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 | 12,227 | 69,950 | SH | SOLE | 69,950 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 5,175 | 48,300 | SH | SOLE | 48,300 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 2,552 | 16,200 | SH | SOLE | 16,200 | 0 | 0 | ||
ALAMO GROUP INC | COM | 011311107 | 2,800 | 20,300 | SH | SOLE | 20,300 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | COM | 015857105 | 3,372 | 204,864 | SH | SOLE | 204,864 | 0 | 0 | ||
ALLIANCE DATA SYSTEMS CORP | COM | 018581108 | 4,298 | 58,000 | SH | SOLE | 58,000 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTNS COM | COM | 01988P108 | 14,788 | 1,024,100 | SH | SOLE | 1,024,100 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 1,928 | 1,100 | SH | SOLE | 1,100 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 4,100 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 5,061 | 64,840 | SH | SOLE | 64,840 | 0 | 0 | ||
AMERICAN AIRLS GROUP INC | COM | 02376R102 | 1,522 | 96,500 | SH | SOLE | 96,500 | 0 | 0 | ||
AMERICAN WOODMARK CORPORATION COM | COM | 030506109 | 2,187 | 23,300 | SH | SOLE | 23,300 | 0 | 0 | ||
AMERICAS CAR-MART INC | COM | 03062T105 | 2,537 | 23,096 | SH | SOLE | 23,096 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 7,174 | 31,200 | SH | SOLE | 31,200 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 3,169 | 23,884 | SH | SOLE | 23,884 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 5,273 | 104,600 | SH | SOLE | 104,600 | 0 | 0 | ||
ARCONIC CORPORATION | COM | 03966V107 | 623 | 20,900 | SH | SOLE | 20,900 | 0 | 0 | ||
ARCOSA INC | COM | 039653100 | 3,032 | 55,200 | SH | SOLE | 55,200 | 0 | 0 | ||
ARROW ELECTRS INC | COM | 042735100 | 12,523 | 128,700 | SH | SOLE | 128,700 | 0 | 0 | ||
ASSOCIATED BANC CORP | COM | 045487105 | 1,705 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 3,424 | 119,060 | SH | SOLE | 119,060 | 0 | 0 | ||
ATKORE INTL GROUP INC | COM | 047649108 | 2,491 | 60,600 | SH | SOLE | 60,600 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 26,872 | 281,586 | SH | SOLE | 281,586 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 2,608 | 2,200 | SH | SOLE | 2,200 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 5,213 | 114,700 | SH | SOLE | 114,700 | 0 | 0 | ||
AVIENT CORPORATION | COM | 05368V106 | 13,671 | 339,400 | SH | SOLE | 339,400 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 1,496 | 37,272 | SH | SOLE | 37,272 | 0 | 0 | ||
BANC OF CALIFORNIA INC | COM | 05990K106 | 883 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 4,325 | 101,900 | SH | SOLE | 101,900 | 0 | 0 | ||
BANKUNITED INC | COM | 06652K103 | 2,609 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 7,687 | 432,800 | SH | SOLE | 432,800 | 0 | 0 | ||
BENCHMARK ELECTRS INC | COM | 08160H101 | 1,918 | 71,000 | SH | SOLE | 71,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC - CL A | CL A | 084670108 | 27,130 | 78 | SH | SOLE | 78 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 927 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 3,595 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
BERRY GLOBAL GROUP INC | COM | 08579W103 | 12,216 | 217,400 | SH | SOLE | 217,400 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 5,478 | 54,900 | SH | SOLE | 54,900 | 0 | 0 | ||
BIG LOTS INC | COM | 089302103 | 8,771 | 204,300 | SH | SOLE | 204,300 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 1,690 | 6,900 | SH | SOLE | 6,900 | 0 | 0 | ||
BJS WHSL CLUB HLDGS INC | COM | 05550J101 | 9,831 | 263,700 | SH | SOLE | 263,700 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 2,728 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 5,583 | 90,847 | SH | SOLE | 90,847 | 0 | 0 | ||
BLACKSTONE GROUP INC | COM CL A | 09260D107 | 2,657 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
