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 |
ABBVIE INC | COM | 00287Y109 | 3,460 | 51,500 | SH | SOLE | 51,500 | 0 | 0 | ||
ADVANCE AUTO PARTS INC | COM | 00751Y106 | 20,071 | 126,000 | SH | SOLE | 126,000 | 0 | 0 | ||
AECOM | COM | 00766T100 | 17,341 | 524,200 | SH | SOLE | 524,200 | 0 | 0 | ||
AETNA INC NEW | COM | 00817Y108 | 6,845 | 53,700 | SH | SOLE | 53,700 | 0 | 0 | ||
AGL RES INC | COM | 001204106 | 55,994 | 1,202,616 | SH | SOLE | 1,202,616 | 0 | 0 | ||
ALASKA AIR GROUP INC | COM | 011659109 | 2,268 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
ALBEMARLE CORP | COM | 012653101 | 2,172 | 39,300 | SH | SOLE | 39,300 | 0 | 0 | ||
ALLIANT ENERGY CORP | COM | 018802108 | 6,286 | 108,904 | SH | SOLE | 108,904 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 2,626 | 53,700 | SH | SOLE | 53,700 | 0 | 0 | ||
AMAZON COM INC | COM | 023135106 | 204 | 471 | SH | SOLE | 471 | 0 | 0 | ||
AMEDISYS INC | COM | 023436108 | 7,171 | 180,500 | SH | SOLE | 180,500 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 9,212 | 244,490 | SH | SOLE | 244,490 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 2,876 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
AMERICAN INTL GROUP INC | COM NEW | 026874784 | 2,473 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
AMERICAN WOODMARK CORP | COM | 030506109 | 6,330 | 115,400 | SH | SOLE | 115,400 | 0 | 0 | ||
AMTRUST FINL SVCS INC | COM | 032359309 | 6,472 | 98,800 | SH | SOLE | 98,800 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 2,817 | 22,461 | SH | SOLE | 22,461 | 0 | 0 | ||
ASBURY AUTOMOTIVE GROUP INC | COM | 043436104 | 6,207 | 68,500 | SH | SOLE | 68,500 | 0 | 0 | ||
ASSOCIATED BANC CORP | COM | 045487105 | 4,763 | 235,000 | SH | SOLE | 235,000 | 0 | 0 | ||
ASTORIA FINL CORP | COM | 046265104 | 9,515 | 690,000 | SH | SOLE | 690,000 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 8,386 | 236,100 | SH | SOLE | 236,100 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HLDGS INC COM NEW | COM NEW | 049164205 | 6,381 | 116,100 | SH | SOLE | 116,100 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 61,784 | 1,204,840 | SH | SOLE | 1,204,840 | 0 | 0 | ||
AUTOZONE INC | COM | 053332102 | 2,601 | 3,900 | SH | SOLE | 3,900 | 0 | 0 | ||
AVALONBAY CMNTYS INC | COM | 053484101 | 1,119 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 4,397 | 143,472 | SH | SOLE | 143,472 | 0 | 0 | ||
BALL CORP | COM | 058498106 | 24,026 | 342,500 | SH | SOLE | 342,500 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 3,608 | 212,000 | SH | SOLE | 212,000 | 0 | 0 | ||
BANK N S HALIFAX | COM | 064149107 | 2,804 | 54,300 | SH | SOLE | 54,300 | 0 | 0 | ||
BANKUNITED INC | COM | 06652K103 | 8,893 | 247,500 | SH | SOLE | 247,500 | 0 | 0 | ||
BANNER CORP | COM NEW | 06652V208 | 8,747 | 182,500 | SH | SOLE | 182,500 | 0 | 0 | ||
BARD C R INC | COM | 067383109 | 2,202 | 12,900 | SH | SOLE | 12,900 | 0 | 0 | ||
BAXTER INTL INC | COM | 071813109 | 2,867 | 41,000 | SH | SOLE | 41,000 | 0 | 0 | ||
BCE INC | COM NEW | 05534B760 | 2,758 | 64,900 | SH | SOLE | 64,900 | 0 | 0 | ||
BED BATH & BEYOND INC | COM | 075896100 | 2,138 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
BENEFICIAL BANCORP INC | COM | 08171T102 | 2,373 | 190,000 | SH | SOLE | 190,000 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC - CL A | CL A | 084670108 | 9,423 | 46 | SH | SOLE | 46 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 3,811 | 28,000 | SH | SOLE | 28,000 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 4,414 | 155,000 | SH | SOLE | 155,000 | 0 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 5,105 | 116,959 | SH | SOLE | 116,959 | 0 | 0 | ||
BLACKSTONE GROUP L P | COM UNIT LTD | 09253U108 | 3,270 | 80,000 | SH | SOLE | 80,000 | 0 | 0 | ||
BLOCK H & R INC | COM | 093671105 | 2,067 | 69,700 | SH | SOLE | 69,700 | 0 | 0 | ||
BLUE HILLS BANCORP INC | COM | 095573101 | 3,640 | 260,000 | SH | SOLE | 260,000 | 0 | 0 | ||
