Form 13F-HR HENNESSY ADVISORS INC For: Jun 30
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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 COVER PAGE
|
OMB APPROVAL |
OMB Number: |
3235-0006 |
Expires: |
July 31, 2015 |
Estimated average burden |
hours per response: |
23.8 |
|
|
Report for the Calendar Year or Quarter Ended: |
06-30-2022 |
Check here if Amendment |
|
Amendment Number: |
|
This Amendment (Check only one.): |
|
is a restatement. |
|
|
adds new holdings entries. |
Institutional Investment Manager Filing
this Report: |
Name: |
HENNESSY ADVISORS INC |
Address: |
7250 REDWOOD BLVD. |
|
SUITE 200 |
|
|
|
NOVATO
,
CA94945
|
Form 13F File Number: |
028-06715 |
The institutional investment manager filing this report and
the person by whom it is signed hereby represent that the person
signing the report is authorized to submit it, that all information
contained herein is true, correct and complete, and that it is
understood that all required items, statements, schedules, lists, and
tables, are considered integral parts of this form.
Person Signing this Report on Behalf of
Reporting Manager: |
Name: |
Teresa M. Nilsen |
Title: |
President and Chief Operating Officer |
Phone: |
415-899-1555 |
Signature, Place, and Date of Signing: |
/s/ Teresa M. Nilsen |
Novato
,
CA
|
08-11-2022 |
[Signature] |
[City, State] |
[Date] |
|
Report Type (Check only one.): |
X |
13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.) |
|
13F NOTICE. (Check here if no holdings reported are in
this report, and all holdings are reported by other reporting
manager(s).) |
|
13F COMBINATION REPORT. (Check here if a portion of
the holdings for this reporting manager are reported in this
report and a portion are reported by other reporting manager(s).) |
Form 13F Summary Page |
|
Report Summary: |
|
Number of Other Included
Managers: |
0 |
|
|
|
Form 13F Information Table Entry Total: |
283 |
|
Form 13F Information Table Value Total: |
1,670,791 |
|
(thousands) |
|
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
|
|
|
Form 13F File Number |
Name |
List of Other Included
Managers: |
Provide a numbered list of the name(s) and Form 13F file number(s)
of all institutional investment managers with respect to which this
report is filed, other than the
manager filing this report.
|
[If there are no entries in this list, state “NONE” and omit the
column headings and list entries.]
|
|
No. |
Form 13F File Number |
Name |
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 |
Expires: |
July 31, 2015 |
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 |
3M CO |
COM |
88579Y101 |
11,207 |
86,600 |
SH |
|
SOLE |
|
86,600 |
0 |
0 |
ABBVIE INC |
COM |
00287Y109 |
8,623 |
56,300 |
SH |
|
SOLE |
|
56,300 |
0 |
0 |
ABERCROMBIE & FITCH CO |
CL A |
002896207 |
5,419 |
320,300 |
SH |
|
SOLE |
|
320,300 |
0 |
0 |
ACADEMY SPORTS & OUTDOORS INC COM |
COM |
00402L107 |
10,328 |
290,600 |
SH |
|
SOLE |
|
290,600 |
0 |
0 |
AFLAC INC |
COM |
001055102 |
5,184 |
93,700 |
SH |
|
SOLE |
|
93,700 |
0 |
0 |
ALCOA CORP |
COM |
013872106 |
16,053 |
352,200 |
SH |
|
SOLE |
|
352,200 |
0 |
0 |
ALGONQUIN PWR UTILS CORP |
COM |
015857105 |
1,647 |
122,664 |
SH |
|
SOLE |
|
122,664 |
0 |
0 |
ALLIANCE RESOURCE PARTNERS L P UT LTD PART |
UT LTD PART |
01877R108 |
4,426 |
242,800 |
SH |
|
SOLE |
|
242,800 |
0 |
0 |
ALLIANT ENERGY CORP |
COM |
018802108 |
2,303 |
39,300 |
SH |
|
SOLE |
|
39,300 |
0 |
0 |
ALLY FINL INC |
COM |
02005N100 |
670 |
20,000 |
SH |
|
SOLE |
|
20,000 |
0 |
0 |
ALPHA METALLURGICAL RESOUR INC COM |
