The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
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 484 220,000 SH   SOLE   220,000 0 0
AAR CORP COM 000361105 290 8,000 SH   SOLE   8,000 0 0
ABBOTT LABS COM 002824100 3,597 32,854 SH   SOLE   32,854 0 0
ABBVIE INC COM 00287Y109 2,461 22,964 SH   SOLE   22,964 0 0
ABM INDS INC COM 000957100 605 16,000 SH   SOLE   16,000 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 79 20,000 SH   SOLE   20,000 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 754 15,000 SH   SOLE   15,000 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 909 17,000 SH   SOLE   17,000 0 0
ACCELERON PHARMA INC COM 00434H108 1,279 10,000 SH   SOLE   10,000 0 0
ACI WORLDWIDE INC COM 004498101 538 14,000 SH   SOLE   14,000 0 0
ACTIVISION BLIZZARD INC COM 00507V109 4,364 47,000 SH   SOLE   47,000 0 0
ADTRAN INC COM 00738A106 148 10,000 SH   SOLE   10,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,559 17,000 SH   SOLE   17,000 0 0
AECOM COM 00766T100 492 9,879 SH   SOLE   9,879 0 0
AEGION CORP COM 00770F104 456 24,000 SH   SOLE   24,000 0 0
AFLAC INC COM 001055102 1,334 30,000 SH   SOLE   30,000 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 829 7,000 SH   SOLE   7,000 0 0
AGREE REALTY CORP COM 008492100 266 4,000 SH   SOLE   4,000 0 0
AIR PRODS & CHEMS INC COM 009158106 1,366 5,000 SH   SOLE   5,000 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,875 12,000 SH   SOLE   12,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 802 1,500 SH   SOLE   1,500 0 0
ALLSTATE CORP COM 020002101 2,837 25,810 SH   SOLE   25,810 0 0
ALPHABET INC CAP STK CL A 02079K305 5,048 2,880 SH   SOLE   2,880 0 0
ALPHABET INC CAP STK CL C 02079K107 11,186 6,385 SH   SOLE   6,385 0 0
ALTABANCORP COM 021347109 558 20,000 SH   SOLE   20,000 0 0
ALTAIR ENGR INC COM CL A 021369103 698 12,000 SH   SOLE   12,000 0 0
ALTRIA GROUP INC COM 02209S103 369 9,000 SH   SOLE   9,000 0 0
AMARIN CORP PLC SPONS ADR NEW 023111206 430 88,000 SH   SOLE   88,000 0 0
AMAZON COM INC COM 023135106 24,101 7,400 SH   SOLE   7,400 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 28 13,000 SH   SOLE   13,000 0 0
AMERICAN ASSETS TR INC COM 024013104 228 7,900 SH   SOLE   7,900 0 0
AMERICAN ELEC PWR CO INC COM 025537101 1,229 14,760 SH   SOLE   14,760 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 553 20,000 SH   SOLE   20,000 0 0
AMERICAN EXPRESS CO COM 025816109 6,046 50,000 SH   SOLE   50,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 208 5,500 SH   SOLE   5,500 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,656 25,200 SH   SOLE   25,200 0 0
AMERISOURCEBERGEN CORP COM 03073E105 782 7,996 SH   SOLE   7,996 0 0
AMGEN INC COM 031162100 690 3,000 SH   SOLE   3,000 0 0
ANTERIX INC COM 03676C100 414 11,000 SH   SOLE   11,000 0 0
ANTHEM INC COM 036752103 642 2,000 SH   SOLE   2,000 0 0
APOLLO ENDOSURGERY INC COM 03767D108 442 130,000 SH   SOLE   130,000 0 0
APPLE INC COM 037833100 39,913 300,800 SH   SOLE   300,800 0 0
