | SOLE | 15,100 | 0 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 12,686 | 86,300 | SH | SOLE | 86,300 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT INC COM | COM | 538034109 | 2,987 | 41,800 | SH | SOLE | 41,800 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 17,002 | 184,300 | SH | SOLE | 184,300 | 0 | 0 | ||
LUXFER HOLDINGS PLC | SHS | G5698W116 | 1,954 | 105,541 | SH | SOLE | 105,541 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 849 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 4,591 | 76,200 | SH | SOLE | 76,200 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 3,047 | 63,500 | SH | SOLE | 63,500 | 0 | 0 | ||
MASTEC INC | COM | 576323109 | 11,196 | 174,500 | SH | SOLE | 174,500 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 3,078 | 10,309 | SH | SOLE | 10,309 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 10,678 | 359,407 | SH | SOLE | 359,407 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 2,542 | 27,950 | SH | SOLE | 27,950 | 0 | 0 | ||
MERIDIAN BANCORP INC MD | COM | 58958U103 | 5,826 | 290,000 | SH | SOLE | 290,000 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 9,588 | 156,900 | SH | SOLE | 156,900 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 5,423 | 106,400 | SH | SOLE | 106,400 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 2,296 | 29,129 | SH | SOLE | 29,129 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 3,039 | 56,500 | SH | SOLE | 56,500 | 0 | 0 | ||
MIDLAND STS BANCORP INC ILL | COM | 597742105 | 1,014 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
MOODYS CORP | COM | 615369105 | 2,849 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 6,216 | 121,600 | SH | SOLE | 121,600 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 10,282 | 220,924 | SH | SOLE | 220,924 | 0 | 0 | ||
NATIONAL GRID PLC | SPON ADR NEW | 636274409 | 41,916 | 668,844 | SH | SOLE | 668,844 | 0 | 0 | ||
NCR CORP NEW | COM | 62886E108 | 13,152 | 374,064 | SH | SOLE | 374,064 | 0 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 10,770 | 241,634 | SH | SOLE | 241,634 | 0 | 0 | ||
NEWS CORP NEW | CL A | 65249B109 | 11,306 | 799,600 | SH | SOLE | 799,600 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 26,442 | 949,781 | SH | SOLE | 949,781 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 2,855 | 8,300 | SH | SOLE | 8,300 | 0 | 0 | ||
NORTHWEST NAT HLDG CO | COM | 66765N105 | 9,084 | 123,203 | SH | SOLE | 123,203 | 0 | 0 | ||
NORTHWESTERN CORP | COM NEW | 668074305 | 3,039 | 42,398 | SH | SOLE | 42,398 | 0 | 0 | ||
NRG ENERGY INC | COM NEW | 629377508 | 2,540 | 63,900 | SH | SOLE | 63,900 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 2,184 | 38,800 | SH | SOLE | 38,800 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 3,618 | 950 | SH | SOLE | 950 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 2,957 | 71,760 | SH | SOLE | 71,760 | 0 | 0 | ||
OCEANFIRST FINL CORP | COM | 675234108 | 3,767 | 147,500 | SH | SOLE | 147,500 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 10,655 | 476,300 | SH | SOLE | 476,300 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 2,576 | 31,800 | SH | SOLE | 31,800 | 0 | 0 | ||
ONE GAS INC | COM | 68235P108 | 20,256 | 216,475 | SH | SOLE | 216,475 | 0 | 0 | ||
OPUS BK IRVINE CALIF | COM | 684000102 | 5,691 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
OSI SYSTEMS INC | COM | 671044105 | 3,042 | 30,200 | SH | SOLE | 30,200 | 0 | 0 | ||
OWENS CORNING NEW | COM | 690742101 | 11,852 | 182,000 | SH | SOLE | 182,000 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 2,729 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
PACKAGING CORP AMER | COM | 695156109 | 12,039 | 107,500 | SH | SOLE | 107,500 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 574 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
