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 |
22ND CENTY GROUP INC | COM | 90137F103 | 141 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
ABBOTT LABS | COM | 002824100 | 3,576 | 32,854 | SH | SOLE | 32,854 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 2,011 | 22,964 | SH | SOLE | 22,964 | 0 | 0 | ||
ABM INDS INC | COM | 000957100 | 587 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
ACACIA RESH CORP | ACACIA TCH COM | 003881307 | 69 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ACADIA HEALTHCARE COMPANY IN | COM | 00404A109 | 442 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ACADIA PHARMACEUTICALS INC | COM | 004225108 | 701 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
ACCELERON PHARMA INC | COM | 00434H108 | 1,125 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ACI WORLDWIDE INC | COM | 004498101 | 366 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
ACTIVISION BLIZZARD INC | COM | 00507V109 | 3,805 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
ADTRAN INC | COM | 00738A106 | 103 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ADVANCED MICRO DEVICES INC | COM | 007903107 | 1,394 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
AECOM | COM | 00766T100 | 413 | 9,879 | SH | SOLE | 9,879 | 0 | 0 | ||
AEGION CORP | COM | 00770F104 | 339 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
AFLAC INC | COM | 001055102 | 1,091 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
AGILENT TECHNOLOGIES INC | COM | 00846U101 | 707 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
AGREE REALTY CORP | COM | 008492100 | 255 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
AIR PRODS & CHEMS INC | COM | 009158106 | 1,489 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ALEXION PHARMACEUTICALS INC | COM | 015351109 | 1,373 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
ALIGN TECHNOLOGY INC | COM | 016255101 | 491 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
ALLSTATE CORP | COM | 020002101 | 2,430 | 25,810 | SH | SOLE | 25,810 | 0 | 0 | ||
ALPHABET INC | CAP STK CL C | 02079K107 | 9,383 | 6,385 | SH | SOLE | 6,385 | 0 | 0 | ||
ALPHABET INC | CAP STK CL A | 02079K305 | 4,221 | 2,880 | SH | SOLE | 2,880 | 0 | 0 | ||
ALTABANCORP | COM | 021347109 | 402 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ALTAIR ENGR INC | COM CL A | 021369103 | 504 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 348 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
AMARIN CORP PLC | SPONS ADR NEW | 023111206 | 371 | 88,000 | SH | SOLE | 88,000 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 23,615 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 61 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
AMERICAN ELEC PWR CO INC | COM | 025537101 | 1,206 | 14,760 | SH | SOLE | 14,760 | 0 | 0 | ||
AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 440 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 5,013 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
AMERICAN TOWER CORP NEW | COM | 03027X100 | 6,092 | 25,200 | SH | SOLE | 25,200 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 775 | 7,996 | SH | SOLE | 7,996 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 762 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
ANTERIX INC | COM | 03676C100 | 360 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 537 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
APOLLO ENDOSURGERY INC | COM | 03767D108 | 220 | 130,000 | SH | SOLE | 130,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 36,920 | 318,800 | SH | SOLE | 318,800 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 2,794 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 697 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
ARCOS DORADOS HOLDINGS INC | SHS CLASS -A - | G0457F107 | 266 | 64,853 | SH | SOLE | 64,853 | 0 | 0 | ||
ARCOSA INC | COM | 039653100 | 441 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ARLO TECHNOLOGIES INC | COM | 04206A101 | 210 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
ASHLAND GLOBAL HLDGS INC | COM | 044186104 | 487 | 6,860 | SH | SOLE | 6,860 | 0 | 0 | ||
ASTEC INDS INC | COM | 046224101 | 760 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
ASURE SOFTWARE INC | COM | 04649U102 | 498 | 66,000 | SH | SOLE | 66,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 2,785 | 97,689 | SH | SOLE | 97,689 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 305 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
AUBURN NATL BANCORP | COM | 050473107 | 254 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 589 | 500 | SH | SOLE | 500 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 1,256 | 8,407 | SH | SOLE | 8,407 | 0 | 0 | ||
AVERY DENNISON CORP | COM | 053611109 | 1,278 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
AXOS FINANCIAL INC | COM | 05465C100 | 490 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
BALL CORP | COM | 058498106 | 1,496 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
BANK NEW YORK MELLON CORP | COM | 064058100 | 2,062 | 60,038 | SH | SOLE | 60,038 | 0 | 0 | ||
BANK PRINCETON NEW JERSEY | COM | 064520109 | 200 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 483 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
BEASLEY BROADCAST GROUP INC | CL A | 074014101 | 19 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BECTON DICKINSON & CO | COM | 075887109 | 1,415 | 6,082 | SH | SOLE | 6,082 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 360 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