APPLIED MATLS INC COM 038222105 4,056 47,000 SH   SOLE   47,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 756 15,000 SH   SOLE   15,000 0 0
ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 326 64,853 SH   SOLE   64,853 0 0
ARCOSA INC COM 039653100 549 10,000 SH   SOLE   10,000 0 0
ARLO TECHNOLOGIES INC COM 04206A101 312 40,000 SH   SOLE   40,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 543 6,860 SH   SOLE   6,860 0 0
ASTEC INDS INC COM 046224101 810 14,000 SH   SOLE   14,000 0 0
ASURE SOFTWARE INC COM 04649U102 469 66,000 SH   SOLE   66,000 0 0
AT&T INC COM 00206R102 2,810 97,689 SH   SOLE   97,689 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 273 5,000 SH   SOLE   5,000 0 0
AUBURN NATL BANCORP COM 050473107 292 7,000 SH   SOLE   7,000 0 0
AUTOZONE INC COM 053332102 593 500 SH   SOLE   500 0 0
AVALONBAY CMNTYS INC COM 053484101 1,349 8,407 SH   SOLE   8,407 0 0
AVERY DENNISON CORP COM 053611109 1,551 10,000 SH   SOLE   10,000 0 0
AXOS FINANCIAL INC COM 05465C100 788 21,000 SH   SOLE   21,000 0 0
BALL CORP COM 058498106 1,677 18,000 SH   SOLE   18,000 0 0
BANK NEW YORK MELLON CORP COM 064058100 2,548 60,038 SH   SOLE   60,038 0 0
BANK PRINCETON NEW JERSEY COM 064520109 258 11,000 SH   SOLE   11,000 0 0
BAXTER INTL INC COM 071813109 481 6,000 SH   SOLE   6,000 0 0
BEACON ROOFING SUPPLY INC COM 073685109 201 5,000 SH   SOLE   5,000 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 22 15,000 SH   SOLE   15,000 0 0
BECTON DICKINSON & CO COM 075887109 1,522 6,082 SH   SOLE   6,082 0 0
BED BATH & BEYOND INC COM 075896100 426 24,000 SH   SOLE   24,000 0 0
BIOGEN INC COM 09062X103 245 1,000 SH   SOLE   1,000 0 0
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 1,286 15,000 SH   SOLE   15,000 0 0
BIOTELEMETRY INC COM 090672106 432 6,000 SH   SOLE   6,000 0 0
BK OF AMERICA CORP COM 060505104 2,624 86,582 SH   SOLE   86,582 0 0
BLACKBAUD INC COM 09227Q100 230 4,000 SH   SOLE   4,000 0 0
BLOCK H & R INC COM 093671105 285 18,000 SH   SOLE   18,000 0 0
BOINGO WIRELESS INC COM 09739C102 382 30,000 SH   SOLE   30,000 0 0
BOSTON BEER INC CL A 100557107 1,491 1,500 SH   SOLE   1,500 0 0
BOSTON PROPERTIES INC COM 101121101 378 4,000 SH   SOLE   4,000 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,294 36,000 SH   SOLE   36,000 0 0
BOTTOMLINE TECH DEL INC COM 101388106 422 8,000 SH   SOLE   8,000 0 0
BRAEMAR HOTELS & RESORTS INC COM 10482B101 98 21,300 SH   SOLE   21,300 0 0
BRIGHTHOUSE FINL INC COM 10922N103 292 8,069 SH   SOLE   8,069 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 2,722 43,884 SH   SOLE   43,884 0 0
BRISTOL-MYERS SQUIBB CO RIGHT 99/99/9999 110122157 15 22,000 SH   SOLE   22,000 0 0
BROADCOM INC COM 11135F101 318 727 SH   SOLE   727 0 0
BROOKS AUTOMATION INC NEW COM 114340102 1,086 16,000 SH   SOLE   16,000 0 0
BWX TECHNOLOGIES INC COM 05605H100 452 7,500 SH   SOLE   7,500 0 0
