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HOLDINGS, INC AT COST 22254 28674 553530106 MSC INDL DIRECT INC 567908108 MARINEMAX INC AT COST 20264 42737 589433101 MEREDITH CORPORATION 649604501 NEW YORK MORTGAGE TR 68235P108 ONE GAS INC AT COST 149186 145863 70014A104 PARK AEROSPACE CORP 700517105 PARK HOTELS & RESORT AT COST 16309 30870 74386T105 PROVIDENT FINL SVCS 74432QCE3 PRUDENTIAL FINANCIAL AT COST 44893 59115 74971D101 RPT REALTY 780287108 ROYAL GOLD INC 912828T91 U S TREASURY NOTE 912828YT1 TREASURY NOTE 008492100 AGREE RLTY CORP 024835100 AMERICAN CAMPUS CMNT AT COST 29641 36355 03820C105 APPLIED INDL TECHNOL 038222105 APPLIED MATERIALS IN AT COST 37853 65588 053774105 AVIS BUDGET GROUP IN 05588F709 BNYM GLBL RL EST SEC 05589K400 BNYM FLTNG RT INC-Y AT COST 1050880 1018717 129500104 CALRES INC COM 150602209 CEDAR SHOPPING CTRS 156504300 CENTURY COMMUNITIES AT COST 20124 31522 168615102 CHICOS FAS INC 168905107 CHILDRENS PL RETAIL 216831107 COOPER TIRE & RUBBER AT COST 24856 36855 22304C100 COVETRUS I NC 302301106 EZCORP INC CL A NON 3131Y02G6 FHLMC POOL ZM6175 31334Y3N5 FREDDIE MAC POOL AT COST 67682 69628 3140JWSP6 FANNIE MAE POOL 3140X4XP6 FNMA POOL # 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FM2178 AT COST 81919 82792 36179VNR7 GNMA POOL II # MA670 AT COST 70623 70293 3140QC6X9 FNMA POOL # CA5385 AT COST 95472 95078 127055101 CABOT CORPORATION CO AT COST 18320 27826 3133A7LS6 FHLMC QB1237 AT COST 94367 93913 024061103 AMERICAN AXLE & MFG AT COST 11357 23102 48020Q107 JONES LANG LASALLE I AT COST 26366 40060 74319R101 PROG HOLDINGS INC AT COST 16724 23703 91282CAH4 U S ETREASURY NOTE AT COST 114290 114300 91282CAT8 WI TREASURY N/B .250 AT COST 119292 119484 001084102 AGCO CORP AT COST 46744 79379 02209S103 ALTRIA GROUP INC AT COST 42488 42230 084680107 BERKSHIRE HILLS BANC AT COST 33606 54784 315405100 FERRO CORPORATION AT COST 12349 19897 455793109 INDITEX-UNSPON ADR AT COST 6256 6737 3140X8DL8 FN FM4606 AT COST 94244 94761 75524KNH3 CITIZENS BANK NA/RI AT COST 54861 58359 680223104 OLD REPUBLIC INTERNA AT COST 35842 41391 50077C106 KRATON PERFORMANCE P AT COST 13061 61416 40415F101 HDFC BK LTD AT COST 2725 2890 320517105 FIRST HORIZON NATL C AT COST 35350 47340 13077DKU5 CALIFORNIA ST UNIV AT COST 35000 37380 3140X8HH3 FN FM4731 AT COST 71822 72250 988498101 YUM BRANDS INC AT COST 37182 43424 23283R100 CYRUSONE INC AT COST 18840 27797 459044103 INTERNATIONAL BANCSH AT COST 28601 37066 00751Y106 ADVANCE AUTO PARTS I AT COST 25955 26777 09661D300 BNYM SUSTAIN US EQTY AT COST 2500000 3197720 73358W4V3 PORT AUTHORITY OF NE AT COST 50000 50745 09180C106 BJS RESTAURANTS INC AT COST 12144 