BIOGEN INC | COM | 09062X103 | 284 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
BIOHAVEN PHARMACTL HLDG CO L | COM | G11196105 | 975 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
BIOTELEMETRY INC | COM | 090672106 | 273 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
BK OF AMERICA CORP | COM | 060505104 | 2,086 | 86,582 | SH | SOLE | 86,582 | 0 | 0 | ||
BLACKBAUD INC | COM | 09227Q100 | 223 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 293 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
BOINGO WIRELESS INC | COM | 09739C102 | 306 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
BOSTON BEER INC | CL A | 100557107 | 1,325 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
BOSTON PROPERTIES INC | COM | 101121101 | 321 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
BOSTON SCIENTIFIC CORP | COM | 101137107 | 1,376 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
BOTTOMLINE TECH DEL INC | COM | 101388106 | 337 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
BRAEMAR HOTELS & RESORTS INC | COM | 10482B101 | 53 | 21,300 | SH | SOLE | 21,300 | 0 | 0 | ||
BRIGHTHOUSE FINL INC | COM | 10922N103 | 217 | 8,069 | SH | SOLE | 8,069 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | RIGHT 99/99/9999 | 110122157 | 50 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | COM | 110122108 | 2,646 | 43,884 | SH | SOLE | 43,884 | 0 | 0 | ||
BROADCOM INC | COM | 11135F101 | 265 | 727 | SH | SOLE | 727 | 0 | 0 | ||
BROOKS AUTOMATION INC NEW | COM | 114340102 | 740 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
BWX TECHNOLOGIES INC | COM | 05605H100 | 422 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
CADENCE BANCORPORATION | CL A | 12739A100 | 206 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
CADENCE DESIGN SYSTEM INC | COM | 127387108 | 1,946 | 18,250 | SH | SOLE | 18,250 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 628 | 8,733 | SH | SOLE | 8,733 | 0 | 0 | ||
CARDINAL HEALTH INC | COM | 14149Y108 | 329 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
CARDIOVASCULAR SYS INC DEL | COM | 141619106 | 315 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CARMAX INC | COM | 143130102 | 551 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
CARRIER GLOBAL CORPORATION | COM | 14448C104 | 794 | 26,002 | SH | SOLE | 26,002 | 0 | 0 | ||
CARS COM INC | COM | 14575E105 | 124 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
CASELLA WASTE SYS INC | CL A | 147448104 | 447 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CAVCO INDS INC DEL | COM | 149568107 | 721 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
CHART INDS INC | COM PAR $0.01 | 16115Q308 | 351 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
CHEGG INC | COM | 163092109 | 1,143 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 1,012 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 2,520 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
CHICOS FAS INC | COM | 168615102 | 10 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 2,930 | 2,356 | SH | SOLE | 2,356 | 0 | 0 | ||
CHUBB LIMITED | COM | H1467J104 | 1,048 | 9,028 | SH | SOLE | 9,028 | 0 | 0 | ||
CHURCHILL DOWNS INC | COM | 171484108 | 983 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
CIRRUS LOGIC INC | COM | 172755100 | 405 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 3,821 | 97,000 | SH | SOLE | 97,000 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 345 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CITRIX SYS INC | COM | 177376100 | 2,754 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
CLEVELAND-CLIFFS INC NEW | COM | 185899101 | 719 | 112,000 | SH | SOLE | 112,000 | 0 | 0 | ||
CLOUDERA INC | COM | 18914U100 | 599 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
CLOVIS ONCOLOGY INC | COM | 189464100 | 76 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 3,110 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
COHERENT INC | COM | 192479103 | 555 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
COLGATE PALMOLIVE CO | COM | 194162103 | 3,086 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
COLONY CR REAL ESTATE INC | COM CL A | 19625T101 | 69 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
COLUMBUS MCKINNON CORP N Y | COM | 199333105 | 397 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
COMCAST CORP NEW | CL A | 20030N101 | 5,875 | 127,000 | SH | SOLE | 127,000 | 0 | 0 | ||
COMMSCOPE HLDG CO INC | COM | 20337X109 | 144 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
COMMVAULT SYSTEMS INC | COM | 204166102 | 326 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CONAGRA BRANDS INC | COM | 205887102 | 893 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 985 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CONSOLIDATED WATER CO INC | ORD | G23773107 | 697 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
CORTEVA INC | COM | 22052L104 | 693 | 24,071 | SH | SOLE | 24,071 | 0 | 0 | ||
COSTAMARE INC | SHS | Y1771G102 | 170 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
COSTCO WHSL CORP NEW | COM | 22160K105 | 4,260 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
COVENANT LOGISTICS GROUP INC | CL A | 22284P105 | 490 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
COVETRUS INC | COM | 22304C100 | 342 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