CADENCE BANCORPORATION CL A 12739A100 394 24,000 SH   SOLE   24,000 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,490 18,250 SH   SOLE   18,250 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 223 3,000 SH   SOLE   3,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 863 8,733 SH   SOLE   8,733 0 0
CARDINAL HEALTH INC COM 14149Y108 375 7,000 SH   SOLE   7,000 0 0
CARDIOVASCULAR SYS INC DEL COM 141619106 350 8,000 SH   SOLE   8,000 0 0
CARMAX INC COM 143130102 567 6,000 SH   SOLE   6,000 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 981 26,002 SH   SOLE   26,002 0 0
CARS COM INC COM 14575E105 173 15,300 SH   SOLE   15,300 0 0
CASELLA WASTE SYS INC CL A 147448104 496 8,000 SH   SOLE   8,000 0 0
CAVCO INDS INC DEL COM 149568107 701 4,000 SH   SOLE   4,000 0 0
CHART INDS INC COM PAR $0.01 16115Q308 589 5,000 SH   SOLE   5,000 0 0
CHEGG INC COM 163092109 1,445 16,000 SH   SOLE   16,000 0 0
CHESAPEAKE UTILS CORP COM 165303108 1,299 12,000 SH   SOLE   12,000 0 0
CHEVRON CORP NEW COM 166764100 2,956 35,000 SH   SOLE   35,000 0 0
CHICOS FAS INC COM 168615102 16 10,000 SH   SOLE   10,000 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 3,267 2,356 SH   SOLE   2,356 0 0
CHUBB LIMITED COM H1467J104 1,390 9,028 SH   SOLE   9,028 0 0
CHURCHILL DOWNS INC COM 171484108 1,169 6,000 SH   SOLE   6,000 0 0
CIRRUS LOGIC INC COM 172755100 493 6,000 SH   SOLE   6,000 0 0
CISCO SYS INC COM 17275R102 4,341 97,000 SH   SOLE   97,000 0 0
CITIGROUP INC COM NEW 172967424 493 8,000 SH   SOLE   8,000 0 0
CITRIX SYS INC COM 177376100 2,602 20,000 SH   SOLE   20,000 0 0
CLEVELAND-CLIFFS INC NEW COM 185899101 1,630 112,000 SH   SOLE   112,000 0 0
CLOUDERA INC COM 18914U100 765 55,000 SH   SOLE   55,000 0 0
CLOVIS ONCOLOGY INC COM 189464100 62 13,000 SH   SOLE   13,000 0 0
COCA COLA CO COM 191216100 3,455 63,000 SH   SOLE   63,000 0 0
COHERENT INC COM 192479103 750 5,000 SH   SOLE   5,000 0 0
COLGATE PALMOLIVE CO COM 194162103 3,207 37,500 SH   SOLE   37,500 0 0
COLONY CR REAL ESTATE INC COM CL A 19625T101 105 14,000 SH   SOLE   14,000 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 461 12,000 SH   SOLE   12,000 0 0
COMCAST CORP NEW CL A 20030N101 6,655 127,000 SH   SOLE   127,000 0 0
COMMSCOPE HLDG CO INC COM 20337X109 214 16,000 SH   SOLE   16,000 0 0
COMMVAULT SYSTEMS INC COM 204166102 443 8,000 SH   SOLE   8,000 0 0
CONAGRA BRANDS INC COM 205887102 907 25,000 SH   SOLE   25,000 0 0
CONCENTRIX CORP COM 20602D101 587 5,947 SH   SOLE   5,947 0 0
CONOCOPHILLIPS COM 20825C104 1,200 30,000 SH   SOLE   30,000 0 0
CONSOLIDATED WATER CO INC ORD G23773107 807 67,000 SH   SOLE   67,000 0 0
CORTEVA INC COM 22052L104 932 24,071 SH   SOLE   24,071 0 0
COSTAMARE INC SHS Y1771G102 232 28,000 SH   SOLE   28,000 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,521 12,000 SH   SOLE   12,000 0 0
COVENANT LOGISTICS GROUP INC CL A 22284P105 415 28,000 SH   SOLE   28,000 0 0
COVETRUS INC COM 22304C100 402 14,000 SH   SOLE   14,000 0 0
CPI AEROSTRUCTURES INC COM NEW 125919308 261 68,000 SH   SOLE   68,000 0 0
CUBIC CORP COM 229669106 807 13,000 SH   SOLE   13,000 0 0