COM |
020764106 |
4,532 |
35,100 |
SH |
|
SOLE |
|
35,100 |
0 |
0 |
ALTRIA GROUP INC |
COM |
02209S103 |
4,749 |
113,700 |
SH |
|
SOLE |
|
113,700 |
0 |
0 |
AMEREN CORP |
COM |
023608102 |
4,702 |
52,040 |
SH |
|
SOLE |
|
52,040 |
0 |
0 |
AMERICAN INTL GROUP INC |
COM NEW |
026874784 |
2,592 |
50,700 |
SH |
|
SOLE |
|
50,700 |
0 |
0 |
AMERIPRISE FINL INC |
COM |
03076C106 |
2,424 |
10,200 |
SH |
|
SOLE |
|
10,200 |
0 |
0 |
AMERISOURCEBERGEN CORP |
COM |
03073E105 |
2,830 |
20,000 |
SH |
|
SOLE |
|
20,000 |
0 |
0 |
AMGEN INC |
COM |
031162100 |
10,863 |
44,650 |
SH |
|
SOLE |
|
44,650 |
0 |
0 |
ANDERSONS INC |
COM |
034164103 |
2,642 |
80,100 |
SH |
|
SOLE |
|
80,100 |
0 |
0 |
ANTERO MIDSTREAM CORP |
COM |
03676B102 |
1,650 |
182,300 |
SH |
|
SOLE |
|
182,300 |
0 |
0 |
ANTERO RESOURCES CORP |
COM |
03674X106 |
24,750 |
807,500 |
SH |
|
SOLE |
|
807,500 |
0 |
0 |
APA CORPORATION |
COM |
03743Q108 |
2,698 |
77,300 |
SH |
|
SOLE |
|
77,300 |
0 |
0 |
APPLE INC |
COM |
037833100 |
1,588 |
11,618 |
SH |
|
SOLE |
|
11,618 |
0 |
0 |
ARCBEST CORP |
COM |
03937C105 |
9,880 |
140,400 |
SH |
|
SOLE |
|
140,400 |
0 |
0 |
ARCH RESOURCES INC |
CL A |
03940R107 |
3,964 |
27,700 |
SH |
|
SOLE |
|
27,700 |
0 |
0 |
ASBURY AUTOMOTIVE GROUP INC |
COM |
043436104 |
10,838 |
64,000 |
SH |
|
SOLE |
|
64,000 |
0 |
0 |
ASE TECHNOLOGY HLDG CO LTD |
SPONSORED ADS |
00215W100 |
79 |
15,257 |
SH |
|
SOLE |
|
15,257 |
0 |
0 |
ASSOCIATED BANC CORP |
COM |
045487105 |
3,104 |
170,000 |
SH |
|
SOLE |
|
170,000 |
0 |
0 |
AT&T INC |
COM |
00206R102 |
5,375 |
256,460 |
SH |
|
SOLE |
|
256,460 |
0 |
0 |
ATMOS ENERGY CORP |
COM |
049560105 |
29,985 |
267,486 |
SH |
|
SOLE |
|
267,486 |
0 |
0 |
AUTONATION INC |
COM |
05329W102 |
11,556 |
103,400 |
SH |
|
SOLE |
|
103,400 |
0 |
0 |
AVANGRID INC |
COM |
05351W103 |
5,078 |
110,100 |
SH |
|
SOLE |
|
110,100 |
0 |
0 |
AVIS BUDGET GROUP |
COM |
053774105 |
1,500 |
10,200 |
SH |
|
SOLE |
|
10,200 |
0 |
0 |
AVISTA CORP |
COM |
05379B107 |
1,348 |
30,972 |
SH |
|
SOLE |
|
30,972 |
0 |
0 |
BANK NEW YORK MELLON CORP |
COM |
064058100 |
4,747 |
113,800 |
SH |
|
SOLE |
|
113,800 |
0 |
0 |
BANNER CORP |
COM NEW |
06652V208 |
5,228 |
93,000 |
SH |
|
SOLE |
|
93,000 |
0 |
0 |
BATH & BODY WORKS INC |
COM |
070830104 |
1,683 |
62,500 |
SH |
|
SOLE |
|
62,500 |
0 |
0 |
BCE INC |
COM NEW |
05534B760 |
5,405 |
109,900 |
SH |
|
SOLE |
|
109,900 |
0 |
0 |
BERKSHIRE HATHAWAY INC - CL A |
CL A |
084670108 |
26,991 |
66 |
SH |
|
SOLE |
|
66 |
0 |
0 |
BERKSHIRE HATHAWAY INC DEL |
CL B NEW |
084670702 |
2,403 |
8,800 |
SH |
|
SOLE |
|
8,800 |
0 |
0 |
BEST BUY INC |
COM |
086516101 |
2,001 |
30,700 |
SH |
|
SOLE |
|
30,700 |
0 |
0 |
BJS WHSL CLUB HLDGS INC |
COM |
05550J101 |
16,309 |
261,700 |
SH |
|
SOLE |
|
261,700 |
0 |
0 |
BK OF AMERICA CORP |
COM |
060505104 |
2,397 |
77,000 |
SH |
|
SOLE |
|
77,000 |
0 |
0 |
BLACK HILLS CORP |
COM |
092113109 |
5,330 |
73,247 |
SH |
|
SOLE |
|
73,247 |
0 |
0 |
BLACKROCK INC |
COM |
09247X101 |
548 |
900 |
SH |
|
SOLE |
|
900 |
0 |
0 |
BLUELINX HLDGS INC |
COM NEW |
09624H208 |
2,439 |
36,500 |
SH |
|
SOLE |
|
36,500 |
0 |
0 |
BOISE CASCADE CO DEL |
COM |
09739D100 |
2,255 |
37,900 |
SH |
|
SOLE |
|
37,900 |
0 |
0 |
BP PLC |
SPONSORED ADR |
055622104 |
5,650 |
199,300 |
SH |
|
SOLE |
|
199,300 |
0 |
0 |
BRISTOL-MYERS SQUIBB CO |
COM |
110122108 |
6,437 |
83,600 |
SH |
|
SOLE |
|
83,600 |
0 |
0 |
BRITISH AMERN TOB PLC |
SPONSORED ADR |
110448107 |
6,089 |
141,900 |
SH |
|
SOLE |
|
141,900 |
0 |
0 |
BUILD-A-BEAR WORKSHOP INC |
COM |
120076104 |
2,458 |
149,700 |
