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
ABERCROMBIE & FITCH CO CL A 002896207 1,346 29,000 SH   SOLE   29,000 0 0
ABM INDS INC COM 000957100 217 4,900 SH   SOLE   4,900 0 0
ACADEMY SPORTS & OUTDOORS IN COM 00402L107 478 11,600 SH   SOLE   11,600 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 264 4,200 SH   SOLE   4,200 0 0
ACUITY BRANDS INC COM 00508Y102 2,506 13,400 SH   SOLE   13,400 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 246 1,200 SH   SOLE   1,200 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 216 1,400 SH   SOLE   1,400 0 0
AGCO CORP COM 001084102 1,199 9,200 SH   SOLE   9,200 0 0
AGNC INVT CORP COM 00123Q104 2,684 158,900 SH   SOLE   158,900 0 0
ALBERTSONS COS INC COMMON STOCK 013091103 344 17,500 SH   SOLE   17,500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,010 5,500 SH   SOLE   5,500 0 0
ALLY FINL INC COM 02005N100 478 9,600 SH   SOLE   9,600 0 0
ALTRIA GROUP INC COM 02209S103 2,479 52,000 SH   SOLE   52,000 0 0
AMAZON COM INC COM 023135106 344 100 SH   SOLE   100 0 0
AMC NETWORKS INC CL A 00164V103 942 14,100 SH   SOLE   14,100 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 1,950 219,600 SH   SOLE   219,600 0 0
ANTHEM INC COM 036752103 878 2,300 SH   SOLE   2,300 0 0
APOGEE ENTERPRISES INC COM 037598109 362 8,900 SH   SOLE   8,900 0 0
APPLE INC COM 037833100 1,465 10,700 SH   SOLE   10,700 0 0
ASSURED GUARANTY LTD COM G0585R106 480 10,100 SH   SOLE   10,100 0 0
AUTONATION INC COM 05329W102 2,256 23,800 SH   SOLE   23,800 0 0
AUTOZONE INC COM 053332102 2,686 1,800 SH   SOLE   1,800 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,557 9,200 SH   SOLE   9,200 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 660 25,700 SH   SOLE   25,700 0 0
BIG LOTS INC COM 089302103 264 4,000 SH   SOLE   4,000 0 0
BLOCK H & R INC COM 093671105 1,937 82,500 SH   SOLE   82,500 0 0
BRUNSWICK CORP COM 117043109 926 9,300 SH   SOLE   9,300 0 0
BUCKLE INC COM 118440106 671 13,492 SH   SOLE   13,492 0 0
CADENCE BANCORPORATION CL A 12739A100 223 10,700 SH   SOLE   10,700 0 0
CENTURY CMNTYS INC COM 156504300 399 6,000 SH   SOLE   6,000 0 0
CHESAPEAKE ENERGY CORP COM 165167735 275 5,300 SH   SOLE   5,300 0 0
CHIMERA INVT CORP COM NEW 16934Q208 1,165 77,380 SH   SOLE   77,380 0 0
CIGNA CORP NEW COM 125523100 1,043 4,400 SH   SOLE   4,400 0 0
CISCO SYS INC COM 17275R102 1,685 31,800 SH   SOLE   31,800 0 0
CITI TRENDS INC COM 17306X102 209 2,400 SH   SOLE   2,400 0 0
COMFORT SYS USA INC COM 199908104 567 7,200 SH   SOLE   7,200 0 0
COMMERCIAL METALS CO COM 201723103 421 13,700 SH   SOLE   13,700 0 0
COMMVAULT SYS INC COM 204166102 336 4,300 SH   SOLE   4,300 0 0
CORECIVIC INC COM 21871N101 178 17,000 SH   SOLE   17,000 0 0
COWEN INC CL A NEW 223622606 710 17,300 SH   SOLE   17,300 0 0
CRANE CO COM 224399105 222 2,400 SH   SOLE   2,400 0 0
DELL TECHNOLOGIES INC CL C 24703L202 1,864 18,700 SH   SOLE   18,700 0 0
DELUXE CORP COM 248019101 425 8,900 SH   SOLE   8,900 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 191 29,486 SH   SOLE   29,486 0 0