CUSHMAN WAKEFIELD PLC SHS G2717B108 294 19,800 SH   SOLE   19,800 0 0
CUTERA INC COM 232109108 241 10,000 SH   SOLE   10,000 0 0
CVS HEALTH CORP COM 126650100 2,989 43,766 SH   SOLE   43,766 0 0
CYNERGISTEK INC COM 23258P105 125 86,000 SH   SOLE   86,000 0 0
DANAHER CORPORATION COM 235851102 1,253 5,640 SH   SOLE   5,640 0 0
DASEKE INC COM 23753F107 465 80,000 SH   SOLE   80,000 0 0
DEERE & CO COM 244199105 2,691 10,000 SH   SOLE   10,000 0 0
DELL TECHNOLOGIES INC CL C 24703L202 266 3,628 SH   SOLE   3,628 0 0
DENTSPLY SIRONA INC COM 24906P109 314 6,000 SH   SOLE   6,000 0 0
DISCOVER FINL SVCS COM 254709108 2,204 24,350 SH   SOLE   24,350 0 0
DISNEY WALT CO COM 254687106 7,610 42,000 SH   SOLE   42,000 0 0
DOVER CORP COM 260003108 631 5,000 SH   SOLE   5,000 0 0
DOW INC COM 260557103 1,336 24,071 SH   SOLE   24,071 0 0
DRIL QUIP INC COM 262037104 237 8,000 SH   SOLE   8,000 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 1,349 14,733 SH   SOLE   14,733 0 0
DUPONT DE NEMOURS INC COM 26614N102 1,712 24,071 SH   SOLE   24,071 0 0
DYCOM INDS INC COM 267475101 302 4,000 SH   SOLE   4,000 0 0
EASTGROUP PPTYS INC COM 277276101 359 2,600 SH   SOLE   2,600 0 0
EASTMAN CHEM CO COM 277432100 802 8,000 SH   SOLE   8,000 0 0
EBAY INC. COM 278642103 1,256 25,000 SH   SOLE   25,000 0 0
EBIX INC COM NEW 278715206 418 11,000 SH   SOLE   11,000 0 0
ECHOSTAR CORP CL A 278768106 254 12,000 SH   SOLE   12,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 821 9,000 SH   SOLE   9,000 0 0
EHEALTH INC COM 28238P109 282 4,000 SH   SOLE   4,000 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 282 9,204 SH   SOLE   9,204 0 0
EMCOR GROUP INC COM 29084Q100 457 5,000 SH   SOLE   5,000 0 0
EMERSON ELEC CO COM 291011104 402 5,000 SH   SOLE   5,000 0 0
ENERGY RECOVERY INC COM 29270J100 805 59,000 SH   SOLE   59,000 0 0
ENOVA INTL INC COM 29357K103 322 13,000 SH   SOLE   13,000 0 0
ENPRO INDS INC COM 29355X107 378 5,000 SH   SOLE   5,000 0 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 40 16,000 SH   SOLE   16,000 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 61 22,000 SH   SOLE   22,000 0 0
EQUIFAX INC COM 294429105 2,893 15,000 SH   SOLE   15,000 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 889 15,000 SH   SOLE   15,000 0 0
EROS STX GLOBAL CORPORATION SHS NEW G3788M114 118 65,000 SH   SOLE   65,000 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 263 10,125 SH   SOLE   10,125 0 0
ESSENTIAL PPTYS RLTY TR INC COM 29670E107 212 10,000 SH   SOLE   10,000 0 0
EXELON CORP COM 30161N101 431 10,200 SH   SOLE   10,200 0 0
EXPEDIA GROUP INC COM NEW 30212P303 513 3,875 SH   SOLE   3,875 0 0
EXTREME NETWORKS INC COM 30226D106 207 30,000 SH   SOLE   30,000 0 0
EXXON MOBIL CORP COM 30231G102 2,844 69,000 SH   SOLE   69,000 0 0
FACEBOOK INC CL A 30303M102 9,643 35,300 SH   SOLE   35,300 0 0
FARO TECHNOLOGIES INC COM 311642102 283 4,000 SH   SOLE   4,000 0 0
FEDERAL SIGNAL CORP COM 313855108 332 10,000 SH   SOLE   10,000 0 0
FIBROGEN INC COM 31572Q808 334 9,000 SH   SOLE   9,000 0 0