PARKER HANNIFIN CORP | COM | 701094104 | 2,799 | 13,600 | SH | SOLE | 13,600 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 2,488 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
PAYSIGN INC | COM | 70451A104 | 914 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
PENNANT GROUP INC | COM | 70805E109 | 896 | 27,100 | SH | SOLE | 27,100 | 0 | 0 | ||
PEOPLES UTD FINL INC | COM | 712704105 | 3,549 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 8,474 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
PERFORMANCE FOOD GROUP CO | COM | 71377A103 | 3,562 | 69,200 | SH | SOLE | 69,200 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 9,893 | 252,500 | SH | SOLE | 252,500 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 4,701 | 432,449 | SH | SOLE | 432,449 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 4,978 | 58,500 | SH | SOLE | 58,500 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 5,593 | 50,200 | SH | SOLE | 50,200 | 0 | 0 | ||
PLAINS GP HLDGS L P | LTP PARTNR INT A | 72651A207 | 8,078 | 426,255 | SH | SOLE | 426,255 | 0 | 0 | ||
POST HLDGS INC | COM | 737446104 | 2,760 | 25,300 | SH | SOLE | 25,300 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 9,362 | 260,919 | SH | SOLE | 260,919 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 2,961 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 7,419 | 59,400 | SH | SOLE | 59,400 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 2,686 | 37,100 | SH | SOLE | 37,100 | 0 | 0 | ||
PROPETRO HLDG CORP | COM | 74347M108 | 1,392 | 123,700 | SH | SOLE | 123,700 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GRP INC COM | COM | 744573106 | 25,031 | 423,890 | SH | SOLE | 423,890 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 8,152 | 92,397 | SH | SOLE | 92,397 | 0 | 0 | ||
R1 RCM INC | COM | 749397105 | 3,496 | 269,300 | SH | SOLE | 269,300 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 3,703 | 128,400 | SH | SOLE | 128,400 | 0 | 0 | ||
RGC RES INC | COM | 74955L103 | 979 | 34,254 | SH | SOLE | 34,254 | 0 | 0 | ||
RH | COM | 74967X103 | 14,027 | 65,700 | SH | SOLE | 65,700 | 0 | 0 | ||
ROYAL BK CDA MONTREAL QUE | COM | 780087102 | 4,910 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 4,342 | 72,400 | SH | SOLE | 72,400 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 4,301 | 107,000 | SH | SOLE | 107,000 | 0 | 0 | ||
SCIENTIFIC GAMES CORP | COM | 80874P109 | 15,329 | 572,400 | SH | SOLE | 572,400 | 0 | 0 | ||
SCRIPPS E W CO OHIO | CL A NEW | 811054402 | 1,990 | 126,700 | SH | SOLE | 126,700 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 42,148 | 278,240 | SH | SOLE | 278,240 | 0 | 0 | ||
SERVISFIRST BANCSHARES INC | COM | 81768T108 | 2,543 | 67,500 | SH | SOLE | 67,500 | 0 | 0 | ||
SILVERGATE CAP CORP | CL A | 82837P408 | 1,146 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 13,277 | 307,400 | SH | SOLE | 307,400 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 3,506 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
SLEEP NUMBER CORP | COM | 83125X103 | 2,846 | 57,800 | SH | SOLE | 57,800 | 0 | 0 | ||
SONOCO PRODS CO | COM | 835495102 | 2,703 | 43,800 | SH | SOLE | 43,800 | 0 | 0 | ||
SOUTH JERSEY INDS INC | COM | 838518108 | 10,708 | 324,671 | SH | SOLE | 324,671 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 42,246 | 663,200 | SH | SOLE | 663,200 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 2,364 | 43,800 | SH | SOLE | 43,800 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COM | 844895102 | 14,041 | 184,817 | SH | SOLE | 184,817 | 0 | 0 | ||
SPIRE INC | COM | 84857L101 | 14,454 | 173,491 | SH | SOLE | 173,491 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HLDGS INC COM CL A | COM CL A | 848574109 | 1,771 | 24,300 | SH | SOLE | 24,300 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 2,064 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