25403 96145D105 WESTROCK CO AT COST 26832 52236 655844108 NORFOLK SOUTHERN COR AT COST 5161 5703 485170302 KANSAS CITY SOUTHN I AT COST 4930 5512 942749102 WATTS WATER TECHNOLO AT COST 27942 40161 524671104 LEGRAND SA-UNSP ADR AT COST 5906 5864 V7780T103 ROYAL CARIBBEAN CRUI AT COST 13945 33611 57636Q104 MASTERCARD INC AT COST 47803 51399 91282CAE1 UNITED STATES TREAS AT COST 64792 63375 150870103 CELANESE CORP DEL AT COST 30804 46778 624678108 MOWI ASA - SPON ADR AT COST 9086 9290 3140K3DS8 FNMA POOL # BO7312 AT COST 94937 94414 458140100 INTEL CORPORATION AT COST 111077 108109 371901109 GENTEX CORP COM AT COST 54802 67181 159864107 CHARLES RIV LABORATO AT COST 22394 44975 G7S00T104 PENTAIR PLC AT COST 26976 33447 G0585R106 ASSURED GUARANTY LTD AT COST 27483 31490 165303108 CHESAPEAKE UTILS COR AT COST 47836 56269 81761L102 SERVICE PROPERTIES T AT COST 21914 37917 912810SQ2 UNITED STATES TREAS AT COST 119414 118340 001055102 AFLAC INC AT COST 48559 59590 11373M107 BROOKLINE BANCORP IN AT COST 50831 62367 08862E109 BEYOND MEAT INC AT COST 5972 5250 254709108 DISCOVER FINL SVCS AT COST 34278 59750 3133KG4U9 FHLMC RA1735 AT COST 62981 64046 85917A100 STERLING BANCORP/DE AT COST 31106 48726 071813109 BAXTER INTL INC COM AT COST 22060 21665 929236107 WD 40 CO AT COST 21317 23911 571748102 MARSH & MCLENNAN COS AT COST 24948 25740 29261A100 ENCOMPASS HEALTH COR AT COST 41324 51268 887389104 TIMKEN CO AT COST 16692 37906 759351604 REINSURANCE GROUP AM AT COST 40163 54473 359694106 H B FULLER CO COM AT COST 17043 31647 225433AC5 CREDIT SUISSE GROUP AT COST 85534 88817 29272W109 ENERGIZER SPINCO INC AT COST 21417 21934 21870Q105 CORESITE REALTY CORP AT COST 30906 31320 589378108 MERCURY COMPUTER SYS AT COST 18050 25537 98310W108 WYNDHAM WORLDWIDE CO AT COST 24406 40823 05464C101 AXON ENTERPRISE INC AT COST 18925 40435 133131102 CAMDEN PPTY TR SBI AT COST 56898 62950 831865209 A O SMITH CORP COM AT COST 18671 24669 55405W104 MYR GROUP INC DEL CO AT COST 19819 55893 855244109 STARBUCKS CORP COM AT COST 26563 42792 72147K108 PILGRIM'S PRIDE CORP AT COST 20347 24316 912828ZQ6 UNITED STATES TREAS AT COST 434345 425282 099724106 BORG WARNER INC AT COST 13282 19861 397624107 GREIF BROS CORP CL A AT COST 15162 28597 57164Y107 MARRIOTT VACATIONS W AT COST 25555 43910 316773100 FIFTH THIRD BANCORP AT COST 24843 35290 912810SP4 U S TREASURY BONDS AT COST 64556 60876 737446104 POST HOLDINGS INC AT COST 41059 46465 22160KAP0 COSTCO WHOLESALE COR AT COST 64886 66606 552953101 MGM MIRAGE AT COST 13666 27729 98156Q108 WORLD WRESTLING FEDN AT COST 9087 13454 G1890L107 CAPRI HOLDINGS LTD AT COST 21478 60900 46284V101 IRON MOUNTAIN INC AT