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 |
AMERICAN AIRLINES GROUP INC | Common | 02376R102 | 428,760 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
APPLE INC | Common | 037833100 | 2,554,828 | 13,450 | SH | SOLE | 13,450 | 0 | 0 | ||
ACCO BRANDS CORP | Common | 00081T108 | 94,160 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
ADVANCED EMISSIONS SOLUTIONS | Common | 00770C101 | 243,419 | 21,057 | SH | SOLE | 21,057 | 0 | 0 | ||
ARMSTRONG FLOORING INC | Common | 04238R106 | 368,574 | 27,101 | SH | SOLE | 27,101 | 0 | 0 | ||
AGILYSIS INC | Common | 00847J105 | 218,792 | 10,335 | SH | SOLE | 10,335 | 0 | 0 | ||
A H BELO CORPORTAION SERIES A | Common Series A | 001282102 | 305,412 | 82,100 | SH | SOLE | 82,100 | 0 | 0 | ||
AAR CORP | Common | 000361105 | 719,869 | 22,143 | SH | SOLE | 22,143 | 0 | 0 | ||
AKORN INC | Common | 009728106 | 244,640 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
AMC NETWORKS INC-A | Common Series A | 00164V103 | 681,120 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
AMPLIFY ENERGY CORP | Common | 032113102 | 413,345 | 60,786 | SH | SOLE | 60,786 | 0 | 0 | ||
ALPHA & OMEGA SEMICONDUCTOR | Common | G6331P104 | 582,786 | 50,633 | SH | SOLE | 50,633 | 0 | 0 | ||
AMERICAN AXLE & MFG HOLDINGS | Common | 024061103 | 457,920 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
AMERICAN EXPRESS CO | Common | 025816109 | 437,200 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
AUTOZONE INC | Common | 053332102 | 71,688 | 70 | SH | SOLE | 70 | 0 | 0 | ||
NATUS MEDICAL INC | Common | 639050103 | 738,558 | 29,100 | SH | SOLE | 29,100 | 0 | 0 | ||
FRANKLIN RESOURCES INC | Common | 354613101 | 2,651,200 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
B&G FOODS INC | Common | 05508R106 | 993,894 | 40,700 | SH | SOLE | 40,700 | 0 | 0 | ||
BAUSCH HEALTH COS INC | Common | 071734107 | 1,351,090 | 54,700 | SH | SOLE | 54,700 | 0 | 0 | ||
BIOGEN INC | Common | 09062X103 | 1,950,135 | 8,250 | SH | SOLE | 8,250 | 0 | 0 | ||
BLOOMIN' BRANDS INC | Common | 094235108 | 813,910 | 39,800 | SH | SOLE | 39,800 | 0 | 0 | ||
BRISTOL-MYERS SQUIBB CO | Common | 110122108 | 1,059,162 | 22,200 | SH | SOLE | 22,200 | 0 | 0 | ||
BRIGHTSPHERE INVESTMENT GROUP | Common | G1644T109 | 1,003,440 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
BEAZER HOMES USA INC | Common | 07556Q881 | 253,220 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
CITIGROUP INC | Common | 172967424 | 3,590,094 | 57,700 | SH | SOLE | 57,700 | 0 | 0 | ||
CHEMOURS CO/THE | Common | 163851108 | 390,180 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
CITIZENS FINANCIAL GROUP | Common | 174610105 | 2,746,250 | 84,500 | SH | SOLE | 84,500 | 0 | 0 | ||
C&J ENERGY SERVICES INC | Common | 12674R100 | 845,840 | 54,500 | SH | SOLE | 54,500 | 0 | 0 | ||
CLEVELAND-CLIFFS INC | Common | 185899101 | 1,508,490 | 151,000 | SH | SOLE | 151,000 | 0 | 0 | ||
CAPITAL ONE FINANCIAL CORP | Common | 14040H105 | 3,243,093 | 39,700 | SH | SOLE | 39,700 | 0 | 0 | ||
COHU INC | Common | 192576106 | 118,000 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
CANADIAN PACIFIC RAILWAY LTD | Common | 13645T100 | 1,792,461 | 8,700 | SH | SOLE | 8,700 | 0 | 0 | ||