BMC STK HLDGS INC | COM | 05591B109 | 4,514 | 84,100 | SH | SOLE | 84,100 | 0 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 2,663 | 129,800 | SH | SOLE | 129,800 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 4,342 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
BROOKFIELD ASSET MGMT INC | CL A LTD VT SH | 112585104 | 2,629 | 63,700 | SH | SOLE | 63,700 | 0 | 0 | ||
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 1,686 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
BUCKLE INC | COM | 118440106 | 2,847 | 97,500 | SH | SOLE | 97,500 | 0 | 0 | ||
BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 3,857 | 94,500 | SH | SOLE | 94,500 | 0 | 0 | ||
CADENCE BANCORPORATION | CL A | 12739A100 | 3,366 | 205,000 | SH | SOLE | 205,000 | 0 | 0 | ||
CANADIAN NAT RES LTD | COM | 136385101 | 3,670 | 152,600 | SH | SOLE | 152,600 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 2,768 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
CARLYLE GROUP INC | COM | 14316J108 | 2,515 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 2,385 | 110,100 | SH | SOLE | 110,100 | 0 | 0 | ||
CARVANA CO | CL A | 146869102 | 6,539 | 27,300 | SH | SOLE | 27,300 | 0 | 0 | ||
CASEYS GEN STORES INC | COM | 147528103 | 10,592 | 59,300 | SH | SOLE | 59,300 | 0 | 0 | ||
CATERPILLAR INC | COM | 149123101 | 9,247 | 50,800 | SH | SOLE | 50,800 | 0 | 0 | ||
CBRE GROUP INC | CL A | 12504L109 | 2,615 | 41,700 | SH | SOLE | 41,700 | 0 | 0 | ||
CDW CORP | COM | 12514G108 | 2,441 | 18,521 | SH | SOLE | 18,521 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 11,729 | 542,028 | SH | SOLE | 542,028 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 26,210 | 436,617 | SH | SOLE | 436,617 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 3,631 | 33,558 | SH | SOLE | 33,558 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 8,059 | 95,425 | SH | SOLE | 95,425 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 11,259 | 251,600 | SH | SOLE | 251,600 | 0 | 0 | ||
CIT GROUP INC | COM NEW | 125581801 | 4,236 | 118,000 | SH | SOLE | 118,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 6,295 | 102,100 | SH | SOLE | 102,100 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 14,953 | 245,098 | SH | SOLE | 245,098 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 8,640 | 157,550 | SH | SOLE | 157,550 | 0 | 0 | ||
COGNIZANT TECHNOLOGY SOLUTIONS CL A | CL A | 192446102 | 2,835 | 34,600 | SH | SOLE | 34,600 | 0 | 0 | ||
COLFAX CORP | COM | 194014106 | 15,732 | 411,400 | SH | SOLE | 411,400 | 0 | 0 | ||
COMMERCIAL METALS CO | COM | 201723103 | 10,482 | 510,300 | SH | SOLE | 510,300 | 0 | 0 | ||
CONCENTRIX CORP | COM | 20602D101 | 8,784 | 89,000 | SH | SOLE | 89,000 | 0 | 0 | ||
CONNECTONE BANCORP INC | COM | 20786W107 | 1,979 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 4,799 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 13,199 | 182,636 | SH | SOLE | 182,636 | 0 | 0 | ||
COSAN LTD | SHS A | G25343107 | 2,038 | 110,600 | SH | SOLE | 110,600 | 0 | 0 | ||
CROWN HLDGS INC | COM | 228368106 | 3,497 | 34,900 | SH | SOLE | 34,900 | 0 | 0 | ||
CSX CORP | COM | 126408103 | 2,677 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 3,157 | 13,900 | SH | SOLE | 13,900 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 4,385 | 64,200 | SH | SOLE | 64,200 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 2,647 | 38,400 | SH | SOLE | 38,400 | 0 | 0 | ||
DARDEN RESTAURANTS INC | COM | 237194105 | 2,382 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 3,605 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 4,950 | 123,100 | SH | SOLE | 123,100 | 0 | 0 | ||
DICKS SPORTING GOODS INC | COM | 253393102 | 2,889 | 51,400 | SH | SOLE | 51,400 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 26,762 | 355,877 | SH | SOLE | 355,877 | 0 | 0 | ||