STEPAN CO | COM | 858586100 | 3,145 | 30,700 | SH | SOLE | 30,700 | 0 | 0 | ||
STERLING BANCORP DEL | COM | 85917A100 | 2,108 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 4,756 | 145,000 | SH | SOLE | 145,000 | 0 | 0 | ||
SUNPOWER CORP | COM | 867652406 | 8,368 | 1,072,800 | SH | SOLE | 1,072,800 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 18,698 | 284,300 | SH | SOLE | 284,300 | 0 | 0 | ||
SYNEOS HEALTH INC | CL A | 87166B102 | 16,017 | 269,300 | SH | SOLE | 269,300 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 12,932 | 100,400 | SH | SOLE | 100,400 | 0 | 0 | ||
TAPESTRY INC | COM | 876030107 | 1,839 | 68,200 | SH | SOLE | 68,200 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 12,795 | 99,800 | SH | SOLE | 99,800 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP | COM | 87724P106 | 9,461 | 432,800 | SH | SOLE | 432,800 | 0 | 0 | ||
TC ENERGY CORP | ADR | 87807B107 | 42,614 | 799,353 | SH | SOLE | 799,353 | 0 | 0 | ||
TECH DATA CORP | COM | 878237106 | 3,735 | 26,009 | SH | SOLE | 26,009 | 0 | 0 | ||
TELLURIAN INC NEW | COM | 87968A104 | 5,531 | 759,690 | SH | SOLE | 759,690 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 3,427 | 90,100 | SH | SOLE | 90,100 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC COM | COM | 88224Q107 | 2,129 | 37,500 | SH | SOLE | 37,500 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 5,779 | 45,050 | SH | SOLE | 45,050 | 0 | 0 | ||
THE CHARLES SCHWAB CORPORATION COM | COM | 808513105 | 1,427 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
TOLL BROTHERS INC | COM | 889478103 | 10,869 | 275,100 | SH | SOLE | 275,100 | 0 | 0 | ||
TORONTO DOMINION BK ONT | COM NEW | 891160509 | 4,698 | 83,700 | SH | SOLE | 83,700 | 0 | 0 | ||
TOTAL S A | SPONSORED ADR | 89151E109 | 4,689 | 84,800 | SH | SOLE | 84,800 | 0 | 0 | ||
TREEHOUSE FOODS INC | COM | 89469A104 | 2,129 | 43,900 | SH | SOLE | 43,900 | 0 | 0 | ||
TRICO BANCSHARES | COM | 896095106 | 1,734 | 42,500 | SH | SOLE | 42,500 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 10,547 | 233,552 | SH | SOLE | 233,552 | 0 | 0 | ||
UNILEVER PLC | SPON ADR NEW | 904767704 | 4,911 | 85,900 | SH | SOLE | 85,900 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 7,504 | 64,100 | SH | SOLE | 64,100 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 2,213 | 35,798 | SH | SOLE | 35,798 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 296 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 13,465 | 219,300 | SH | SOLE | 219,300 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 3,416 | 81,388 | SH | SOLE | 81,388 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 2,910 | 15,485 | SH | SOLE | 15,485 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC COM | COM | 931427108 | 3,773 | 64,000 | SH | SOLE | 64,000 | 0 | 0 | ||
WARRIOR MET COAL INC | COM | 93627C101 | 1,859 | 88,000 | SH | SOLE | 88,000 | 0 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 916 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 2,735 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
WEC ENERGY GROUP INC | COM | 92939U106 | 38,390 | 416,240 | SH | SOLE | 416,240 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 6,246 | 116,100 | SH | SOLE | 116,100 | 0 | 0 | ||
WESTLAKE CHEM CORP | COM | 960413102 | 2,097 | 29,900 | SH | SOLE | 29,900 | 0 | 0 | ||
WHIRLPOOL CORP | COM | 963320106 | 10,637 | 72,100 | SH | SOLE | 72,100 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 12,096 | 164,700 | SH | SOLE | 164,700 | 0 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 4,025 | 92,700 | SH | SOLE | 92,700 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 16,437 | 258,899 | SH | SOLE | 258,899 | 0 | 0 |