CAMPBELL SOUP CO | Common | 134429109 | 1,624,338 | 42,600 | SH | SOLE | 42,600 | 0 | 0 | ||
CALLON PETROLEUM CO | Common | 13123X102 | 369,950 | 49,000 | SH | SOLE | 49,000 | 0 | 0 | ||
CUTERA INC | Common | 232109108 | 821,190 | 46,500 | SH | SOLE | 46,500 | 0 | 0 | ||
CAMPING WORLD HOLDINGS INC-A | Common | 13462K109 | 361,660 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
DANA INC | Common | 235825205 | 416,890 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
DISCOVER FINANCIAL SERVICES | Common | 254709108 | 1,316,460 | 18,500 | SH | SOLE | 18,500 | 0 | 0 | ||
DINE BRANDS GLOBAL INC | Common | 254423106 | 1,031,577 | 11,300 | SH | SOLE | 11,300 | 0 | 0 | ||
BRINKER INTERNATIONAL INC | Common | 109641100 | 328,412 | 7,400 | SH | SOLE | 7,400 | 0 | 0 | ||
ENDO INTERNATIONAL PLC | Common | G30401106 | 192,720 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
ENTERCOM COMMUNICATIONS-CL A | Common Series A | 293639100 | 162,750 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
FIAT CHRYSLER AUTOMOBILES NV | Common | N31738102 | 386,100 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
FIESTA RESTAURANT GROUP | Common | 31660B101 | 452,295 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
GULF ISLAND FABRICATION INC | Common | 402307102 | 272,349 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
GILEAD SCIENCES INC | Common | 375558103 | 2,268,849 | 34,900 | SH | SOLE | 34,900 | 0 | 0 | ||
GREENLIGHT CAPITAL RE LTD-A | Common Series A | G4095J109 | 564,153 | 51,900 | SH | SOLE | 51,900 | 0 | 0 | ||
GENERAL MOTORS CO | Common | 37045V100 | 408,100 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
GAMESTOP CORP-CLASS A | Common Series A | 36467W109 | 457,200 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
GROUP 1 AUTOMOTIVE INC | Common | 398905109 | 498,190 | 7,700 | SH | SOLE | 7,700 | 0 | 0 | ||
GENESEE & WYOMING INC-CL A | Common Series A | 371559105 | 2,954,046 | 33,900 | SH | SOLE | 33,900 | 0 | 0 | ||
HAWAIIAN HOLDINGS INC | Common | 419879101 | 288,750 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
HAMILTON BEACH BRAND-A | Common Series A | 40701T104 | 192,625 | 8,976 | SH | SOLE | 8,976 | 0 | 0 | ||
ICHOR HOLDINGS LTD | Common | G4740B105 | 858,040 | 38,000 | SH | SOLE | 38,000 | 0 | 0 | ||
INVACARE CORP | Common | 461203101 | 343,413 | 41,029 | SH | SOLE | 41,029 | 0 | 0 | ||
KELLOGG CO | Common | 487836108 | 1,371,382 | 23,900 | SH | SOLE | 23,900 | 0 | 0 | ||
KB HOME | Common | 48666K109 | 676,760 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
KEYCORP | Common | 493267108 | 1,921,500 | 122,000 | SH | SOLE | 122,000 | 0 | 0 | ||
KANSAS CITY SOUTHERN | Common | 485170302 | 742,272 | 6,400 | SH | SOLE | 6,400 | 0 | 0 | ||
LANNETT CO INC | Common | 516012101 | 924,725 | 117,500 | SH | SOLE | 117,500 | 0 | 0 | ||
LEE ENTERPRISES | Common | 523768109 | 347,167 | 105,202 | SH | SOLE | 105,202 | 0 | 0 | ||
LSC COMMUNICATIONS INC | Common | 50218P107 | 241,610 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
LEGG MASON INC | Common | 524901105 | 2,156,756 | 78,800 | SH | SOLE | 78,800 | 0 | 0 | ||
Lincoln National Corp | Common | 534187109 | 393,290 | 6,700 | SH | SOLE | 6,700 | 0 | 0 | ||