DOW INC | COM | 260557103 | 5,353 | 96,450 | SH | SOLE | 96,450 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 14,776 | 121,704 | SH | SOLE | 121,704 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM | 26441C204 | 15,720 | 171,687 | SH | SOLE | 171,687 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 3,075 | 61,200 | SH | SOLE | 61,200 | 0 | 0 | ||
ELECTRONIC ARTS INC | COM | 285512109 | 3,044 | 21,200 | SH | SOLE | 21,200 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 7,812 | 97,200 | SH | SOLE | 97,200 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 26,275 | 821,365 | SH | SOLE | 821,365 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 495 | 4,960 | SH | SOLE | 4,960 | 0 | 0 | ||
EOG RES INC | COM | 26875P101 | 1,661 | 33,300 | SH | SOLE | 33,300 | 0 | 0 | ||
EQUITABLE HLDGS INC COM | COM | 29452E101 | 2,480 | 96,900 | SH | SOLE | 96,900 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 5,759 | 66,575 | SH | SOLE | 66,575 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 6,596 | 156,231 | SH | SOLE | 156,231 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 4,695 | 113,910 | SH | SOLE | 113,910 | 0 | 0 | ||
FIDELITY NATL INFORMATION SVCS COM | COM | 31620M106 | 2,476 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
FIRST BANCORP P R | COM NEW | 318672706 | 3,919 | 425,000 | SH | SOLE | 425,000 | 0 | 0 | ||
FIRST MIDWEST BANCORP DEL | COM | 320867104 | 3,900 | 245,000 | SH | SOLE | 245,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 2,562 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 5,114 | 581,845 | SH | SOLE | 581,845 | 0 | 0 | ||
FORTIS INC | COM | 349553107 | 8,404 | 205,876 | SH | SOLE | 205,876 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 1,905 | 12,800 | SH | SOLE | 12,800 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 7,503 | 127,600 | SH | SOLE | 127,600 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 5,517 | 132,500 | SH | SOLE | 132,500 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 3,839 | 65,900 | SH | SOLE | 65,900 | 0 | 0 | ||
GLAXOSMITHKLINE PLC | SPONSORED ADR | 37733W105 | 3,923 | 106,600 | SH | SOLE | 106,600 | 0 | 0 | ||
GLOBAL PMTS INC | COM | 37940X102 | 2,844 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,769 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
GROCERY OUTLET HLDG CORP | COM | 39874R101 | 10,433 | 265,800 | SH | SOLE | 265,800 | 0 | 0 | ||
HANCOCK WHITNEY CORPORATION | COM | 410120109 | 4,593 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
HARBORONE BANCORP INC NEW | COM NEW | 41165Y100 | 1,412 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 2,763 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
HENRY SCHEIN INC | COM | 806407102 | 2,360 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
HINGHAM INSTN SVGS MASS | COM | 433323102 | 2,592 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
HOMETRUST BANCSHARES INC | COM | 437872104 | 3,283 | 170,000 | SH | SOLE | 170,000 | 0 | 0 | ||
HOWMET AEROSPACE INC | COM | 443201108 | 2,463 | 86,300 | SH | SOLE | 86,300 | 0 | 0 | ||
INDEPENDENT BANK CORP MASS | COM | 453836108 | 3,652 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
INSEEGO CORP | COM | 45782B104 | 163 | 10,563 | SH | SOLE | 10,563 | 0 | 0 | ||
INSIGHT ENTERPRISES INC | COM | 45765U103 | 2,694 | 35,400 | SH | SOLE | 35,400 | 0 | 0 | ||
INSTALLED BLDG PRODS INC | COM | 45780R101 | 3,619 | 35,500 | SH | SOLE | 35,500 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 1,970 | 39,543 | SH | SOLE | 39,543 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS COM | COM | 459200101 | 10,325 | 82,026 | SH | SOLE | 82,026 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 2,640 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
ITRON INC | COM | 465741106 | 2,848 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
JABIL INC | COM | 466313103 | 2,514 | 59,100 | SH | SOLE | 59,100 | 0 | 0 | ||
JEFFERIES FINL GROUP INC | COM | 47233W109 | 13,370 | 543,500 | SH | SOLE | 543,500 | 0 | 0 | ||