FIRST FINL BANCORP OH COM 320209109 386 22,000 SH   SOLE   22,000 0 0
FIRST HORIZON CORPORATION COM 320517105 409 32,088 SH   SOLE   32,088 0 0
FIRST INDL RLTY TR INC COM 32054K103 527 12,500 SH   SOLE   12,500 0 0
FIRST MIDWEST BANCORP DEL COM 320867104 318 20,000 SH   SOLE   20,000 0 0
FIVE9 INC COM 338307101 1,221 7,000 SH   SOLE   7,000 0 0
FLEX LTD ORD Y2573F102 360 20,000 SH   SOLE   20,000 0 0
FLUOR CORP NEW COM 343412102 240 15,000 SH   SOLE   15,000 0 0
FORD MTR CO DEL COM 345370860 527 60,000 SH   SOLE   60,000 0 0
FORMFACTOR INC COM 346375108 215 5,000 SH   SOLE   5,000 0 0
FORTRESS TRANS INFRST INVS L COM REP LTD LIAB 34960P101 938 40,000 SH   SOLE   40,000 0 0
FORWARD AIR CORP COM 349853101 768 10,000 SH   SOLE   10,000 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 250 8,400 SH   SOLE   8,400 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 241 10,000 SH   SOLE   10,000 0 0
FRESHPET INC COM 358039105 1,988 14,000 SH   SOLE   14,000 0 0
FULTON FINL CORP PA COM 360271100 407 32,000 SH   SOLE   32,000 0 0
G III APPAREL GROUP LTD COM 36237H101 332 14,000 SH   SOLE   14,000 0 0
GAMESTOP CORP NEW CL A 36467W109 867 46,000 SH   SOLE   46,000 0 0
GAP INC COM 364760108 1,010 50,000 SH   SOLE   50,000 0 0
GENERAL DYNAMICS CORP COM 369550108 1,488 10,000 SH   SOLE   10,000 0 0
GENERAL ELECTRIC CO COM 369604103 1,471 136,228 SH   SOLE   136,228 0 0
GENWORTH FINL INC COM CL A 37247D106 431 114,000 SH   SOLE   114,000 0 0
GILEAD SCIENCES INC COM 375558103 816 14,000 SH   SOLE   14,000 0 0
GLACIER BANCORP INC NEW COM 37637Q105 460 10,000 SH   SOLE   10,000 0 0
GLATFELTER CORPORATION COM 377320106 262 16,000 SH   SOLE   16,000 0 0
GLOBAL MED REIT INC COM NEW 37954A204 205 15,700 SH   SOLE   15,700 0 0
GLOBAL NET LEASE INC COM NEW 379378201 178 10,400 SH   SOLE   10,400 0 0
GLU MOBILE INC COM 379890106 414 46,000 SH   SOLE   46,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,573 13,550 SH   SOLE   13,550 0 0
GOODRICH PETE CORP COM PAR 382410843 222 22,000 SH   SOLE   22,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 109 10,000 SH   SOLE   10,000 0 0
GRANITE CONSTR INC COM 387328107 267 10,000 SH   SOLE   10,000 0 0
GREAT WESTN BANCORP INC COM 391416104 293 14,000 SH   SOLE   14,000 0 0
GREEN DOT CORP CL A 39304D102 614 11,000 SH   SOLE   11,000 0 0
GRIFFON CORP COM 398433102 204 10,000 SH   SOLE   10,000 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,084 27,000 SH   SOLE   27,000 0 0
HALLIBURTON CO COM 406216101 289 15,267 SH   SOLE   15,267 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 1,187 27,800 SH   SOLE   27,800 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 442 13,000 SH   SOLE   13,000 0 0
HARSCO CORP COM 415864107 432 24,000 SH   SOLE   24,000 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 490 10,000 SH   SOLE   10,000 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 319 9,000 SH   SOLE   9,000 0 0
HAWAIIAN HOLDINGS INC COM 419879101 177 10,000 SH   SOLE   10,000 0 0