COST 31096 33312 886547108 TIFFANY & CO NEW AT COST 23308 24976 59001K100 MERITOR INC AT COST 13665 22607 60855R100 MOLINA HEALTHCARE IN AT COST 28391 46790 743713109 PROTO LABS INC AT COST 24831 38350 410120109 HANCOCK HLDG CO AT COST 44784 80968 695156109 PACKAGING CORP AMER AT COST 17448 31719 835495102 SONOCO PRODUCTS CO C AT COST 21791 29033 904767704 UNILEVER PLC AMER SH AT COST 11483 12072 98311A105 WYNDHAM HOTELS & RES AT COST 28909 48146 912828Z94 UNITED STATES TREAS AT COST 53693 52897 731068102 POLARIS INDS INC COM AT COST 10654 16198 045487105 ASSOCIATED BANC CORP AT COST 33630 43478 254687FX9 WALT DISNEY COMPANY/ AT COST 24983 27408 70509V100 PEBBLEBROOK HOTEL TR AT COST 20973 37036 913903100 UNIVERSAL HEALTH SVC AT COST 22732 28875 05971KAE9 BANCO SANTANDER SA AT COST 50263 53377 92556V106 VIATRIS INC AT COST 2864 3579 904311206 UNDER ARMOUR INC-CLA AT COST 38742 58181 874060AX4 TAKEDA PHARMACEUTICA AT COST 39922 40944 12545M207 C H R HANSEN HOLDING AT COST 4470 5628 L9340P101 TRINSEO SA AT COST 21373 74255 920253101 VALMONT INDS INC AT COST 25780 48980 30225T102 EXTRA SPACE STORAGE AT COST 22947 27806 477143101 JETBLUE AWYS CORP AT COST 34525 47982 718172109 PHILIP MORRIS INTERN AT COST 54873 57953 524660107 LEGGETT & PLATT INC AT COST 21838 31896 109641100 BRINKER INTL INC AT COST 10080 33942 177835105 CITY HLDG CO AT COST 28790 32689 258278100 DORMAN PRODS INC AT COST 24101 28651 12769G100 CAESARS ENTMT INC NE AT COST 14062 66100 3133ABNU0 FHLMC QB4903 AT COST 67784 67959 3132D56U1 FHLMC SB8083 AT COST 82019 82345 244199105 DEERE & COMPANY AT COST 42222 64572 502441306 LVMH MOET HENNESSY L AT COST 5114 6611 98956P102 ZIMMER BIOMET HOLDIN AT COST 26786 30818 883556102 THERMO ELECTRON CORP AT COST 20060 32605 90384S303 ULTA SALON COSMETICS AT COST 33693 48817 000957100 ABM INDS INC COM AT COST 12816 19298 31418DLL4 FNMA POOL MA3930 AT COST 77055 78961 36179VKM1 GNMA POOL II # MA660 AT COST 112334 111124 387328107 GRANITE CONSTR INC AT COST 9052 19498 229899109 CULLEN FROST BKRS IN AT COST 28630 35764 3140X53W1 FNMA POOL # FM2612 AT COST 48103 48169 H1467J104 CHUBB LTD AT COST 21721 26166 36179VSH4 GNMA POOL II # MA682 AT COST 167793 166879 983793100 XPO LOGISTICS INC AT COST 15386 30992 82669G104 SIGNATURE BK NEW YOR AT COST 26913 43293 10922N103 BRIGHTHOUSE FINANCIA AT COST 17413 30050 758750103 REGAL BELOIT CORP AT COST 20579 39299 891092108 TORO COMPANY AT COST 51828 69233 95040Q104 WELLTOWER INC AT COST 19318 24556 31418DQG0 FNMA MA4054 AT COST 79364 80530 11134LAR0 BROADCOM CRP / CAYM AT COST 64489 66133 883203101 TEXTRON INCORPORATED AT COST 20197 39631 431475102 HILL ROM HLDGS AT COST 32306 