DICKS SPORTING GOODS INC COM 253393102 2,014 20,100 SH   SOLE   20,100 0 0
DILLARDS INC CL A 254067101 941 5,200 SH   SOLE   5,200 0 0
DOMTAR CORP COM NEW 257559203 577 10,500 SH   SOLE   10,500 0 0
DROPBOX INC CL A 26210C104 427 14,100 SH   SOLE   14,100 0 0
EMCOR GROUP INC COM 29084Q100 517 4,197 SH   SOLE   4,197 0 0
EMPLOYERS HLDGS INC COM 292218104 223 5,200 SH   SOLE   5,200 0 0
EXLSERVICE HOLDINGS INC COM 302081104 329 3,100 SH   SOLE   3,100 0 0
F N B CORP COM 302520101 191 15,486 SH   SOLE   15,486 0 0
FOOT LOCKER INC COM 344849104 296 4,800 SH   SOLE   4,800 0 0
FOX CORP CL A COM 35137L105 1,444 38,900 SH   SOLE   38,900 0 0
FS KKR CAP CORP COM 302635206 311 14,436 SH   SOLE   14,436 0 0
FTI CONSULTING INC COM 302941109 751 5,494 SH   SOLE   5,494 0 0
GEO GROUP INC NEW COM 36162J106 300 42,200 SH   SOLE   42,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,947 10,400 SH   SOLE   10,400 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 229 12,600 SH   SOLE   12,600 0 0
GREIF INC CL A 397624107 212 3,500 SH   SOLE   3,500 0 0
HCA HEALTHCARE INC COM 40412C101 2,936 14,200 SH   SOLE   14,200 0 0
HEALTHCARE SVCS GROUP INC COM 421906108 309 9,800 SH   SOLE   9,800 0 0
HERCULES CAPITAL INC COM 427096508 220 12,891 SH   SOLE   12,891 0 0
HIBBETT INC COM 428567101 762 8,500 SH   SOLE   8,500 0 0
HILLENBRAND INC COM 431571108 295 6,700 SH   SOLE   6,700 0 0
HILLTOP HOLDINGS INC COM 432748101 531 14,585 SH   SOLE   14,585 0 0
HP INC COM 40434L105 2,430 80,500 SH   SOLE   80,500 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 464 2,200 SH   SOLE   2,200 0 0
INTERNATIONAL PAPER CO COM 460146103 736 12,000 SH   SOLE   12,000 0 0
INTERPUBLIC GROUP COS INC COM 460690100 666 20,500 SH   SOLE   20,500 0 0
INVESTORS BANCORP INC NEW COM 46146L101 184 12,900 SH   SOLE   12,900 0 0
IRON MTN INC NEW COM 46284V101 580 13,700 SH   SOLE   13,700 0 0
J2 GLOBAL INC COM 48123V102 1,045 7,600 SH   SOLE   7,600 0 0
JEFFERIES FINL GROUP INC COM 47233W109 1,573 46,000 SH   SOLE   46,000 0 0
JOHNSON & JOHNSON COM 478160104 1,054 6,400 SH   SOLE   6,400 0 0
JONES LANG LASALLE INC COM 48020Q107 1,661 8,500 SH   SOLE   8,500 0 0
KIMCO RLTY CORP COM 49446R109 288 13,800 SH   SOLE   13,800 0 0
KONTOOR BRANDS INC COM 50050N103 429 7,600 SH   SOLE   7,600 0 0
KROGER CO COM 501044101 1,586 41,400 SH   SOLE   41,400 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,517 5,500 SH   SOLE   5,500 0 0
LOUISIANA PAC CORP COM 546347105 2,104 34,900 SH   SOLE   34,900 0 0
LOWES COS INC COM 548661107 698 3,600 SH   SOLE   3,600 0 0
MANPOWERGROUP INC WIS COM 56418H100 1,629 13,700 SH   SOLE   13,700 0 0
MARINEMAX INC COM 567908108 512 10,500 SH   SOLE   10,500 0 0
MAXIMUS INC COM 577933104 246 2,800 SH   SOLE   2,800 0 0
MDU RES GROUP INC COM 552690109 824 26,300 SH   SOLE   26,300 0 0
MERCURY GENL CORP NEW COM 589400100 240 3,700 SH   SOLE   3,700 0 0
MEREDITH CORP COM 589433101 812 18,700 SH   SOLE   18,700 0 0
META FINL GROUP INC COM 59100U108 228 4,500 SH   SOLE   4,500 0 0