JELD-WEN HLDG INC | COM | 47580P103 | 2,582 | 101,800 | SH | SOLE | 101,800 | 0 | 0 | ||
JINKOSOLAR HLDG CO LTD | SPONSORED ADR | 47759T100 | 6,787 | 109,700 | SH | SOLE | 109,700 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 10,051 | 79,100 | SH | SOLE | 79,100 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 11,340 | 338,300 | SH | SOLE | 338,300 | 0 | 0 | ||
KEARNY FINL CORP MD | COM | 48716P108 | 1,214 | 115,000 | SH | SOLE | 115,000 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 26,070 | 1,907,101 | SH | SOLE | 1,907,101 | 0 | 0 | ||
KOPPERS HOLDINGS INC | COM | 50060P106 | 2,328 | 74,700 | SH | SOLE | 74,700 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 5,837 | 168,400 | SH | SOLE | 168,400 | 0 | 0 | ||
LAKELAND BANCORP INC | COM | 511637100 | 2,667 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 6,383 | 107,100 | SH | SOLE | 107,100 | 0 | 0 | ||
LEIDOS HOLDINGS INC | COM | 525327102 | 2,628 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
LIGHTSPEED POS INC | SUB VTG SHS | 53227R106 | 1,549 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
LITHIA MTRS INC | CL A | 536797103 | 11,824 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
LKQ CORP | COM | 501889208 | 12,063 | 342,300 | SH | SOLE | 342,300 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 16,227 | 155,700 | SH | SOLE | 155,700 | 0 | 0 | ||
M/I HOMES INC | COM | 55305B101 | 2,573 | 58,100 | SH | SOLE | 58,100 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 3,210 | 77,600 | SH | SOLE | 77,600 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 2,768 | 50,400 | SH | SOLE | 50,400 | 0 | 0 | ||
MASTERCARD INCORPORATED | CL A | 57636Q104 | 2,791 | 7,819 | SH | SOLE | 7,819 | 0 | 0 | ||
MATTEL INC | COM | 577081102 | 15,009 | 860,100 | SH | SOLE | 860,100 | 0 | 0 | ||
MAXAR TECHNOLOGIES INC | COM | 57778K105 | 13,371 | 346,500 | SH | SOLE | 346,500 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 6,053 | 229,807 | SH | SOLE | 229,807 | 0 | 0 | ||
MERCK & CO. INC | COM | 58933Y105 | 8,548 | 104,500 | SH | SOLE | 104,500 | 0 | 0 | ||
MERIDIAN BANCORP INC MD | COM | 58958U103 | 3,027 | 203,000 | SH | SOLE | 203,000 | 0 | 0 | ||
MERITAGE HOMES CORP | COM | 59001A102 | 8,108 | 97,900 | SH | SOLE | 97,900 | 0 | 0 | ||
METHODE ELECTRS INC | COM | 591520200 | 2,596 | 67,824 | SH | SOLE | 67,824 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 4,207 | 89,600 | SH | SOLE | 89,600 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 1,417 | 20,229 | SH | SOLE | 20,229 | 0 | 0 | ||
MOODYS CORP | COM | 615369105 | 2,438 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
MSCI INC | COM | 55354G100 | 1,384 | 3,100 | SH | SOLE | 3,100 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 6,039 | 146,824 | SH | SOLE | 146,824 | 0 | 0 | ||
NATIONAL GRID PLC | SPON ADR NEW | 636274409 | 26,165 | 443,244 | SH | SOLE | 443,244 | 0 | 0 | ||
NEOPHOTONICS CORP | COM | 64051T100 | 120 | 13,250 | SH | SOLE | 13,250 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 3,150 | 47,561 | SH | SOLE | 47,561 | 0 | 0 | ||
NEW JERSEY RES CORP | COM | 646025106 | 7,008 | 197,134 | SH | SOLE | 197,134 | 0 | 0 | ||
NEW YORK CMNTY BANCORP INC | COM | 649445103 | 2,690 | 255,000 | SH | SOLE | 255,000 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 14,663 | 639,181 | SH | SOLE | 639,181 | 0 | 0 | ||
NORFOLK SOUTHN CORP | COM | 655844108 | 2,709 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
NORTHWEST NAT HLDG CO | COM | 66765N105 | 3,698 | 80,403 | SH | SOLE | 80,403 | 0 | 0 | ||
NORTHWESTERN CORP | COM NEW | 668074305 | 1,638 | 28,098 | SH | SOLE | 28,098 | 0 | 0 | ||
NUTRIEN LTD | COM | 67077M108 | 5,196 | 107,900 | SH | SOLE | 107,900 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 1,886 | 108,960 | SH | SOLE | 108,960 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 1,877 | 30,100 | SH | SOLE | 30,100 | 0 | 0 | ||