LAREDO PETROLEUM INC | Common | 516806106 | 358,440 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
MACY'S INC | Common | 55616P104 | 817,020 | 34,000 | SH | SOLE | 34,000 | 0 | 0 | ||
MAXAR TECHNOLOGIES INC | Common | 57778K105 | 112,560 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
M/I HOMES INC | Common | 55305B101 | 572,330 | 21,500 | SH | SOLE | 21,500 | 0 | 0 | ||
MICHAELS COS INC/THE | Common | 59408Q106 | 342,600 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
MALLINCKRODT PLC | Common | G5785G107 | 610,894 | 28,100 | SH | SOLE | 28,100 | 0 | 0 | ||
MIDSTATES PETROLEUM CO INC | Common | 59804T407 | 711,266 | 72,801 | SH | SOLE | 72,801 | 0 | 0 | ||
MICROSTRATEGY INC-CL A | Common Series A | 594972408 | 926,085 | 6,420 | SH | SOLE | 6,420 | 0 | 0 | ||
MGIC INVESTMENT CORP | Common | 552848103 | 1,872,980 | 142,000 | SH | SOLE | 142,000 | 0 | 0 | ||
MERITOR INC | Common | 59001K100 | 508,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
MATRIX SERVICE CO | Common | 576853105 | 755,788 | 38,600 | SH | SOLE | 38,600 | 0 | 0 | ||
MICRON TECHNOLOGY INC | Common | 595112103 | 533,157 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
MYLAN NV | Common | N59465109 | 99,190 | 3,500 | SH | SOLE | 3,500 | 0 | 0 | ||
NCI BUILDING SYSTEMS INC | Common | 628852204 | 36,960 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
NORFOLK SOUTHERN CORP | Common | 655844108 | 2,765,972 | 14,800 | SH | SOLE | 14,800 | 0 | 0 | ||
NVENT ELECTRIC PLC | Common | G6700G107 | 377,720 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
NEWELL BRANDS INC | Common | 651229106 | 813,020 | 53,000 | SH | SOLE | 53,000 | 0 | 0 | ||
ORTHOFIX MEDICAL INC | Common | 68752M108 | 806,663 | 14,300 | SH | SOLE | 14,300 | 0 | 0 | ||
OWENS & MINOR INC | Common | 690732102 | 241,900 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
ONESPAN INC | Common | 68287N100 | 430,528 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
PHIBRO ANIMAL HEALTH CORP-A | Common Series A | 71742Q106 | 973,500 | 29,500 | SH | SOLE | 29,500 | 0 | 0 | ||
PITNEY BOWES INC | Common | 724479100 | 405,330 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
POSCO- SPON ADR | Common Series ADR | 693483109 | 386,470 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
PHOTRONICS INC | Common | 719405102 | 420,525 | 44,500 | SH | SOLE | 44,500 | 0 | 0 | ||
PERRIGO CO PLC | Common | G97822103 | 1,430,352 | 29,700 | SH | SOLE | 29,700 | 0 | 0 | ||
PARTY CITY HOLDCO INC | Common | 702149105 | 293,780 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
QUORUM HEALTH CORP | Common | 74909E106 | 15,400 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
REALOGY HOLDINGS CORP | Common | 75605Y106 | 1,083,000 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
RANGE RESOURCES CORP | Common | 75281A109 | 370,920 | 33,000 | SH | SOLE | 33,000 | 0 | 0 | ||
RED ROBIN GOURMET BURGERS | Common | 75689M101 | 677,035 | 23,500 | SH | SOLE | 23,500 | 0 | 0 | ||
RIVIERA RESOURCES INC | Common | 76964R104 | 964,680 | 68,955 | SH | SOLE | 68,955 | 0 | 0 | ||
SMART GLOBAL HOLDINGS INC | Common | G8232Y101 | 743,040 | 38,700 | SH | SOLE | 38,700 | 0 | 0 | ||
US SILICA HOLDINGS INC | Common | 90346E103 | 104,160 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