SH |
|
SOLE |
|
149,700 |
0 |
0 |
BUILDERS FIRSTSOURCE INC |
COM |
12008R107 |
4,473 |
83,300 |
SH |
|
SOLE |
|
83,300 |
0 |
0 |
C H ROBINSON WORLDWIDE INC |
COM NEW |
12541W209 |
2,970 |
29,300 |
SH |
|
SOLE |
|
29,300 |
0 |
0 |
CABOT CORP |
COM |
127055101 |
2,698 |
42,300 |
SH |
|
SOLE |
|
42,300 |
0 |
0 |
CADENCE BANK |
COM |
12740C103 |
2,113 |
90,000 |
SH |
|
SOLE |
|
90,000 |
0 |
0 |
CANADIAN NAT RES LTD |
COM |
136385101 |
5,094 |
94,900 |
SH |
|
SOLE |
|
94,900 |
0 |
0 |
CAPITAL ONE FINL CORP |
COM |
14040H105 |
1,980 |
19,000 |
SH |
|
SOLE |
|
19,000 |
0 |
0 |
CARDINAL HEALTH INC |
COM |
14149Y108 |
2,786 |
53,300 |
SH |
|
SOLE |
|
53,300 |
0 |
0 |
CARLYLE GROUP INC |
COM |
14316J108 |
2,045 |
64,600 |
SH |
|
SOLE |
|
64,600 |
0 |
0 |
CATERPILLAR INC |
COM |
149123101 |
2,449 |
13,700 |
SH |
|
SOLE |
|
13,700 |
0 |
0 |
CELANESE CORP DEL |
COM |
150870103 |
2,517 |
21,400 |
SH |
|
SOLE |
|
21,400 |
0 |
0 |
CENOVUS ENERGY INC |
COM |
15135U109 |
3,874 |
203,800 |
SH |
|
SOLE |
|
203,800 |
0 |
0 |
CENTERPOINT ENERGY INC |
COM |
15189T107 |
15,551 |
525,728 |
SH |
|
SOLE |
|
525,728 |
0 |
0 |
CF INDS HLDGS INC |
COM |
125269100 |
2,838 |
33,100 |
SH |
|
SOLE |
|
33,100 |
0 |
0 |
CHENIERE ENERGY INC |
COM NEW |
16411R208 |
30,293 |
227,717 |
SH |
|
SOLE |
|
227,717 |
0 |
0 |
CHESAPEAKE ENERGY CORP |
COM |
165167735 |
3,860 |
47,600 |
SH |
|
SOLE |
|
47,600 |
0 |
0 |
CHESAPEAKE UTILS CORP |
COM |
165303108 |
3,337 |
25,758 |
SH |
|
SOLE |
|
25,758 |
0 |
0 |
CHEVRON CORP NEW |
COM |
166764100 |
11,231 |
77,575 |
SH |
|
SOLE |
|
77,575 |
0 |
0 |
CINCINNATI FINL CORP |
COM |
172062101 |
2,737 |
23,000 |
SH |
|
SOLE |
|
23,000 |
0 |
0 |
CISCO SYS INC |
COM |
17275R102 |
5,249 |
123,100 |
SH |
|
SOLE |
|
123,100 |
0 |
0 |
CITIGROUP INC |
COM NEW |
172967424 |
6,820 |
148,300 |
SH |
|
SOLE |
|
148,300 |
0 |
0 |
CITIZENS FINL GROUP INC |
COM |
174610105 |
2,356 |
66,000 |
SH |
|
SOLE |
|
66,000 |
0 |
0 |
CLEVELAND-CLIFFS INC NEW |
COM |
185899101 |
1,706 |
111,000 |
SH |
|
SOLE |
|
111,000 |
0 |
0 |
CMS ENERGY CORP |
COM |
125896100 |
13,864 |
205,398 |
SH |
|
SOLE |
|
205,398 |
0 |
0 |
COCA COLA CO |
COM |
191216100 |
10,515 |
167,150 |
SH |
|
SOLE |
|
167,150 |
0 |
0 |
COCA COLA CONS INC |
COM |
191098102 |
3,045 |
5,400 |
SH |
|
SOLE |
|
5,400 |
0 |
0 |
COINBASE GLOBAL INC |
COM CL A |
19260Q107 |
809 |
17,200 |
SH |
|
SOLE |
|
17,200 |
0 |
0 |
COLGATE PALMOLIVE CO |
COM |
194162103 |
6,419 |
80,100 |
SH |
|
SOLE |
|
80,100 |
0 |
0 |
COMERICA INC |
COM |
200340107 |
2,201 |
30,000 |
SH |
|
SOLE |
|
30,000 |
0 |
0 |
COMMERCIAL METALS CO |
COM |
201723103 |
15,633 |
472,300 |
SH |
|
SOLE |
|
472,300 |
0 |
0 |
CONNECTONE BANCORP INC |
COM |
20786W107 |
4,523 |
185,000 |
SH |
|
SOLE |
|
185,000 |
0 |
0 |
CONOCOPHILLIPS |
COM |
20825C104 |
6,012 |
66,945 |
SH |
|
SOLE |
|
66,945 |
0 |
0 |
CONSOLIDATED EDISON INC |
COM |
209115104 |
15,543 |
163,436 |
SH |
|
SOLE |
|
163,436 |
0 |
0 |
CORNING INC |
COM |
219350105 |
4,953 |
157,200 |
SH |
|
SOLE |
|
157,200 |
0 |
0 |
COTERRA ENERGY INC |
COM |
127097103 |
684 |
26,510 |
SH |
|
SOLE |
|
26,510 |
0 |
0 |
CVS HEALTH CORP |
COM |
126650100 |
2,845 |
30,700 |
SH |
|
SOLE |
|
30,700 |
0 |
0 |
D R HORTON INC |
COM |
23331A109 |
2,423 |
36,600 |
SH |
|
SOLE |
|
36,600 |
0 |
0 |
DARDEN RESTAURANTS INC |
COM |
237194105 |
2,647 |
23,400 |
SH |
|
SOLE |
|
23,400 |
0 |
0 |
DASEKE INC |
COM |
23753F107 |
1,760 |
275,500 |
SH |
|
SOLE |
|
275,500 |
0 |
0 |
DCP MIDSTREAM LP |
COM UT LTD PTN |
23311P100 |
2,071 |
70,000 |
SH |
|
SOLE |
|
70,000 |
0 |
0 |