CPI AEROSTRUCTURES INC | COM NEW | 125919308 | 182 | 68,000 | SH | SOLE | 68,000 | 0 | 0 | ||
CUBIC CORP | COM | 229669106 | 756 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
CUSHMAN WAKEFIELD PLC | SHS | G2717B108 | 208 | 19,800 | SH | SOLE | 19,800 | 0 | 0 | ||
CUTERA INC | COM | 232109108 | 190 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 2,556 | 43,766 | SH | SOLE | 43,766 | 0 | 0 | ||
CYNERGISTEK INC | COM | 23258P105 | 135 | 86,000 | SH | SOLE | 86,000 | 0 | 0 | ||
DANAHER CORPORATION | COM | 235851102 | 1,214 | 5,640 | SH | SOLE | 5,640 | 0 | 0 | ||
DASEKE INC | COM | 23753F107 | 430 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 2,216 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
DELL TECHNOLOGIES INC | CL C | 24703L202 | 246 | 3,628 | SH | SOLE | 3,628 | 0 | 0 | ||
DENTSPLY SIRONA INC | COM | 24906P109 | 262 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 1,407 | 24,350 | SH | SOLE | 24,350 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 5,211 | 42,000 | SH | SOLE | 42,000 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 542 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
DOW INC | COM | 260557103 | 1,133 | 24,071 | SH | SOLE | 24,071 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 1,305 | 14,733 | SH | SOLE | 14,733 | 0 | 0 | ||
DUPONT DE NEMOURS INC | COM | 26614N102 | 1,335 | 24,071 | SH | SOLE | 24,071 | 0 | 0 | ||
DYCOM INDS INC | COM | 267475101 | 211 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
EASTGROUP PPTY INC | COM | 277276101 | 336 | 2,600 | SH | SOLE | 2,600 | 0 | 0 | ||
EASTMAN CHEM CO | COM | 277432100 | 625 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
EBAY INC. | COM | 278642103 | 1,303 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
EBIX INC | COM NEW | 278715206 | 227 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
ECHOSTAR CORP | CL A | 278768106 | 299 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 718 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
EHEALTH INC | COM | 28238P109 | 316 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
ELANCO ANIMAL HEALTH INC | COM | 28414H103 | 257 | 9,204 | SH | SOLE | 9,204 | 0 | 0 | ||
EMCOR GROUP INC | COM | 29084Q100 | 339 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 328 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ENERGY RECOVERY INC | COM | 29270J100 | 484 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
ENOVA INTL INC | COM | 29357K103 | 213 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
ENPRO INDS INC | COM | 29355X107 | 282 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS CORP | CL A | 293639100 | 26 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 33 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
EQUIFAX INC | COM | 294429105 | 2,354 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 770 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
EROS STX GLOBAL CORPORATION | SHS NEW | G3788M114 | 144 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
ESPERION THERAPEUTICS INC NE | COM | 29664W105 | 376 | 10,125 | SH | SOLE | 10,125 | 0 | 0 | ||
ESSENTIAL PPTYS RLTY TR INC | COM | 29670E107 | 183 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 365 | 10,200 | SH | SOLE | 10,200 | 0 | 0 | ||
EXPEDIA GROUP INC | COM NEW | 30212P303 | 355 | 3,875 | SH | SOLE | 3,875 | 0 | 0 | ||
EXTREME NETWORKS INC | COM | 30226D106 | 121 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 2,369 | 69,000 | SH | SOLE | 69,000 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 9,245 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
FARO TECHNOLOGIES INC | COM | 311642102 | 244 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
FEDERAL SIGNAL CORP | COM | 313855108 | 293 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FIBROGEN INC | COM | 31572Q808 | 370 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
FIRST FINL BANCORP OH | COM | 320209109 | 264 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
FIRST HORIZON NATL CORP | COM | 320517105 | 303 | 32,088 | SH | SOLE | 32,088 | 0 | 0 | ||
FIRST INDL RLTY TR INC | COM | 32054K103 | 498 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
FIRST MIDWEST BANCORP DEL | COM | 320867104 | 216 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
FIVE9 INC | COM | 338307101 | 908 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
FLEX LTD | ORD | Y2573F102 | 223 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 132 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
FORD MTR CO DEL | COM | 345370860 | 400 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
FORTRESS TRANS INFRST INVS L | COM REP LTD LIAB | 34960P101 | 685 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
FORWARD AIR CORP | COM | 349853101 | 574 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FOUR CORNERS PPTY TR INC | COM | 35086T109 | 215 | 8,400 | SH | SOLE | 8,400 | 0 | 0 | ||
FRESH DEL MONTE PRODUCE INC | ORD | G36738105 | 229 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
FRESHPET INC | COM | 358039105 | 1,563 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 299 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
G III APPAREL GROUP LTD | COM | 36237H101 | 184 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
GAMESTOP CORP NEW | CL A | 36467W109 | 469 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