HAYNES INTERNATIONAL INC COM NEW 420877201 238 10,000 SH   SOLE   10,000 0 0
HEALTHCARE RLTY TR COM 421946104 231 7,800 SH   SOLE   7,800 0 0
HEALTHEQUITY INC COM 42226A107 349 5,000 SH   SOLE   5,000 0 0
HEALTHSTREAM INC COM 42222N103 218 10,000 SH   SOLE   10,000 0 0
HECLA MNG CO COM 422704106 2,236 345,000 SH   SOLE   345,000 0 0
HESKA CORP COM RESTRC NEW 42805E306 1,020 7,000 SH   SOLE   7,000 0 0
HESS CORP COM 42809H107 528 10,000 SH   SOLE   10,000 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 356 30,000 SH   SOLE   30,000 0 0
HILL INTL INC COM 431466101 96 50,000 SH   SOLE   50,000 0 0
HOME BANCSHARES INC COM 436893200 390 20,000 SH   SOLE   20,000 0 0
HOME DEPOT INC COM 437076102 2,125 8,000 SH   SOLE   8,000 0 0
HONEYWELL INTL INC COM 438516106 4,254 20,000 SH   SOLE   20,000 0 0
HOPE BANCORP INC COM 43940T109 327 30,000 SH   SOLE   30,000 0 0
HORACE MANN EDUCATORS CORP N COM 440327104 589 14,000 SH   SOLE   14,000 0 0
HP INC COM 40434L105 738 30,000 SH   SOLE   30,000 0 0
HUMANA INC COM 444859102 2,051 5,000 SH   SOLE   5,000 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,776 13,000 SH   SOLE   13,000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 568 3,333 SH   SOLE   3,333 0 0
IAC INTERACTIVECORP NEW COM 44891N109 734 3,875 SH   SOLE   3,875 0 0
IDACORP INC COM 451107106 480 5,000 SH   SOLE   5,000 0 0
II-VI INC COM 902104108 489 6,438 SH   SOLE   6,438 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,078 20,000 SH   SOLE   20,000 0 0
ILLUMINA INC COM 452327109 740 2,000 SH   SOLE   2,000 0 0
IMPINJ INC COM 453204109 209 5,000 SH   SOLE   5,000 0 0
INCYTE CORP COM 45337C102 348 4,000 SH   SOLE   4,000 0 0
INDEPENDENT BANK CORP MASS COM 453836108 365 5,000 SH   SOLE   5,000 0 0
INFINERA CORP COM 45667G103 734 70,000 SH   SOLE   70,000 0 0
INGERSOLL RAND INC COM 45687V106 201 4,412 SH   SOLE   4,412 0 0
INTEL CORP COM 458140100 5,181 104,000 SH   SOLE   104,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 2,518 20,000 SH   SOLE   20,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 212 9,000 SH   SOLE   9,000 0 0
IONIS PHARMACEUTICALS INC COM 462222100 678 12,000 SH   SOLE   12,000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 246 2,160 SH   SOLE   2,160 0 0
JOHNSON & JOHNSON COM 478160104 8,656 55,000 SH   SOLE   55,000 0 0
JPMORGAN CHASE & CO COM 46625H100 10,420 82,000 SH   SOLE   82,000 0 0
JUNIPER NETWORKS INC COM 48203R104 338 15,000 SH   SOLE   15,000 0 0
KAMAN CORP COM 483548103 343 6,000 SH   SOLE   6,000 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 612 3,000 SH   SOLE   3,000 0 0
KENNAMETAL INC COM 489170100 254 7,000 SH   SOLE   7,000 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 191 10,700 SH   SOLE   10,700 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,525 11,542 SH   SOLE   11,542 0 0
KIMCO RLTY CORP COM 49446R109 375 25,000 SH   SOLE   25,000 0 0
KINDER MORGAN INC DEL COM 49456B101 509 37,265 SH   SOLE   37,265 0 0
KINDRED BIOSCIENCES INC COM 494577109 138 32,000 SH   SOLE   32,000 0 0