DEVON ENERGY CORP NEW |
COM |
25179M103 |
5,329 |
96,700 |
SH |
|
SOLE |
|
96,700 |
0 |
0 |
DIAMONDBACK ENERGY INC |
COM |
25278X109 |
741 |
6,120 |
SH |
|
SOLE |
|
6,120 |
0 |
0 |
DILLARDS INC |
CL A |
254067101 |
10,676 |
48,400 |
SH |
|
SOLE |
|
48,400 |
0 |
0 |
DOMINION ENERGY INC |
COM |
25746U109 |
29,081 |
364,377 |
SH |
|
SOLE |
|
364,377 |
0 |
0 |
DOW INC |
COM |
260557103 |
11,119 |
215,450 |
SH |
|
SOLE |
|
215,450 |
0 |
0 |
DT MIDSTREAM INC |
COMMON STOCK |
23345M107 |
907 |
18,500 |
SH |
|
SOLE |
|
18,500 |
0 |
0 |
DTE ENERGY CO |
COM |
233331107 |
7,720 |
60,904 |
SH |
|
SOLE |
|
60,904 |
0 |
0 |
DUKE ENERGY CORP NEW |
COM NEW |
26441C204 |
14,397 |
134,287 |
SH |
|
SOLE |
|
134,287 |
0 |
0 |
EAGLE BULK SHIPPING INC |
COM |
Y2187A150 |
3,009 |
58,000 |
SH |
|
SOLE |
|
58,000 |
0 |
0 |
EASTERN BANKSHARES INC |
COM |
27627N105 |
3,323 |
180,000 |
SH |
|
SOLE |
|
180,000 |
0 |
0 |
ENBRIDGE INC |
COM |
29250N105 |
29,297 |
693,265 |
SH |
|
SOLE |
|
693,265 |
0 |
0 |
ENCORE CAP GROUP INC |
COM |
292554102 |
2,525 |
43,700 |
SH |
|
SOLE |
|
43,700 |
0 |
0 |
ENERGY TRANSFER L P |
COM UT LTD PTN |
29273V100 |
9,086 |
910,400 |
SH |
|
SOLE |
|
910,400 |
0 |
0 |
ENLINK MIDSTREAM LLC |
COM UNIT REP LTD |
29336T100 |
4,273 |
502,700 |
SH |
|
SOLE |
|
502,700 |
0 |
0 |
ENTERGY CORP NEW |
COM |
29364G103 |
480 |
4,260 |
SH |
|
SOLE |
|
4,260 |
0 |
0 |
ENTERPRISE PRODS PARTNERS L P COM |
COM |
293792107 |
4,816 |
197,600 |
SH |
|
SOLE |
|
197,600 |
0 |
0 |
EOG RES INC |
COM |
26875P101 |
6,332 |
57,330 |
SH |
|
SOLE |
|
57,330 |
0 |
0 |
EQT CORP |
COM |
26884L109 |
23,120 |
672,100 |
SH |
|
SOLE |
|
672,100 |
0 |
0 |
EQUINOR ASA |
SPONSORED ADR |
29446M102 |
3,629 |
104,400 |
SH |
|
SOLE |
|
104,400 |
0 |
0 |
ERICSSON |
ADR B SEK 10 |
294821608 |
86 |
11,569 |
SH |
|
SOLE |
|
11,569 |
0 |
0 |
ESSENTIAL UTILS INC |
COM |
29670G102 |
9,418 |
205,400 |
SH |
|
SOLE |
|
205,400 |
0 |
0 |
EVERSOURCE ENERGY |
COM |
30040W108 |
5,818 |
68,875 |
SH |
|
SOLE |
|
68,875 |
0 |
0 |
EXELON CORP |
COM |
30161N101 |
5,598 |
123,531 |
SH |
|
SOLE |
|
123,531 |
0 |
0 |
EXPEDITORS INTL WASH INC |
COM |
302130109 |
2,807 |
28,800 |
SH |
|
SOLE |
|
28,800 |
0 |
0 |
EXXON MOBIL CORP |
COM |
30231G102 |
7,160 |
83,610 |
SH |
|
SOLE |
|
83,610 |
0 |
0 |
FIDELITY NATIONAL FINANCIAL IN FNF GROUP COM |
FNF GROUP COM |
31620R303 |
2,288 |
61,900 |
SH |
|
SOLE |
|
61,900 |
0 |
0 |
FIFTH THIRD BANCORP |
COM |
316773100 |
2,251 |
67,000 |
SH |
|
SOLE |
|
67,000 |
0 |
0 |
FIRST AMERN FINL CORP |
COM |
31847R102 |
9,072 |
171,423 |
SH |
|
SOLE |
|
171,423 |
0 |
0 |
FIRST BANCORP P R |
COM NEW |
318672706 |
5,680 |
440,000 |
SH |
|
SOLE |
|
440,000 |
0 |
0 |
FIRST CTZNS BANCSHARES INC N C CL A |
CL A |
31946M103 |
5,230 |
8,000 |
SH |
|
SOLE |
|
8,000 |
0 |
0 |
FLUSHING FINL CORP |
COM |
343873105 |
4,443 |
209,000 |
SH |
|
SOLE |
|
209,000 |
0 |
0 |
FORTIS INC |
COM |
349553107 |
6,995 |
147,976 |
SH |
|
SOLE |
|
147,976 |
0 |
0 |
FREEPORT-MCMORAN INC |
CL B |
35671D857 |
2,397 |
81,920 |
SH |
|
SOLE |
|
81,920 |
0 |
0 |
GENERAL MLS INC |
COM |
370334104 |
7,138 |
94,600 |
SH |
|
SOLE |
|
94,600 |
0 |
0 |
GENESIS ENERGY L P |
UNIT LTD PARTN |
371927104 |
521 |
65,000 |
SH |
|
SOLE |
|
65,000 |
0 |
0 |
GILEAD SCIENCES INC |
COM |
375558103 |
9,339 |
151,100 |
SH |
|
SOLE |
|
151,100 |
0 |
0 |
GOLDMAN SACHS GROUP INC |
COM |
38141G104 |
2,139 |
7,200 |
SH |
|
SOLE |
|
7,200 |
0 |
0 |
GOODYEAR TIRE & RUBR CO |
COM |
382550101 |
7,016 |
655,100 |
SH |
|
SOLE |
|
655,100 |
0 |
0 |
GREEN PLAINS INC |
COM |
393222104 |
9,067 |