GAP INC | COM | 364760108 | 852 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 1,384 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 849 | 136,228 | SH | SOLE | 136,228 | 0 | 0 | ||
GENWORTH FINL INC | COM CL A | 37247D106 | 382 | 114,000 | SH | SOLE | 114,000 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 885 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
GLACIER BANCORP INC NEW | COM | 37637Q105 | 321 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GLOBAL MED REIT INC | COM NEW | 37954A204 | 212 | 15,700 | SH | SOLE | 15,700 | 0 | 0 | ||
GLOBAL NET LEASE INC | COM NEW | 379378201 | 165 | 10,400 | SH | SOLE | 10,400 | 0 | 0 | ||
GLU MOBILE INC | COM | 379890106 | 353 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 2,723 | 13,550 | SH | SOLE | 13,550 | 0 | 0 | ||
GOODRICH PETE CORP | COM PAR | 382410843 | 169 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
GOODYEAR TIRE & RUBR CO | COM | 382550101 | 77 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GRANITE CONSTR INC | COM | 387328107 | 176 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GREAT WESTN BANCORP INC | COM | 391416104 | 174 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
GREEN DOT CORP | CL A | 39304D102 | 557 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
GRIFFON CORP | COM | 398433102 | 195 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
GULFPORT ENERGY CORP | COM NEW | 402635304 | 17 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
HAIN CELESTIAL GROUP INC | COM | 405217100 | 926 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
HALLIBURTON CO | COM | 406216101 | 184 | 15,267 | SH | SOLE | 15,267 | 0 | 0 | ||
HALOZYME THERAPEUTICS INC | COM | 40637H109 | 731 | 27,800 | SH | SOLE | 27,800 | 0 | 0 | ||
HANCOCK WHITNEY CORPORATION | COM | 410120109 | 245 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
HARSCO CORP | COM | 415864107 | 334 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 369 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 299 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | COM | 419879101 | 129 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HAYNES INTERNATIONAL INC | COM NEW | 420877201 | 171 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HEALTHCARE RLTY TR | COM | 421946104 | 235 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
HEALTHEQUITY INC | COM | 42226A107 | 257 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
HEALTHSTREAM INC | COM | 42222N103 | 201 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HECLA MNG CO | COM | 422704106 | 1,753 | 345,000 | SH | SOLE | 345,000 | 0 | 0 | ||
HESKA CORP | COM RESTRC NEW | 42805E306 | 692 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
HESS CORP | COM | 42809H107 | 409 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 281 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
HILL INTL INC | COM | 431466101 | 66 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
HOME BANCSHARES INC | COM | 436893200 | 303 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HOME DEPOT INC | COM | 437076102 | 2,222 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
HONEYWELL INTL INC | COM | 438516106 | 3,292 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
HOPE BANCORP INC | COM | 43940T109 | 228 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
HORACE MANN EDUCATORS CORP N | COM | 440327104 | 468 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
HP INC | COM | 40434L105 | 570 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
HUMANA INC | COM | 444859102 | 2,069 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
HUNT J B TRANS SVCS INC | COM | 445658107 | 1,643 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 469 | 3,333 | SH | SOLE | 3,333 | 0 | 0 | ||
IAC INTERACTIVECORP NEW | COM | 44891N109 | 464 | 3,875 | SH | SOLE | 3,875 | 0 | 0 | ||
IDACORP INC | COM | 451107106 | 400 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
II-VI INC | COM | 902104108 | 261 | 6,438 | SH | SOLE | 6,438 | 0 | 0 | ||
ILLINOIS TOOL WKS INC | COM | 452308109 | 3,864 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
ILLUMINA INC | COM | 452327109 | 618 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
IMMUNOMEDICS INC | COM | 452907108 | 1,275 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
INCYTE CORP | COM | 45337C102 | 359 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
INDEPENDENT BANK CORP MASS | COM | 453836108 | 262 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
INFINERA CORP | COM | 45667G103 | 431 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 5,385 | 104,000 | SH | SOLE | 104,000 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 2,433 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
IONIS PHARMACEUTICALS INC | COM | 462222100 | 569 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 8,188 | 55,000 | SH | SOLE | 55,000 | 0 | 0 | ||
JPMORGAN CHASE & CO | COM | 46625H100 | 7,894 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
JUNIPER NETWORKS INC | COM | 48203R104 | 323 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
KAMAN CORP | COM | 483548103 | 234 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
KANSAS CITY SOUTHERN | COM NEW | 485170302 | 542 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
KENNAMETAL INC | COM | 489170100 | 203 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
KENNEDY-WILSON HOLDINGS INC | COM | 489398107 | 155 | 10,700 | SH | SOLE | 10,700 | 0 | 0 | ||
KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 1,140 | 11,542 | SH | SOLE | 11,542 | 0 | 0 | ||
KIMCO RLTY CORP | COM | 49446R109 | 282 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 459 | 37,265 | SH | SOLE | 37,265 | 0 | 0 | ||
KINDRED BIOSCIENCES INC | COM | 494577109 | 137 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
KLA CORP | COM NEW | 482480100 | 2,906 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
KNOWLES CORP | COM | 49926D109 | 514 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
KOPPERS HOLDINGS INC | COM | 50060P106 | 272 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 459 | 15,329 | SH | SOLE | 15,329 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 712 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
KULICKE & SOFFA INDS INC | COM | 501242101 | 896 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 3,857 | 11,625 | SH | SOLE | 11,625 | 0 | 0 | ||
LAMB WESTON HLDGS INC | COM | 513272104 | 552 | 8,333 | SH | SOLE | 8,333 | 0 | 0 | ||
LANNET INC | COM | 516012101 | 61 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
LATTICE SEMICONDUCTOR CORP | COM | 518415104 | 753 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
LCI INDS | COM | 50189K103 | 531 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
LENDINGTREE INC NEW | COM | 52603B107 | 246 | 800 | SH | SOLE | 800 | 0 | 0 | ||
LIBERTY LATIN AMERICA LTD | COM CL C | G9001E128 | 145 | 17,766 | SH | SOLE | 17,766 | 0 | 0 | ||
LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 477 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
LILLY ELI & CO | COM | 532457108 | 4,227 | 28,560 | SH | SOLE | 28,560 | 0 | 0 | ||
LIMBACH HLDGS INC | COM | 53263P105 | 353 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
LIMELIGHT NETWORKS INC | COM | 53261M104 | 576 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
LIMONEIRA CO | COM | 532746104 | 543 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
LINDE PLC | SHS | G5494J103 | 3,572 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
LINDSAY CORP | COM | 535555106 | 290 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
LIONS GATE ENTMNT CORP | CL B NON VTG | 535919500 | 349 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
LITTELFUSE INC | COM | 537008104 | 372 | 2,100 | SH | SOLE | 2,100 | 0 | 0 | ||
LIVANOVA PLC | SHS | G5509L101 | 271 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
LIVE OAK BANCSHARES INC | COM | 53803X105 | 456 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
LIVENT CORP | COM | 53814L108 | 413 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
LIVEPERSON INC | COM | 538146101 | 260 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
LIVERAMP HLDGS INC | COM | 53815P108 | 362 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 4,147 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
LUMEN TECHNOLOGIES INC | COM | 156700106 | 207 | 20,550 | SH | SOLE | 20,550 | 0 | 0 | ||
LUMENTUM HLDGS INC | COM | 55024U109 | 862 | 11,475 | SH | SOLE | 11,475 | 0 | 0 | ||
MACOM TECH SOLUTIONS HLDGS I | COM | 55405Y100 | 714 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 19 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MAMMOTH ENERGY SVCS INC | COM | 56155L108 | 38 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
MANPOWERGROUP INC | COM | 56418H100 | 220 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 82 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 587 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
MARSH & MCLENNAN COS INC | COM | 571748102 | 3,097 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
MASTEC INC | COM | 576323109 | 549 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
MATADOR RES CO | COM | 576485205 | 99 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
MATCH GROUP INC NEW | COM | 57667L107 | 925 | 8,363 | SH | SOLE | 8,363 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 3,971 | 18,093 | SH | SOLE | 18,093 | 0 | 0 | ||
MCKESSON CORP | COM | 58155Q103 | 745 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
MEDTRONIC PLC | SHS | G5960L103 | 2,598 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MERCK & CO. INC | COM | 58933Y105 | 6,657 | 80,252 | SH | SOLE | 80,252 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 491 | 13,216 | SH | SOLE | 13,216 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC. | COM | 595017104 | 2,569 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 1,409 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 32,180 | 153,000 | SH | SOLE | 153,000 | 0 | 0 | ||
MINERALS TECHNOLOGIES INC | COM | 603158106 | 358 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
MIRATI THERAPEUTICS INC | COM | 60468T105 | 747 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
MISTRAS GROUP INC | COM | 60649T107 | 94 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
MODEL N INC | COM | 607525102 | 494 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
MONDELEZ INTL INC | CL A | 609207105 | 2,642 | 45,987 | SH | SOLE | 45,987 | 0 | 0 | ||
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 283 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 158 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 2,128 | 13,571 | SH | SOLE | 13,571 | 0 | 0 | ||
MSG NETWORK INC | CL A | 553573106 | 182 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
MUELLER WTR PRODS INC | COM SER A | 624758108 | 520 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