30371 863667101 STRYKER CORP AT COST 39528 49008 603158106 MINERALS TECHNOLOGIE AT COST 12913 24227 053484101 AVALONBAY CMNTYS INC AT COST 13089 14439 14448C104 CARRIER GLOBAL CORP AT COST 25186 49413 594918CC6 MICROSOFT CORP 2.525 AT COST 79472 84363 36179VZT0 GNMA MA7054 AT COST 118388 116735 600544100 MILLER HERMAN INC CO AT COST 16740 24674 3140X6Y54 FN FM3431 AT COST 109431 109049 743606105 PROSPERITY BANCSHARE AT COST 29597 35374 74164M108 PRIMERICA INC AT COST 26074 38840 89531P105 TREX INC AT COST 15544 31814 876030107 TAPESTRY INC. AT COST 19118 40404 169905106 CHOICE HOTELS INTL I AT COST 21016 29884 254687106 DISNEY (WALT) COMPAN AT COST 99201 170309 3133N3WJ9 FHLMC RE6049 AT COST 59334 60322 67103X102 OFG BANCORP AT COST 23868 32445 142339100 CARLISLE COMPANIES I AT COST 50613 64034 890110109 TOMPKINS TRUSTCO INC AT COST 24533 29652 928881101 VONTIER CORPORATION AT COST 4768 6012 912828YX2 TREASURY BOND AT COST 115013 123585 88033G407 TENET HEALTHCARE COR AT COST 12874 30347 200340107 COMERICA INC COM AT COST 26921 40778 892330101 TOYOTA INDUSTRIES-UN AT COST 4521 6502 778296103 ROSS STORES INC AT COST 38035 55265 784117103 SEI INVESTMENTS CO AT COST 39848 43677 405024100 HAEMONETICS CORP MAS AT COST 23414 30875 67077MAV0 NUTRIEN LTD 1.9% 5/1 AT COST 29973 30989 90328M107 USANA HEALTH SCIENCE AT COST 20906 21588 31620M106 FIDELITY NATL INFORM AT COST 9820 9195 12572Q105 CME GROUP INC AT COST 6335 6736 651229106 NEWELL RUBBERMAID IN AT COST 10079 18258 69354M108 PRA HEALTH SCIENCES AT COST 24924 37632 95058W100 WENDYS ARBYS GROUP I AT COST 11855 16221 446150104 HUNTINGTON BANCSHARE AT COST 30098 40795 G66721104 NORWEGIAN CRUISE LIN AT COST 11225 26956 025932104 AMERICAN FINL GROUP AT COST 29922 43810 589889104 MERIT MED SYS INC AT COST 21768 33306 577081102 MATTEL INC AT COST 11929 27571 68902V107 OTIS WORLDWIDE CORP AT COST 42772 49649 191098102 COCA COLA BOTTLING C AT COST 23469 26627 36179VNQ9 GNMA POOL II # MA669 AT COST 80352 81340 518439104 ESTEE LAUDER COMPANI AT COST 23055 31943 3133N2TB2 FHLMC POOL RE5046 AT COST 59103 59131 257651109 DONALDSON CO INC COM AT COST 50255 60909 231561101 CURTISS-WRIGHT CORPO AT COST 35618 45377 320867104 FIRST MIDWEST BANCOR AT COST 35874 47442 00766T100 AECOM TECHNOLOGY COR AT COST 30586 47789 21036P108 CONSTELLATION BRANDS AT COST 39382 48191 69360J107 PS BUSINESS PKS INC AT COST 26616 30560 98419M100 XYLEM INC-W/I AT COST 33624 45806 02666TAB3 AMERICAN HOMES 4 REN AT COST 51090 54341 05329W102 AUTONATION INC AT COST 25264 31406 29275Y102 ENERSYS AT COST 16001 29071 693506107 PPG INDUSTRIES INC AT COST 21373 27402 91282CBA8 UNITED STATES TREAS AT COST 34947 34959 