333,700 |
SH |
|
SOLE |
|
333,700 |
0 |
0 |
GRINDROD SHIPPING HOLDINGS LTD SHS |
SHS |
Y28895103 |
2,387 |
139,200 |
SH |
|
SOLE |
|
139,200 |
0 |
0 |
GROUP 1 AUTOMOTIVE INC |
COM |
398905109 |
11,801 |
69,500 |
SH |
|
SOLE |
|
69,500 |
0 |
0 |
HALLIBURTON CO |
COM |
406216101 |
851 |
27,150 |
SH |
|
SOLE |
|
27,150 |
0 |
0 |
HANCOCK WHITNEY CORPORATION |
COM |
410120109 |
5,763 |
130,000 |
SH |
|
SOLE |
|
130,000 |
0 |
0 |
HARBORONE BANCORP INC NEW |
COM NEW |
41165Y100 |
386 |
28,000 |
SH |
|
SOLE |
|
28,000 |
0 |
0 |
HCA HEALTHCARE INC |
COM |
40412C101 |
1,916 |
11,400 |
SH |
|
SOLE |
|
11,400 |
0 |
0 |
HEWLETT PACKARD ENTERPRISE CO COM |
COM |
42824C109 |
4,711 |
355,255 |
SH |
|
SOLE |
|
355,255 |
0 |
0 |
HINGHAM INSTN SVGS MASS |
COM |
433323102 |
5,392 |
19,000 |
SH |
|
SOLE |
|
19,000 |
0 |
0 |
HOLOGIC INC |
COM |
436440101 |
2,855 |
41,200 |
SH |
|
SOLE |
|
41,200 |
0 |
0 |
HOMETRUST BANCSHARES INC |
COM |
437872104 |
4,375 |
175,000 |
SH |
|
SOLE |
|
175,000 |
0 |
0 |
HP INC |
COM |
40434L105 |
8,084 |
246,600 |
SH |
|
SOLE |
|
246,600 |
0 |
0 |
HUNTINGTON BANCSHARES INC |
COM |
446150104 |
2,250 |
187,000 |
SH |
|
SOLE |
|
187,000 |
0 |
0 |
IMPERIAL OIL LTD |
COM NEW |
453038408 |
3,397 |
72,100 |
SH |
|
SOLE |
|
72,100 |
0 |
0 |
INDEPENDENT BK CORP MASS |
COM |
453836108 |
5,957 |
75,000 |
SH |
|
SOLE |
|
75,000 |
0 |
0 |
INGLES MKTS INC |
CL A |
457030104 |
3,218 |
37,100 |
SH |
|
SOLE |
|
37,100 |
0 |
0 |
INTEL CORP |
COM |
458140100 |
6,651 |
177,779 |
SH |
|
SOLE |
|
177,779 |
0 |
0 |
INTERNATIONAL BUSINESS MACHS COM |
COM |
459200101 |
11,352 |
80,400 |
SH |
|
SOLE |
|
80,400 |
0 |
0 |
JABIL INC |
COM |
466313103 |
10,794 |
210,771 |
SH |
|
SOLE |
|
210,771 |
0 |
0 |
JPMORGAN CHASE & CO. |
COM |
46625H100 |
8,969 |
79,650 |
SH |
|
SOLE |
|
79,650 |
0 |
0 |
KEARNY FINL CORP MD |
COM |
48716P108 |
3,389 |
305,000 |
SH |
|
SOLE |
|
305,000 |
0 |
0 |
KEYCORP |
COM |
493267108 |
2,257 |
131,000 |
SH |
|
SOLE |
|
131,000 |
0 |
0 |
KINDER MORGAN INC DEL |
COM |
49456B101 |
28,767 |
1,716,391 |
SH |
|
SOLE |
|
1,716,391 |
0 |
0 |
KRAFT HEINZ CO |
COM |
500754106 |
6,022 |
157,900 |
SH |
|
SOLE |
|
157,900 |
0 |
0 |
LAKELAND BANCORP INC |
COM |
511637100 |
5,234 |
358,000 |
SH |
|
SOLE |
|
358,000 |
0 |
0 |
LAM RESEARCH CORP |
COM |
512807108 |
2,559 |
6,006 |
SH |
|
SOLE |
|
6,006 |
0 |
0 |
LAREDO PETROLEUM INC |
COM |
516806205 |
3,137 |
45,500 |
SH |
|
SOLE |
|
45,500 |
0 |
0 |
LG DISPLAY CO LTD |
SPONS ADR REP |
50186V102 |
75 |
13,412 |
SH |
|
SOLE |
|
13,412 |
0 |
0 |
LUTHER BURBANK CORP |
COM |
550550107 |
392 |
30,000 |
SH |
|
SOLE |
|
30,000 |
0 |
0 |
MACYS INC |
COM |
55616P104 |
8,808 |
480,800 |
SH |
|
SOLE |
|
480,800 |
0 |
0 |
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP |
COM UNIT RP LP |
559080106 |
1,141 |
23,900 |
SH |
|
SOLE |
|
23,900 |
0 |
0 |
MAGNOLIA OIL & GAS CORP |
CL A |
559663109 |
542 |
25,800 |
SH |
|
SOLE |
|
25,800 |
0 |
0 |
MANULIFE FINL CORP |
COM |
56501R106 |
5,007 |
288,900 |
SH |
|
SOLE |
|
288,900 |
0 |
0 |
MARATHON PETE CORP |
COM |
56585A102 |
10,021 |
121,900 |
SH |
|
SOLE |
|
121,900 |
0 |
0 |
MASTERCARD INCORPORATED |
CL A |
57636Q104 |
1,577 |
4,998 |
SH |
|
SOLE |
|
4,998 |
0 |
0 |
MCKESSON CORP |
COM |
58155Q103 |
3,784 |
11,600 |
SH |
|
SOLE |
|
11,600 |
0 |
0 |
MDU RES GROUP INC |
COM |
552690109 |
4,572 |
169,407 |
SH |
|
SOLE |
|
169,407 |
0 |
0 |
MERCK & CO INC |
COM |
58933Y105 |
11,606 |
127,300 |
SH |
|
SOLE |
|
127,300 |
0 |
0 |
META PLATFORMS INC |
CL A |
30303M102 |
2,370 |
14,700 |
SH |
|
SOLE |
|
14,700 |