MURPHY OIL CORP | COM | 626717102 | 161 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
MURPHY USA INC | COM | 626755102 | 449 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
MYERS INDS INC | COM | 628464109 | 212 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
MYLAN NV | SHS EURO | N59465109 | 219 | 14,750 | SH | SOLE | 14,750 | 0 | 0 | ||
MYOKARDIA INC | COM | 62857M105 | 736 | 5,400 | SH | SOLE | 5,400 | 0 | 0 | ||
NATIONAL CINEMEDIA INC | COM | 635309107 | 84 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
NAVISTAR INTL CORP NEW | COM | 63934E108 | 610 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
NETAPP INC | COM | 64110D104 | 219 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
NETGEAR INC | COM | 64111Q104 | 247 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
NETSCOUT SYS INC | COM | 64115T104 | 436 | 19,977 | SH | SOLE | 19,977 | 0 | 0 | ||
NEW RELIC INC | COM | 64829B100 | 282 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 | 284 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
NEXTERA ENERGY INC | COM | 65339F101 | 2,776 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NEXTGEN HEALTHCARE INC | COM | 65343C102 | 127 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 220 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
NORFOLK SOUTHN CORP | COM | 655844108 | 3,103 | 14,500 | SH | SOLE | 14,500 | 0 | 0 | ||
NORTHERN OIL AND GAS INC MN | COM | 665531307 | 80 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
NORTHERN TR CORP | COM | 665859104 | 390 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 1,924 | 6,100 | SH | SOLE | 6,100 | 0 | 0 | ||
NORTHWEST PIPE CO | COM | 667746101 | 450 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
NORTONLIFELOCK INC | COM | 668771108 | 625 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
NUVASIVE INC | COM | 670704105 | 291 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
NVIDIA CORPORATION | COM | 67066G104 | 1,624 | 3,000 | SH | SOLE | 3,000 | 0 | 0 | ||
OASIS PETROLEUM INC | COM | 674215108 | 11 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ONE GAS INC | COM | 68235P108 | 276 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
ORACLE CORP | COM | 68389X105 | 4,298 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
ORBITAL ENERGY GROUP INC | COM | 68559A109 | 53 | 86,000 | SH | SOLE | 86,000 | 0 | 0 | ||
OSI SYSTEMS INC | COM | 671044105 | 349 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
OTIS WORLDWIDE CORP | COM | 68902V107 | 812 | 13,001 | SH | SOLE | 13,001 | 0 | 0 | ||
OTTER TAIL CORP | COM | 689648103 | 434 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
P A M TRANSN SVCS INC | COM | 693149106 | 376 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 987 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
PARKE BANCORP INC | COM | 700885106 | 158 | 13,200 | SH | SOLE | 13,200 | 0 | 0 | ||
PARKER-HANNIFIN CORP | COM | 701094104 | 1,012 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
PATRICK INDS INC | COM | 703343103 | 748 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 4,926 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PEBBLEBROOK HOTEL TR | COM | 70509V100 | 273 | 21,800 | SH | SOLE | 21,800 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 3,084 | 22,251 | SH | SOLE | 22,251 | 0 | 0 | ||
PETIQ INC | COM CL A | 71639T106 | 560 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 1,907 | 51,956 | SH | SOLE | 51,956 | 0 | 0 | ||
PGT INNOVATIONS INC | COM | 69336V101 | 350 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP | CL A COM | 71742Q106 | 278 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 3,375 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 1,166 | 22,500 | SH | SOLE | 22,500 | 0 | 0 | ||
PHYSICIANS RLTY TR | COM | 71943U104 | 251 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
PIERIS PHARMACEUTICALS INC | COM | 720795103 | 62 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
PITNEY BOWES INC | COM | 724479100 | 467 | 88,000 | SH | SOLE | 88,000 | 0 | 0 | ||
PLUG POWER INC | COM NEW | 72919P202 | 1,046 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 879 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
PORTLAND GEN ELEC CO | COM NEW | 736508847 | 355 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
POWER INTEGRATIONS INC | COM | 739276103 | 476 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
PPG INDS INC | COM | 693506107 | 818 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
PRECIGEN INC | COM | 74017N105 | 53 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
PRESTIGE CONSMR HEALTHCARE I | COM | 74112D101 | 255 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
PRGX GLOBAL INC | COM NEW | 69357C503 | 67 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 2,949 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
PRIMERICA INC | COM | 74164M108 | 566 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 9,729 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
PROLOGIS INC. | COM | 74340W103 | 821 | 8,164 | SH | SOLE | 8,164 | 0 | 0 | ||
PROPETRO HLDG CORP | COM | 74347M108 | 85 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 1,588 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GRP IN | COM | 744573106 | 549 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
PULTE GROUP INC | COM | 745867101 | 463 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