KLA CORP COM NEW 482480100 3,884 15,000 SH   SOLE   15,000 0 0
KNOWLES CORP COM 49926D109 636 34,500 SH   SOLE   34,500 0 0
KOHLS CORP COM 500255104 305 7,500 SH   SOLE   7,500 0 0
KOPPERS HOLDINGS INC COM 50060P106 405 13,000 SH   SOLE   13,000 0 0
KRAFT HEINZ CO COM 500754106 531 15,329 SH   SOLE   15,329 0 0
KROGER CO COM 501044101 667 21,000 SH   SOLE   21,000 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,273 40,000 SH   SOLE   40,000 0 0
LAM RESEARCH CORP COM 512807108 5,490 11,625 SH   SOLE   11,625 0 0
LAMB WESTON HLDGS INC COM 513272104 656 8,333 SH   SOLE   8,333 0 0
LANNET INC COM 516012101 65 10,000 SH   SOLE   10,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,191 26,000 SH   SOLE   26,000 0 0
LCI INDS COM 50189K103 648 5,000 SH   SOLE   5,000 0 0
LENDINGTREE INC NEW COM 52603B107 219 800 SH   SOLE   800 0 0
LIBERTY LATIN AMERICA LTD COM CL C G9001E128 197 17,766 SH   SOLE   17,766 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 497 5,000 SH   SOLE   5,000 0 0
LILLY ELI & CO COM 532457108 4,822 28,560 SH   SOLE   28,560 0 0
LIMBACH HLDGS INC COM 53263P105 407 33,000 SH   SOLE   33,000 0 0
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LIMONEIRA CO COM 532746104 633 38,000 SH   SOLE   38,000 0 0
LINDE PLC SHS G5494J103 3,953 15,000 SH   SOLE   15,000 0 0
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LIVERAMP HLDGS INC COM 53815P108 512 7,000 SH   SOLE   7,000 0 0
LOWES COS INC COM 548661107 4,013 25,000 SH   SOLE   25,000 0 0
LUMENTUM HLDGS INC COM 55024U109 1,088 11,475 SH   SOLE   11,475 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 1,156 21,000 SH   SOLE   21,000 0 0
MAMMOTH ENERGY SVCS INC COM 56155L108 107 24,000 SH   SOLE   24,000 0 0
MANPOWERGROUP INC COM 56418H100 271 3,000 SH   SOLE   3,000 0 0
MARATHON OIL CORP COM 565849106 133 20,000 SH   SOLE   20,000 0 0
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MARSH & MCLENNAN COS INC COM 571748102 3,159 27,000 SH   SOLE   27,000 0 0
MASTEC INC COM 576323109 886 13,000 SH   SOLE   13,000 0 0
MATADOR RES CO COM 576485205 145 12,000 SH   SOLE   12,000 0 0
MATCH GROUP INC NEW COM 57667L107 1,264 8,363 SH   SOLE   8,363 0 0
MCDONALDS CORP COM 580135101 3,882 18,093 SH   SOLE   18,093 0 0
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MEDTRONIC PLC SHS G5960L103 2,929 25,000 SH   SOLE   25,000 0 0
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METLIFE INC COM 59156R108 620 13,216 SH   SOLE   13,216 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 3,453 25,000 SH   SOLE   25,000 0 0
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MODEL N INC COM 607525102 500 14,000 SH   SOLE   14,000 0 0
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MONMOUTH REAL ESTATE INVT CO CL A 609720107 197 11,400 SH   SOLE   11,400 0 0
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MSG NETWORK INC CL A 553573106 280 19,000 SH   SOLE   19,000 0 0
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MURPHY OIL CORP COM 626717102 218 18,000 SH   SOLE   18,000 0 0