0 |
0 |
METLIFE INC |
COM |
59156R108 |
5,425 |
86,400 |
SH |
|
SOLE |
|
86,400 |
0 |
0 |
MGE ENERGY INC |
COM |
55277P104 |
1,022 |
13,129 |
SH |
|
SOLE |
|
13,129 |
0 |
0 |
MODERNA INC |
COM |
60770K107 |
2,586 |
18,100 |
SH |
|
SOLE |
|
18,100 |
0 |
0 |
MOODYS CORP |
COM |
615369105 |
218 |
800 |
SH |
|
SOLE |
|
800 |
0 |
0 |
MORGAN STANLEY |
COM NEW |
617446448 |
7,195 |
94,600 |
SH |
|
SOLE |
|
94,600 |
0 |
0 |
MOVADO GROUP INC |
COM |
624580106 |
2,477 |
80,100 |
SH |
|
SOLE |
|
80,100 |
0 |
0 |
MPLX LP |
COM UNIT REP LTD |
55336V100 |
4,791 |
164,353 |
SH |
|
SOLE |
|
164,353 |
0 |
0 |
MR COOPER GROUP INC |
COM |
62482R107 |
12,730 |
346,500 |
SH |
|
SOLE |
|
346,500 |
0 |
0 |
NABORS INDUSTRIES LTD |
SHS |
G6359F137 |
3,321 |
24,800 |
SH |
|
SOLE |
|
24,800 |
0 |
0 |
NATIONAL FUEL GAS CO |
COM |
636180101 |
6,904 |
104,524 |
SH |
|
SOLE |
|
104,524 |
0 |
0 |
NATIONAL GRID PLC |
SPON ADR NEW |
636274409 |
17,217 |
266,144 |
SH |
|
SOLE |
|
266,144 |
0 |
0 |
NEW JERSEY RES CORP |
COM |
646025106 |
6,806 |
152,834 |
SH |
|
SOLE |
|
152,834 |
0 |
0 |
NEW YORK CMNTY BANCORP INC |
COM |
649445103 |
3,515 |
385,000 |
SH |
|
SOLE |
|
385,000 |
0 |
0 |
NEWPARK RES INC |
COM PAR $.01NEW |
651718504 |
389 |
125,950 |
SH |
|
SOLE |
|
125,950 |
0 |
0 |
NEXTERA ENERGY INC |
COM |
65339F101 |
369 |
4,770 |
SH |
|
SOLE |
|
4,770 |
0 |
0 |
NISOURCE INC |
COM |
65473P105 |
14,615 |
495,581 |
SH |
|
SOLE |
|
495,581 |
0 |
0 |
NORTHEAST CMNTY BANCORP INC |
COM |
664121100 |
2,735 |
232,331 |
SH |
|
SOLE |
|
232,331 |
0 |
0 |
NORTHROP GRUMMAN CORP |
COM |
666807102 |
3,398 |
7,100 |
SH |
|
SOLE |
|
7,100 |
0 |
0 |
NORTHWEST NAT HLDG CO |
COM |
66765N105 |
3,393 |
63,903 |
SH |
|
SOLE |
|
63,903 |
0 |
0 |
NORTHWESTERN CORP |
COM NEW |
668074305 |
1,220 |
20,698 |
SH |
|
SOLE |
|
20,698 |
0 |
0 |
NORTONLIFELOCK INC. |
COM |
668771108 |
2,580 |
117,500 |
SH |
|
SOLE |
|
117,500 |
0 |
0 |
NOV INC |
COM |
62955J103 |
14,979 |
885,800 |
SH |
|
SOLE |
|
885,800 |
0 |
0 |
NUCOR CORP |
COM |
670346105 |
2,360 |
22,600 |
SH |
|
SOLE |
|
22,600 |
0 |
0 |
NVR INC |
COM |
62944T105 |
2,402 |
600 |
SH |
|
SOLE |
|
600 |
0 |
0 |
OCEANEERING INTL INC |
COM |
675232102 |
2,303 |
215,600 |
SH |
|
SOLE |
|
215,600 |
0 |
0 |
OGE ENERGY CORP |
COM |
670837103 |
467 |
12,100 |
SH |
|
SOLE |
|
12,100 |
0 |
0 |
OLD NATL BANCORP IND |
COM |
680033107 |
5,694 |
385,000 |
SH |
|
SOLE |
|
385,000 |
0 |
0 |
OLD REP INTL CORP |
COM |
680223104 |
13,365 |
597,700 |
SH |
|
SOLE |
|
597,700 |
0 |
0 |
OLIN CORP |
COM PAR $1 |
680665205 |
10,279 |
222,100 |
SH |
|
SOLE |
|
222,100 |
0 |
0 |
ONE GAS INC |
COM |
68235P108 |
8,555 |
105,375 |
SH |
|
SOLE |
|
105,375 |
0 |
0 |
ONEOK INC NEW |
COM |
682680103 |
23,755 |
428,026 |
SH |
|
SOLE |
|
428,026 |
0 |
0 |
PACWEST BANCORP DEL |
COM |
695263103 |
2,666 |
100,000 |
SH |
|
SOLE |
|
100,000 |
0 |
0 |
PARAMOUNT GLOBAL |
CLASS B COM |
92556H206 |
4,028 |
163,200 |
SH |
|
SOLE |
|
163,200 |
0 |
0 |
PAYPAL HLDGS INC |
COM |
70450Y103 |
349 |
5,000 |
SH |
|
SOLE |
|
5,000 |
0 |
0 |
PBF ENERGY INC |
CL A |
69318G106 |
5,047 |
173,900 |
SH |
|
SOLE |
|
173,900 |
0 |
0 |
PDC ENERGY INC |
COM |
69327R101 |
745 |
12,090 |
SH |
|
SOLE |
|
12,090 |
0 |
0 |
PEABODY ENGR CORP |
COM |
704551100 |
26,611 |
1,247,600 |
SH |
|
SOLE |
|
1,247,600 |
0 |
0 |
PENSKE AUTOMOTIVE GRP INC |
COM |
70959W103 |
12,301 |
117,500 |
SH |
|
SOLE |
|
117,500 |
0 |
0 |
PEPSICO INC |
COM |
713448108 |
6,083 |
36,500 |
SH |
|
SOLE |
|
36,500 |
0 |
0 |
PFIZER INC |
COM |
717081103 |
5,746 |
109,600 |
SH |
|
SOLE |
|