QTS RLTY TR INC | COM CL A | 74736A103 | 504 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 3,530 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
READING INTERNATIONAL INC | CL A | 755408101 | 43 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
REGENERON PHARMACEUTICALS | COM | 75886F107 | 280 | 500 | SH | SOLE | 500 | 0 | 0 | ||
REPUBLIC SVCS INC | COM | 760759100 | 1,400 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
REV GROUP INC | COM | 749527107 | 252 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
REXNORD CORP | COM | 76169B102 | 656 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
RIGEL PHARMACEUTICALS INC | COM NEW | 766559603 | 480 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
RIMINI STR INC DEL | COM | 76674Q107 | 77 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
ROCKWELL AUTOMATION INC | COM | 773903109 | 2,207 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
ROGERS CORP | COM | 775133101 | 245 | 2,500 | SH | SOLE | 2,500 | 0 | 0 | ||
SABRA HEALTH CARE REIT INC | COM | 78573L106 | 161 | 11,703 | SH | SOLE | 11,703 | 0 | 0 | ||
SAFEGUARD SCIENTIFICS INC | COM NEW | 786449207 | 125 | 22,833 | SH | SOLE | 22,833 | 0 | 0 | ||
SAFEHOLD INC | COM | 78645L100 | 621 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 331 | 21,286 | SH | SOLE | 21,286 | 0 | 0 | ||
SCHWAB CHARLES CORP | COM | 808513105 | 906 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
SCHWEITZER-MAUDUIT INTL INC | COM | 808541106 | 274 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
SCIENCE APPLICATIONS INTL CO | COM | 808625107 | 447 | 5,700 | SH | SOLE | 5,700 | 0 | 0 | ||
SECUREWORKS CORP | CL A | 81374A105 | 148 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
SEI INVTS CO | COM | 784117103 | 1,795 | 35,400 | SH | SOLE | 35,400 | 0 | 0 | ||
SELECT ENERGY SVCS INC | CL A COM | 81617J301 | 104 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 346 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
SERVISFIRST BANCSHARES INC | COM | 81768T108 | 306 | 9,000 | SH | SOLE | 9,000 | 0 | 0 | ||
SHYFT GROUP INC | COM | 825698103 | 982 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
SKYLINE CHAMPION CORPORATION | COM | 830830105 | 402 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 919 | 6,318 | SH | SOLE | 6,318 | 0 | 0 | ||
SLM CORP | COM | 78442P106 | 243 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
SMUCKER J M CO | COM NEW | 832696405 | 2,126 | 18,405 | SH | SOLE | 18,405 | 0 | 0 | ||
SOUTH JERSEY INDS INC | COM | 838518108 | 405 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
SOUTH ST CORP | COM | 840441109 | 241 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 922 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 563 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COM | 844895102 | 316 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | COM | 845467109 | 82 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
SPECTRUM BRANDS HLDGS INC NE | COM | 84790A105 | 629 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SPIRIT AIRLS INC | COM | 848577102 | 177 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
SPX CORP | COM | 784635104 | 557 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
ST JOE CO | COM | 790148100 | 805 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
STAG INDL INC | COM | 85254J102 | 576 | 18,900 | SH | SOLE | 18,900 | 0 | 0 | ||
STAMPS COM INC | COM NEW | 852857200 | 482 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
STANLEY BLACK & DECKER INC | COM | 854502101 | 2,656 | 16,375 | SH | SOLE | 16,375 | 0 | 0 | ||
STEEL CONNECT INC | COM | 858098106 | 114 | 210,000 | SH | SOLE | 210,000 | 0 | 0 | ||
STEEL PARTNERS HLDGS L P | LTD PRTRSHIP U | 85814R107 | 226 | 36,600 | SH | SOLE | 36,600 | 0 | 0 | ||
STERLING BANCORP DEL | COM | 85917A100 | 285 | 27,125 | SH | SOLE | 27,125 | 0 | 0 | ||
STIFEL FINL CORP | COM | 860630102 | 202 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
STRYKER CORPORATION | COM | 863667101 | 313 | 1,500 | SH | SOLE | 1,500 | 0 | 0 | ||
SUMMIT HOTEL PPTYS INC | COM | 866082100 | 52 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
SUMMIT MATLS INC | CL A | 86614U100 | 397 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
SUPERIOR INDS INTL INC | COM | 868168105 | 78 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
SURO CAPITAL CORP | COM NEW | 86887Q109 | 477 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
SYNACOR INC | COM | 871561106 | 332 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
SYNAPTICS INC | COM | 87157D109 | 1,287 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 163 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
SYNCHRONY FINANCIAL | COM | 87165B103 | 516 | 19,719 | SH | SOLE | 19,719 | 0 | 0 | ||
SYNNEX CORP | COM | 87162W100 | 833 | 5,947 | SH | SOLE | 5,947 | 0 | 0 | ||
SYNOPSYS INC | COM | 871607107 | 2,299 | 10,742 | SH | SOLE | 10,742 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 1,867 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
TABULA RASA HEALTHCARE INC | COM | 873379101 | 408 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 945 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
TECHNIPFMC PLC | COM | G87110105 | 126 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
TELADOC HEALTH INC | COM | 87918A105 | 789 | 3,600 | SH | SOLE | 3,600 | 0 | 0 | ||
TELIGENT INC NEW | COM NEW | 87960W203 | 17 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM NEW | 88033G407 | 392 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