695263103 PACWEST BANCORP DEL AT COST 30218 41402 639050103 NATUS MED INC DEL AT COST 20768 23246 521865204 LEAR CORP W/I AT COST 24894 41348 688239201 OSHKOSH TRUCK CORP AT COST 29292 38732 25754A201 DOMINOS PIZZA INC AT COST 37844 46015 36179VN22 GNMA II POOL MA6709 AT COST 56119 56621 267475101 DYCOM INDUSTRIES INC AT COST 17600 83072 369550108 GENERAL DYNAMICS COR AT COST 28994 31252 666807102 NORTHROP GRUMMAN COR AT COST 18483 18283 91282CAU5 WI TREASURY N/B .500 AT COST 39691 39688 46590V100 JBG SMITH PROPERTIES AT COST 64636 67231 45778Q107 INSPERITY INC AT COST 12662 20355 50187T106 L G I HOMES INC AT COST 12459 22229 858119100 STEEL DYNAMICS INC AT COST 27950 38345 05368V106 AVIENT CORP AT COST 14008 32224 00258W108 AARON'S CO INC/THE - AT COST 3403 4171 3140X8AD9 FN FM4503 AT COST 110229 110403 036752103 ANTHEM INC AT COST 34684 41742 3140X8KD8 FN FM4791 AT COST 82062 82332 32054K103 FIRST INDL RLTY TR I AT COST 19007 25278 49427F108 KILROY RLTY CORP AT COST 62676 66010 22410J106 CRACKER BARREL OLD C AT COST 20148 27703 00191U102 ASGN INC AT COST 10501 24224 690742101 OWENS CORNING NEW AT COST 18685 34850 27579R104 EAST WEST BANCORP IN AT COST 19639 32962 707569109 PENN NATL GAMING INC AT COST 10688 57004 45687V106 INGERSOLL RAND INC AT COST 12309 17723 31847R102 FIRST AMERICAN FINAN AT COST 23092 24266 74460D109 PUBLIC STORAGE INC C AT COST 22301 27712 452308109 ILLINOIS TOOL WORKS AT COST 34452 36698 3133A9ZV0 FHLMC POOL QB3456 AT COST 111701 111493 477839104 JOHN BEAN TECHNOLOGI AT COST 19726 31884 G8994E103 TRANE TECHNOLOGIES P AT COST 34587 52548 68752M108 ORTHOFIX MED INC AT COST 30133 40831 553498106 M S A SAFETY INC AT COST 19981 29878 64110L106 NETFLIX COM INC AT COST 62892 108146 91347P105 UNIVERSAL DISPLAY CO AT COST 32178 43662 446413106 HUNTINGTON INGALLS I AT COST 28703 32391 91529Y106 UNUMPROVIDENT CORP AT COST 14811 22940 34959J108 FORTIVE CORP. AT COST 27530 31869 075887109 BECTON DICKINSON AND AT COST 36682 35031 452327109 ILLUMINA INC AT COST 18016 29600 459200101 INTERNATIONAL BUSINE AT COST 20419 22658 693656100 PVH CORP AT COST 21619 42251 517834107 LAS VEGAS SANDS CORP AT COST 12516 17284 400110102 GRUBHUB INC AT COST 9705 20796 512816109 LAMAR ADVERTISING CO AT COST 17686 25798 91324P102 UNITED HEALTH GROUP AT COST 116518 161313 NON-ALLOCABLE LEGAL FEES 125179 125179 PY RETURN OF CAPITAL ADJ 705 ROC ADJ OF CY SALES 15469 PURCHASE OF ACCRUED INTEREST CARRYOVER 914 MBS ADJUSTMENT 1592 OTHER MISC EXPENSES 132993 0 132993 INVESTMENT EXPENSES 10822 10822 0 PY POAI CARRYOVER 2660 FOREIGN TAXES 22523 22523 0 FEDERAL ESTIMATES - INCOME 28866 0 0 FOREIGN TAXES ON NONQUALIFIED 2107 2107 0