109,600 |
0 |
0 |
PG&E CORP |
COM |
69331C108 |
10,136 |
1,015,649 |
SH |
|
SOLE |
|
1,015,649 |
0 |
0 |
PHILIP MORRIS INTL INC |
COM |
718172109 |
9,459 |
95,800 |
SH |
|
SOLE |
|
95,800 |
0 |
0 |
PHILLIPS 66 |
COM |
718546104 |
861 |
10,500 |
SH |
|
SOLE |
|
10,500 |
0 |
0 |
PIONEER NAT RES CO |
COM |
723787107 |
926 |
4,150 |
SH |
|
SOLE |
|
4,150 |
0 |
0 |
PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN |
UNIT LTD PARTN |
726503105 |
17,008 |
1,731,936 |
SH |
|
SOLE |
|
1,731,936 |
0 |
0 |
PNC FINL SVCS GROUP INC |
COM |
693475105 |
1,735 |
11,000 |
SH |
|
SOLE |
|
11,000 |
0 |
0 |
PPL CORP |
COM |
69351T106 |
3,205 |
118,119 |
SH |
|
SOLE |
|
118,119 |
0 |
0 |
PRICE T ROWE GROUP INC |
COM |
74144T108 |
2,352 |
20,700 |
SH |
|
SOLE |
|
20,700 |
0 |
0 |
PRUDENTIAL FINL INC |
COM |
744320102 |
2,631 |
27,500 |
SH |
|
SOLE |
|
27,500 |
0 |
0 |
PUBLIC SVC ENTERPRISE GRP INC COM |
COM |
744573106 |
13,681 |
216,190 |
SH |
|
SOLE |
|
216,190 |
0 |
0 |
PULTE GROUP INC |
COM |
745867101 |
2,552 |
64,400 |
SH |
|
SOLE |
|
64,400 |
0 |
0 |
PVH CORPORATION |
COM |
693656100 |
6,544 |
115,000 |
SH |
|
SOLE |
|
115,000 |
0 |
0 |
QIWI PLC |
SPON ADR REP B |
74735M108 |
87 |
15,383 |
SH |
|
SOLE |
|
15,383 |
0 |
0 |
QUALCOMM INC |
COM |
747525103 |
2,635 |
20,624 |
SH |
|
SOLE |
|
20,624 |
0 |
0 |
RANGER OIL CORPORATION |
CLASS A COM |
70788V102 |
3,534 |
107,500 |
SH |
|
SOLE |
|
107,500 |
0 |
0 |
REGENERON PHARMACEUTICALS |
COM |
75886F107 |
2,601 |
4,400 |
SH |
|
SOLE |
|
4,400 |
0 |
0 |
RELIANCE STEEL & ALUMINUM CO COM |
COM |
759509102 |
2,718 |
16,000 |
SH |
|
SOLE |
|
16,000 |
0 |
0 |
RGC RES INC |
COM |
74955L103 |
386 |
20,254 |
SH |
|
SOLE |
|
20,254 |
0 |
0 |
ROYAL BK CDA |
COM |
780087102 |
5,073 |
52,400 |
SH |
|
SOLE |
|
52,400 |
0 |
0 |
RYDER SYS INC |
COM |
783549108 |
10,446 |
147,000 |
SH |
|
SOLE |
|
147,000 |
0 |
0 |
SASOL LTD |
SPONSORED ADR |
803866300 |
3,321 |
144,000 |
SH |
|
SOLE |
|
144,000 |
0 |
0 |
SCHLUMBERGER LTD |
COM STK |
806857108 |
941 |
26,310 |
SH |
|
SOLE |
|
26,310 |
0 |
0 |
SCHOLASTIC CORP |
COM |
807066105 |
2,619 |
72,800 |
SH |
|
SOLE |
|
72,800 |
0 |
0 |
SEALED AIR CORP NEW |
COM |
81211K100 |
2,574 |
44,600 |
SH |
|
SOLE |
|
44,600 |
0 |
0 |
SELECT ENERGY SVCS INC |
CL A COM |
81617J301 |
359 |
52,660 |
SH |
|
SOLE |
|
52,660 |
0 |
0 |
SEMPRA |
COM |
816851109 |
29,128 |
193,840 |
SH |
|
SOLE |
|
193,840 |
0 |
0 |
SHORE BANCSHARES INC |
COM |
825107105 |
1,351 |
73,000 |
SH |
|
SOLE |
|
73,000 |
0 |
0 |
SIRIUS XM HOLDINGS INC |
COM |
82968B103 |
2,990 |
487,700 |
SH |
|
SOLE |
|
487,700 |
0 |
0 |
SNAP ON INC |
COM |
833034101 |
2,857 |
14,500 |
SH |
|
SOLE |
|
14,500 |
0 |
0 |
SOLARIS OILFIELD INFRASTRUCTUR COM CL A |
COM CL A |
83418M103 |
957 |
87,920 |
SH |
|
SOLE |
|
87,920 |
0 |
0 |
SOUTH JERSEY INDS INC |
COM |
838518108 |
7,049 |
206,471 |
SH |
|
SOLE |
|
206,471 |
0 |
0 |
SOUTHERN CO |
COM |
842587107 |
27,076 |
379,700 |
SH |
|
SOLE |
|
379,700 |
0 |
0 |
SOUTHWEST GAS HLDGS INC |
COM |
844895102 |
7,046 |
80,917 |
SH |
|
SOLE |
|
80,917 |
0 |
0 |
SPECTRUM BRANDS HLDGS INC NEW COM |
COM |
84790A105 |
10,982 |
133,900 |
SH |
|
SOLE |
|
133,900 |
0 |
0 |
SPIRE INC |
COM |
84857L101 |
5,510 |
74,091 |
SH |
|
SOLE |
|
74,091 |
0 |
0 |
STATE STR CORP |
COM |
857477103 |
2,281 |
37,000 |
SH |
|
SOLE |
|
37,000 |
0 |
0 |
STEEL DYNAMICS INC |
COM |
858119100 |
2,487 |
37,600 |
SH |
|
SOLE |
|
37,600 |
0 |
0 |
SUNCOR ENERGY INC NEW |
COM |
867224107 |
7,255 |
206,860 |
SH |
|
SOLE |
|
206,860 |
0 |
0 |
SYNOVUS FINL CORP |
COM NEW |
87161C501 |