TERRENO RLTY CORP | COM | 88146M101 | 274 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
TG THERAPEUTICS INC | COM | 88322Q108 | 723 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
THERAVANCE BIOPHARMA INC | COM | G8807B106 | 564 | 38,142 | SH | SOLE | 38,142 | 0 | 0 | ||
THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 2,649 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
THERMON GROUP HLDGS INC | COM | 88362T103 | 225 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
TITAN INTL INC ILL | COM | 88830M102 | 173 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
TITAN MACHY INC | COM | 88830R101 | 159 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
TIVITY HEALTH INC | COM | 88870R102 | 421 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
T-MOBILE US INC | COM | 872590104 | 4,867 | 42,562 | SH | SOLE | 42,562 | 0 | 0 | ||
TRANE TECHNOLOGIES PLC | SHS | G8994E103 | 606 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
TRAVELCENTERS OF AMERICA INC | COM NEW | 89421B109 | 195 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
TRAVELERS COMPANIES INC | COM | 89417E109 | 2,428 | 22,443 | SH | SOLE | 22,443 | 0 | 0 | ||
TREX CO INC | COM | 89531P105 | 716 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
TRINITY INDS INC | COM | 896522109 | 585 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
TRISTATE CAP HLDGS INC | COM | 89678F100 | 212 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
TRIUMPH GROUP INC NEW | COM | 896818101 | 98 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
TRUPANION INC | COM | 898202106 | 1,420 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
TRUSTCO BK CORP N Y | COM | 898349105 | 365 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
TUPPERWARE BRANDS CORP | COM | 899896104 | 323 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
TUTOR PERINI CORP | COM | 901109108 | 223 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
U S XPRESS ENTERPRISES INC | COM CL A | 90338N202 | 388 | 47,000 | SH | SOLE | 47,000 | 0 | 0 | ||
ULTRA CLEAN HLDGS INC | COM | 90385V107 | 322 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
UMH PPTYS INC | COM | 903002103 | 181 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
UNION PAC CORP | COM | 907818108 | 6,694 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
UNISYS CORP | COM NEW | 909214306 | 294 | 27,500 | SH | SOLE | 27,500 | 0 | 0 | ||
UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 214 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
UNUM GROUP | COM | 91529Y106 | 471 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 1,918 | 53,500 | SH | SOLE | 53,500 | 0 | 0 | ||
VALLEY NATL BANCORP | COM | 919794107 | 340 | 49,600 | SH | SOLE | 49,600 | 0 | 0 | ||
VALVOLINE INC | COM | 92047W101 | 359 | 18,833 | SH | SOLE | 18,833 | 0 | 0 | ||
VENATOR MATLS PLC | SHS | G9329Z100 | 116 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
VERINT SYS INC | COM | 92343X100 | 289 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
VERITONE INC | COM | 92347M100 | 147 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 3,867 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
VERTEX PHARMACEUTICALS INC | COM | 92532F100 | 272 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
VIACOMCBS INC | CL B | 92556H206 | 501 | 17,887 | SH | SOLE | 17,887 | 0 | 0 | ||
VICOR CORP | COM | 925815102 | 777 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 235 | 15,087 | SH | SOLE | 15,087 | 0 | 0 | ||
WABASH NATL CORP | COM | 929566107 | 239 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
WALMART INC | COM | 931142103 | 5,596 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 501 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
WAVE LIFE SCIENCES LTD | SHS | Y95308105 | 99 | 11,700 | SH | SOLE | 11,700 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 1,810 | 77,000 | SH | SOLE | 77,000 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 857 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
WIDEOPENWEST INC | COM | 96758W101 | 67 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
WILLIAMS COS INC | COM | 969457100 | 688 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
WINNEBAGO INDS INC | COM | 974637100 | 672 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
WORLD FUEL SVCS CORP | COM | 981475106 | 275 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
WPX ENERGY INC | COM | 98212B103 | 82 | 16,666 | SH | SOLE | 16,666 | 0 | 0 | ||
WW INTL INC | COM | 98262P101 | 359 | 19,000 | SH | SOLE | 19,000 | 0 | 0 | ||
WYNDHAM DESTINATIONS INC | COM | 98310W108 | 457 | 14,859 | SH | SOLE | 14,859 | 0 | 0 | ||
WYNDHAM HOTELS & RESORTS INC | COM | 98311A105 | 902 | 17,859 | SH | SOLE | 17,859 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 1,121 | 16,243 | SH | SOLE | 16,243 | 0 | 0 | ||
XENON PHARMACEUTICALS INC | COM | 98420N105 | 277 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
XEROX HOLDINGS CORP | COM NEW | 98421M106 | 206 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
YUM BRANDS INC | COM | 988498101 | 1,917 | 21,000 | SH | SOLE | 21,000 | 0 | 0 | ||
ZIMMER BIOMET HOLDINGS INC | COM | 98956P102 | 272 | 2,000 | SH | SOLE | 2,000 | 0 | 0 | ||
ZIX CORP | COM | 98974P100 | 187 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
ZOETIS INC | CL A | 98978V103 | 2,576 | 15,578 | SH | SOLE | 15,578 | 0 | 0 |