ONE GAS INC | COM | 68235P108 | 11,022 | 143,575 | SH | SOLE | 143,575 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 2,953 | 45,641 | SH | SOLE | 45,641 | 0 | 0 | ||
OWENS & MINOR INC NEW | COM | 690732102 | 11,572 | 427,800 | SH | SOLE | 427,800 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 2,752 | 31,900 | SH | SOLE | 31,900 | 0 | 0 | ||
PACIFIC PREMIER BANCORP | COM | 69478X105 | 3,133 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 3,048 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
PAYCHEX INC | COM | 704326107 | 1,460 | 15,666 | SH | SOLE | 15,666 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 3,045 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 4,671 | 31,500 | SH | SOLE | 31,500 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 6,585 | 178,900 | SH | SOLE | 178,900 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 16,879 | 1,354,649 | SH | SOLE | 1,354,649 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 4,239 | 51,200 | SH | SOLE | 51,200 | 0 | 0 | ||
PIONEER NAT RES CO | COM | 723787107 | 1,948 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
PLAINS GP HLDGS L P | LTP PARTNR INT A | 72651A207 | 2,529 | 299,255 | SH | SOLE | 299,255 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 1,819 | 64,519 | SH | SOLE | 64,519 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 2,664 | 17,600 | SH | SOLE | 17,600 | 0 | 0 | ||
PROGRESSIVE CORP | COM | 743315103 | 2,759 | 27,900 | SH | SOLE | 27,900 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GRP INC COM | COM | 744573106 | 14,359 | 246,290 | SH | SOLE | 246,290 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 2,221 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 8,152 | 53,515 | SH | SOLE | 53,515 | 0 | 0 | ||
QUANTA SVCS INC | COM | 74762E102 | 12,539 | 174,100 | SH | SOLE | 174,100 | 0 | 0 | ||
R1 RCM INC | COM | 749397105 | 4,396 | 183,000 | SH | SOLE | 183,000 | 0 | 0 | ||
RADNET INC | COM | 750491102 | 2,429 | 124,100 | SH | SOLE | 124,100 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 13,774 | 194,500 | SH | SOLE | 194,500 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 3,258 | 85,100 | SH | SOLE | 85,100 | 0 | 0 | ||
RGC RES INC | COM | 74955L103 | 624 | 26,254 | SH | SOLE | 26,254 | 0 | 0 | ||
ROYAL BK CDA | COM | 780087102 | 4,563 | 55,600 | SH | SOLE | 55,600 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC | SPON ADR B | 780259206 | 3,282 | 93,400 | SH | SOLE | 93,400 | 0 | 0 | ||
SCHWAB CHARLES CORP | COM | 808513105 | 636 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 11,919 | 260,300 | SH | SOLE | 260,300 | 0 | 0 | ||
SELECTQUOTE INC | COM | 816307300 | 2,200 | 106,000 | SH | SOLE | 106,000 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 26,111 | 204,940 | SH | SOLE | 204,940 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 2,153 | 59,900 | SH | SOLE | 59,900 | 0 | 0 | ||
SKYLINE CHAMPION CORPORATION COM | COM | 830830105 | 2,256 | 72,900 | SH | SOLE | 72,900 | 0 | 0 | ||
SLEEP NUMBER CORP | COM | 83125X103 | 13,818 | 168,800 | SH | SOLE | 168,800 | 0 | 0 | ||
SONY CORP | SPONSORED ADR | 835699307 | 3,569 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
SOUTH JERSEY INDS INC | COM | 838518108 | 5,189 | 240,771 | SH | SOLE | 240,771 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 26,863 | 437,300 | SH | SOLE | 437,300 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 2,093 | 44,900 | SH | SOLE | 44,900 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COM | 844895102 | 7,564 | 124,517 | SH | SOLE | 124,517 | 0 | 0 | ||
SPIRE INC | COM | 84857L101 | 6,058 | 94,591 | SH | SOLE | 94,591 | 0 | 0 | ||
SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 6,999 | 398,800 | SH | SOLE | 398,800 | 0 | 0 | ||
SQUARE INC | CL A | 852234103 | 2,938 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