901 |
25,000 |
SH |
|
SOLE |
|
25,000 |
0 |
0 |
TAPESTRY INC |
COM |
876030107 |
2,484 |
81,400 |
SH |
|
SOLE |
|
81,400 |
0 |
0 |
TARGA RES CORP |
COM |
87612G101 |
6,415 |
107,500 |
SH |
|
SOLE |
|
107,500 |
0 |
0 |
TARGET CORP |
COM |
87612E106 |
1,949 |
13,800 |
SH |
|
SOLE |
|
13,800 |
0 |
0 |
TC ENERGY CORP |
COM |
87807B107 |
27,418 |
529,200 |
SH |
|
SOLE |
|
529,200 |
0 |
0 |
TECHNIPFMC PLC |
COM |
G87110105 |
439 |
65,240 |
SH |
|
SOLE |
|
65,240 |
0 |
0 |
TELLURIAN INC NEW |
COM |
87968A104 |
2,225 |
746,690 |
SH |
|
SOLE |
|
746,690 |
0 |
0 |
TENARIS S A |
SPONSORED ADS |
88031M109 |
642 |
25,000 |
SH |
|
SOLE |
|
25,000 |
0 |
0 |
TENET HEALTHCARE CORP |
COM NEW |
88033G407 |
2,045 |
38,900 |
SH |
|
SOLE |
|
38,900 |
0 |
0 |
TEXAS CAP BANCSHARES INC |
COM |
88224Q107 |
5,527 |
105,000 |
SH |
|
SOLE |
|
105,000 |
0 |
0 |
TEXAS INSTRS INC |
COM |
882508104 |
5,148 |
33,504 |
SH |
|
SOLE |
|
33,504 |
0 |
0 |
TITAN INTL INC ILL |
COM |
88830M102 |
4,226 |
279,900 |
SH |
|
SOLE |
|
279,900 |
0 |
0 |
TORONTO DOMINION BK ONT |
COM NEW |
891160509 |
4,768 |
72,700 |
SH |
|
SOLE |
|
72,700 |
0 |
0 |
TOTALENERGIES SE |
SPONSORED ADS |
89151E109 |
6,217 |
118,100 |
SH |
|
SOLE |
|
118,100 |
0 |
0 |
TRIUMPH GROUP INC NEW |
COM |
896818101 |
1,746 |
131,400 |
SH |
|
SOLE |
|
131,400 |
0 |
0 |
TRUIST FINANCIAL CORP |
COM |
89832Q109 |
1,992 |
42,000 |
SH |
|
SOLE |
|
42,000 |
0 |
0 |
TYSON FOODS INC |
CL A |
902494103 |
2,926 |
34,000 |
SH |
|
SOLE |
|
34,000 |
0 |
0 |
UGI CORP NEW |
COM |
902681105 |
4,543 |
117,652 |
SH |
|
SOLE |
|
117,652 |
0 |
0 |
UNILEVER PLC |
SPON ADR NEW |
904767704 |
6,040 |
131,800 |
SH |
|
SOLE |
|
131,800 |
0 |
0 |
UNITED NAT FOODS INC |
COM |
911163103 |
10,630 |
269,800 |
SH |
|
SOLE |
|
269,800 |
0 |
0 |
UNITED PARCEL SERVICE INC |
CL B |
911312106 |
7,466 |
40,900 |
SH |
|
SOLE |
|
40,900 |
0 |
0 |
UNITIL CORP |
COM |
913259107 |
1,116 |
18,998 |
SH |
|
SOLE |
|
18,998 |
0 |
0 |
UNIVAR SOLUTIONS INC |
COM |
91336L107 |
2,659 |
106,900 |
SH |
|
SOLE |
|
106,900 |
0 |
0 |
USA TRUCK INC |
COM |
902925106 |
3,711 |
118,100 |
SH |
|
SOLE |
|
118,100 |
0 |
0 |
VERIZON COMMUNICATIONS INC |
COM |
92343V104 |
10,267 |
202,300 |
SH |
|
SOLE |
|
202,300 |
0 |
0 |
VISA INC |
COM CL A |
92826C839 |
1,693 |
8,600 |
SH |
|
SOLE |
|
8,600 |
0 |
0 |
WALGREENS BOOTS ALLIANCE INC COM |
COM |
931427108 |
8,158 |
215,250 |
SH |
|
SOLE |
|
215,250 |
0 |
0 |
WEC ENERGY GROUP INC |
COM |
92939U106 |
22,950 |
228,040 |
SH |
|
SOLE |
|
228,040 |
0 |
0 |
WELLS FARGO CO NEW |
COM |
949746101 |
2,233 |
57,000 |
SH |
|
SOLE |
|
57,000 |
0 |
0 |
WESCO INTL INC |
COM |
95082P105 |
10,249 |
95,700 |
SH |
|
SOLE |
|
95,700 |
0 |
0 |
WESTERN MIDSTREAM PARTNERS LP COM UNIT LP INT |
COM UNIT LP INT |
958669103 |
2,115 |
87,000 |
SH |
|
SOLE |
|
87,000 |
0 |
0 |
WESTERN NEW ENG BANCORP INC |
COM |
958892101 |
2,574 |
345,000 |
SH |
|
SOLE |
|
345,000 |
0 |
0 |
WILLIAMS COS INC |
COM |
969457100 |
3,453 |
110,652 |
SH |
|
SOLE |
|
110,652 |
0 |
0 |
WILLIAMS SONOMA INC |
COM |
969904101 |
2,108 |
19,000 |
SH |
|
SOLE |
|
19,000 |
0 |
0 |
WINTRUST FINL CORP |
COM |
97650W108 |
2,565 |
32,000 |
SH |
|
SOLE |
|
32,000 |
0 |
0 |
WSFS FINL CORP |
COM |
929328102 |
5,011 |
125,000 |
SH |
|
SOLE |
|
125,000 |
0 |
0 |
XCEL ENERGY INC |
COM |
98389B100 |
9,361 |
132,299 |
SH |
|
SOLE |
|
132,299 |
0 |
0 |
ZIM INTEGRATED SHIPPING SERV SHS |
SHS |
M9T951109 |
2,116 |
44,800 |
SH |
|
SOLE |
|
44,800 |
0 |
0 |
ZIONS BANCORPORATION N A |
COM |
989701107 |
2,138 |
42,000 |
SH |
|
SOLE |
|
42,000 |
0 |
0 |