MURPHY USA INC COM 626755102 458 3,500 SH   SOLE   3,500 0 0
MYERS INDS INC COM 628464109 332 16,000 SH   SOLE   16,000 0 0
NATIONAL CINEMEDIA INC COM 635309107 115 31,000 SH   SOLE   31,000 0 0
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NETAPP INC COM 64110D104 331 5,000 SH   SOLE   5,000 0 0
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ONE GAS INC COM 68235P108 307 4,000 SH   SOLE   4,000 0 0
ORACLE CORP COM 68389X105 4,658 72,000 SH   SOLE   72,000 0 0
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OSI SYSTEMS INC COM 671044105 419 4,500 SH   SOLE   4,500 0 0
OTIS WORLDWIDE CORP COM 68902V107 878 13,001 SH   SOLE   13,001 0 0
OTTER TAIL CORP COM 689648103 511 12,000 SH   SOLE   12,000 0 0
P A M TRANSN SVCS INC COM 693149106 490 10,000 SH   SOLE   10,000 0 0
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PARKE BANCORP INC COM 700885106 206 13,200 SH   SOLE   13,200 0 0
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PATRICK INDS INC COM 703343103 889 13,000 SH   SOLE   13,000 0 0
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PETIQ INC COM CL A 71639T106 654 17,000 SH   SOLE   17,000 0 0
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PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 311 16,000 SH   SOLE   16,000 0 0
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PHILLIPS 66 COM 718546104 1,574 22,500 SH   SOLE   22,500 0 0
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PLUG POWER INC COM NEW 72919P202 2,645 78,000 SH   SOLE   78,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,192 8,000 SH   SOLE   8,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 428 10,000 SH   SOLE   10,000 0 0
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PPG INDS INC COM 693506107 966 6,700 SH   SOLE   6,700 0 0
PRECIGEN INC COM 74017N105 153 15,000 SH   SOLE   15,000 0 0
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PROLOGIS INC. COM 74340W103 814 8,164 SH   SOLE   8,164 0 0
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PRUDENTIAL FINL INC COM 744320102 1,952 25,000 SH   SOLE   25,000 0 0
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PULTE GROUP INC COM 745867101 431 10,000 SH   SOLE   10,000 0 0
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QUALCOMM INC COM 747525103 4,570 30,000 SH   SOLE   30,000 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 3,412 47,715 SH   SOLE   47,715 0 0
READING INTL INC CL A 755408101 68 13,500 SH   SOLE   13,500 0 0
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REXNORD CORP COM 76169B102 869 22,000 SH   SOLE   22,000 0 0
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ROGERS CORP COM 775133101 388 2,500 SH   SOLE   2,500 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 203 11,703 SH   SOLE   11,703 0 0
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SAFEHOLD INC COM 78645L100 725 10,000 SH   SOLE   10,000 0 0
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