SYNCHRONOSS TECHNOLOGIES INC | Common | 87157B103 | 474,240 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
S&P GLOBAL INC | Common | 78409V104 | 2,231,830 | 10,600 | SH | SOLE | 10,600 | 0 | 0 | ||
SOUTHWESTERN ENERGY CO | Common | 845467109 | 515,900 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
SYNAPTICS INC | Common | 87157D109 | 341,850 | 8,600 | SH | SOLE | 8,600 | 0 | 0 | ||
TERADATA CORP | Common | 88076W103 | 746,415 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
TECK RESOURCES LTD-CLS B | Common Series B | 878742204 | 405,650 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
TENNECO INC-CLASS A | Common | 880349105 | 177,280 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
TEVA PHARMACEUTICAL-SP ADR | Common Series ADR | 881624209 | 2,430,400 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
TRIUMPH GROUP INC | Common | 896818101 | 552,740 | 29,000 | SH | SOLE | 29,000 | 0 | 0 | ||
TENET HEALTHCARE CORP | Common | 88033G407 | 1,309,336 | 45,400 | SH | SOLE | 45,400 | 0 | 0 | ||
TAYLOR MORRISON HOME CORP-A | Common Series A | 87724P106 | 71,000 | 4,000 | SH | SOLE | 4,000 | 0 | 0 | ||
TOLL BROTHERS INC | Common | 889478103 | 488,700 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
TRIBUNE PUBLISHING CO | Common | 89609W107 | 589,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TRI POINTE GROUP INC | Common | 87265H109 | 568,800 | 45,000 | SH | SOLE | 45,000 | 0 | 0 | ||
THIRD POINT REINSURANCE LTD | Common | G8827U100 | 1,266,360 | 122,000 | SH | SOLE | 122,000 | 0 | 0 | ||
ULTRA CLEAN HOLDINGS INC | Common | 90385V107 | 756,585 | 73,100 | SH | SOLE | 73,100 | 0 | 0 | ||
UNITED NATURAL FOODS INC | Common | 911163103 | 475,920 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
UNUM GROUP | Common | 91529Y106 | 422,875 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
UNITED RENTALS INC | Common | 911363109 | 434,150 | 3,800 | SH | SOLE | 3,800 | 0 | 0 | ||
VECTRUS INC | Common | 92242T101 | 1,067,721 | 40,155 | SH | SOLE | 40,155 | 0 | 0 | ||
VIACOM INC-CLASS B | Common Series B | 92553P201 | 1,375,430 | 49,000 | SH | SOLE | 49,000 | 0 | 0 | ||
VAREX IMAGING CORP | Common | 92214X106 | 1,036,728 | 30,600 | SH | SOLE | 30,600 | 0 | 0 | ||
VALVOLINE INC | Common | 92047W101 | 1,150,720 | 62,000 | SH | SOLE | 62,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | Common | 92343V104 | 1,182,600 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
WADDELL & REED FINANCIAL-A | Common Series A | 930059100 | 864,500 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
WINNEBAGO INDUSTRIES | Common | 974637100 | 358,225 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
WHITE MOUNTAINS INSURANCE GP | Common | G9618E107 | 321,142 | 347 | SH | SOLE | 347 | 0 | 0 | ||
WEIGHT WATCHERS INTL INC | Common | 948626106 | 332,475 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
WYNDHAM DESTINATIONS INC | Common | 98310W108 | 2,307,930 | 57,000 | SH | SOLE | 57,000 | 0 | 0 | ||
EXTRACTION OIL & GAS INC | Common | 30227M105 | 418,770 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
ZIONS BANCORP NA | Common | 989701107 | 1,730,121 | 38,100 | SH | SOLE | 38,100 | 0 | 0 |