MICROSOFT CORP COM 594918104 1,165 4,300 SH   SOLE   4,300 0 0
MODERNA INC COM 60770K107 1,645 7,000 SH   SOLE   7,000 0 0
MR COOPER GROUP INC COM 62482R107 317 9,600 SH   SOLE   9,600 0 0
NAVIENT CORPORATION COM 63938C108 325 16,800 SH   SOLE   16,800 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 166 37,100 SH   SOLE   37,100 0 0
NEWELL BRANDS INC COM 651229106 1,860 67,700 SH   SOLE   67,700 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 399 2,700 SH   SOLE   2,700 0 0
NUCOR CORP COM 670346105 470 4,900 SH   SOLE   4,900 0 0
OASIS PETROLEUM INC COM NEW 674215207 221 2,200 SH   SOLE   2,200 0 0
OLD REP INTL CORP COM 680223104 573 23,000 SH   SOLE   23,000 0 0
OMNICOM GROUP INC COM 681919106 1,360 17,000 SH   SOLE   17,000 0 0
ORACLE CORP COM 68389X105 4,172 53,600 SH   SOLE   53,600 0 0
OSHKOSH CORP COM 688239201 349 2,800 SH   SOLE   2,800 0 0
OWENS CORNING NEW COM 690742101 1,351 13,800 SH   SOLE   13,800 0 0
PHILIP MORRIS INTL INC COM 718172109 1,288 13,000 SH   SOLE   13,000 0 0
POLARIS INC COM 731068102 1,890 13,800 SH   SOLE   13,800 0 0
POTLATCHDELTIC CORPORATION COM 737630103 377 7,100 SH   SOLE   7,100 0 0
PROVIDENT FINL SVCS INC COM 74386T105 213 9,300 SH   SOLE   9,300 0 0
QUEST DIAGNOSTICS INC COM 74834L100 871 6,600 SH   SOLE   6,600 0 0
REDWOOD TR INC COM 758075402 138 11,400 SH   SOLE   11,400 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,268 8,400 SH   SOLE   8,400 0 0
ROBERT HALF INTL INC COM 770323103 934 10,500 SH   SOLE   10,500 0 0
SANDERSON FARMS INC COM 800013104 282 1,500 SH   SOLE   1,500 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 232 6,400 SH   SOLE   6,400 0 0
SLEEP NUMBER CORP COM 83125X103 1,308 11,900 SH   SOLE   11,900 0 0
SLM CORP COM 78442P106 1,083 51,700 SH   SOLE   51,700 0 0
SNAP ON INC COM 833034101 2,390 10,698 SH   SOLE   10,698 0 0
SONOS INC COM 83570H108 215 6,100 SH   SOLE   6,100 0 0
SYNCHRONY FINANCIAL COM 87165B103 500 10,300 SH   SOLE   10,300 0 0
SYNNEX CORP COM 87162W100 1,193 9,800 SH   SOLE   9,800 0 0
TARGET CORP COM 87612E106 1,064 4,400 SH   SOLE   4,400 0 0
TEGNA INC COM 87901J105 235 12,500 SH   SOLE   12,500 0 0
TEMPUR SEALY INTL INC COM 88023U101 654 16,700 SH   SOLE   16,700 0 0
TERADATA CORP DEL COM 88076W103 1,329 26,600 SH   SOLE   26,600 0 0
TIVITY HEALTH INC COM 88870R102 218 8,300 SH   SOLE   8,300 0 0
TOLL BROTHERS INC COM 889478103 416 7,200 SH   SOLE   7,200 0 0
TORO CO COM 891092108 835 7,595 SH   SOLE   7,595 0 0
TRINSEO S A SHS L9340P101 215 3,600 SH   SOLE   3,600 0 0
TYSON FOODS INC CL A 902494103 376 5,100 SH   SOLE   5,100 0 0
UGI CORP NEW COM 902681105 306 6,600 SH   SOLE   6,600 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 395 2,200 SH   SOLE   2,200 0 0
VIACOMCBS INC CL B 92556H206 348 7,700 SH   SOLE   7,700 0 0
WATERS CORP COM 941848103 242 700 SH   SOLE   700 0 0
WHIRLPOOL CORP COM 963320106 1,395 6,400 SH   SOLE   6,400 0 0
WILLIAMS SONOMA INC COM 969904101 1,884 11,800 SH   SOLE   11,800 0 0
YELP INC CL A 985817105 200 5,000 SH   SOLE   5,000 0 0