STERLING BANCORP DEL | COM | 85917A100 | 2,427 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 2,535 | 151,100 | SH | SOLE | 151,100 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 7,264 | 89,200 | SH | SOLE | 89,200 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 4,143 | 128,000 | SH | SOLE | 128,000 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 2,235 | 30,100 | SH | SOLE | 30,100 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 7,132 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
TC ENERGY CORP | ADR | 87807B107 | 25,477 | 625,653 | SH | SOLE | 625,653 | 0 | 0 | ||
TEEKAY TANKERS LTD | CL A | Y8565N300 | 1,182 | 107,400 | SH | SOLE | 107,400 | 0 | 0 | ||
TELLURIAN INC NEW | COM | 87968A104 | 1,013 | 791,690 | SH | SOLE | 791,690 | 0 | 0 | ||
TEXAS CAP BANCSHARES INC | COM | 88224Q107 | 4,463 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 5,967 | 36,356 | SH | SOLE | 36,356 | 0 | 0 | ||
TIMKEN CO | COM | 887389104 | 14,025 | 181,300 | SH | SOLE | 181,300 | 0 | 0 | ||
TORONTO DOMINION BK ONT | COM NEW | 891160509 | 4,519 | 80,100 | SH | SOLE | 80,100 | 0 | 0 | ||
TOTAL SE | SPONSORED ADS | 89151E109 | 4,007 | 95,600 | SH | SOLE | 95,600 | 0 | 0 | ||
TRACTOR SUPPLY CO | COM | 892356106 | 3,360 | 23,900 | SH | SOLE | 23,900 | 0 | 0 | ||
TRADEWEB MKTS INC | CL A | 892672106 | 2,436 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 849 | 6,050 | SH | SOLE | 6,050 | 0 | 0 | ||
TRIUMPH GROUP INC NEW | COM | 896818101 | 1,375 | 109,500 | SH | SOLE | 109,500 | 0 | 0 | ||
UFP INDUSTRIES INC | COM | 90278Q108 | 2,850 | 51,300 | SH | SOLE | 51,300 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 5,137 | 146,952 | SH | SOLE | 146,952 | 0 | 0 | ||
UNILEVER PLC | SPON ADR NEW | 904767704 | 4,642 | 76,900 | SH | SOLE | 76,900 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 2,728 | 13,100 | SH | SOLE | 13,100 | 0 | 0 | ||
UNITED AIRLS HLDGS INC | COM | 910047109 | 1,367 | 31,600 | SH | SOLE | 31,600 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 11,519 | 68,400 | SH | SOLE | 68,400 | 0 | 0 | ||
UNITED RENTALS INC | COM | 911363109 | 3,850 | 16,600 | SH | SOLE | 16,600 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 1,085 | 24,498 | SH | SOLE | 24,498 | 0 | 0 | ||
VALMONT INDS INC | COM | 920253101 | 13,872 | 79,303 | SH | SOLE | 79,303 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 9,030 | 153,700 | SH | SOLE | 153,700 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 3,278 | 87,988 | SH | SOLE | 87,988 | 0 | 0 | ||
VIATRIS INC | COM | 92556V106 | 315 | 16,831 | SH | SOLE | 16,831 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 2,625 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
VISTA OUTDOOR INC | COM | 928377100 | 12,474 | 525,000 | SH | SOLE | 525,000 | 0 | 0 | ||
VOYA FINANCIAL INC | COM | 929089100 | 2,388 | 40,600 | SH | SOLE | 40,600 | 0 | 0 | ||
WALGREENS BOOTS ALLIANCE INC COM | COM | 931427108 | 7,665 | 192,200 | SH | SOLE | 192,200 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 2,811 | 19,500 | SH | SOLE | 19,500 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 1,686 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
WEC ENERGY GROUP INC | COM | 92939U106 | 26,729 | 290,440 | SH | SOLE | 290,440 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 5,740 | 190,200 | SH | SOLE | 190,200 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 2,140 | 97,522 | SH | SOLE | 97,522 | 0 | 0 | ||
WILLIAMS SONOMA INC | COM | 969904101 | 13,860 | 136,100 | SH | SOLE | 136,100 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 3,849 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 1,851 | 59,400 | SH | SOLE | 59,400 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 11,187 | 167,799 | SH | SOLE | 167,799 | 0 | 0 | ||
XEROX HOLDINGS CORP | COM NEW | 98421M106 | 1,702 | 73,393 | SH | SOLE | 73,393 | 0 | 0 | ||
ZUMIEZ INC | COM | 989817101 | 2,817 | 76,600 | SH | SOLE | 76,600 | 0 | 0 |