BOEING CO | COM | 097023105 | 2,400 | 17,300 | SH | SOLE | 17,300 | 0 | 0 | ||
BRINKER INTL INC | COM | 109641100 | 18,483 | 320,600 | SH | SOLE | 320,600 | 0 | 0 | ||
CAMPBELL SOUP CO | COM | 134429109 | 2,306 | 48,400 | SH | SOLE | 48,400 | 0 | 0 | ||
CAPITAL BK FINL CORP | COM | 139794101 | 5,305 | 182,500 | SH | SOLE | 182,500 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 4,047 | 46,000 | SH | SOLE | 46,000 | 0 | 0 | ||
CARMAX INC | COM | 143130102 | 5,197 | 78,500 | SH | SOLE | 78,500 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 6,272 | 73,950 | SH | SOLE | 73,950 | 0 | 0 | ||
CDW CORP | COM | 12514G108 | 4,816 | 140,500 | SH | SOLE | 140,500 | 0 | 0 | ||
CENOVUS ENERGY INC | COM | 15135U109 | 2,235 | 139,600 | SH | SOLE | 139,600 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 31,879 | 396,500 | SH | SOLE | 396,500 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 22,916 | 1,204,226 | SH | SOLE | 1,204,226 | 0 | 0 | ||
CENTURYLINK INC | COM | 156700106 | 2,115 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 94,790 | 1,368,617 | SH | SOLE | 1,368,617 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 7,651 | 142,085 | SH | SOLE | 142,085 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 7,693 | 79,750 | SH | SOLE | 79,750 | 0 | 0 | ||
CIGNA CORPORATION | COM | 125509109 | 7,144 | 44,100 | SH | SOLE | 44,100 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 5,460 | 198,840 | SH | SOLE | 198,840 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 4,088 | 74,000 | SH | SOLE | 74,000 | 0 | 0 | ||
CITIZENS FINL GROUP INC | COM | 174610105 | 819 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CLIFTON BANCORP INC | COM | 186873105 | 9,233 | 660,000 | SH | SOLE | 660,000 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 31,415 | 986,648 | SH | SOLE | 986,648 | 0 | 0 | ||
COACH INC | COM | 189754104 | 2,180 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 6,712 | 171,100 | SH | SOLE | 171,100 | 0 | 0 | ||
COCA COLA ENTERPRISES INC NEW COM | COM | 19122T109 | 2,272 | 52,300 | SH | SOLE | 52,300 | 0 | 0 | ||
COMERICA INC | COM | 200340107 | 1,796 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
COMMUNICATIONS SALES&LEAS INC COM | COM | 20341J104 | 7,892 | 319,240 | SH | SOLE | 319,240 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 2,585 | 42,100 | SH | SOLE | 42,100 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 33,182 | 573,286 | SH | SOLE | 573,286 | 0 | 0 | ||
CORE MARK HOLDING CO INC | COM | 218681104 | 4,523 | 76,344 | SH | SOLE | 76,344 | 0 | 0 | ||
CORNING NAT GAS HLDG CORP | COM | 219387107 | 617 | 31,637 | SH | SOLE | 31,637 | 0 | 0 | ||
COVENANT TRANS INC - CL A | CL A | 22284P105 | 4,208 | 167,900 | SH | SOLE | 167,900 | 0 | 0 | ||
CRACKER BARREL OLD CTRY STORE COM | COM | 22410J106 | 5,325 | 35,700 | SH | SOLE | 35,700 | 0 | 0 | ||
CUSTOMERS BANCORP INC | COM | 23204G100 | 4,437 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 5,422 | 51,700 | SH | SOLE | 51,700 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 2,533 | 26,100 | SH | SOLE | 26,100 | 0 | 0 | ||
DELTA NAT GAS INC | COM | 247748106 | 1,716 | 85,392 | SH | SOLE | 85,392 | 0 | 0 | ||
DISCOVER FINL SVCS | COM | 254709108 | 3,630 | 63,000 | SH | SOLE | 63,000 | 0 | 0 | ||
DOMINION RES INC VA NEW | COM | 25746U109 | 96,590 | 1,444,446 | SH | SOLE | 1,444,446 | 0 | 0 | ||
DOVER CORP | COM | 260003108 | 2,274 | 32,400 | SH | SOLE | 32,400 | 0 | 0 | ||
DOW CHEM CO | COM | 260543103 | 3,029 | 59,200 | SH | SOLE | 59,200 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 28,882 | 386,954 | SH | SOLE | 386,954 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 11,605 | 164,337 | SH | SOLE | 164,337 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 2,760 | 49,800 | SH | SOLE | 49,800 | 0 | 0 | ||
EMPIRE DIST ELEC CO | COM | 291641108 | 601 | 27,575 | SH | SOLE | 27,575 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 96,092 | 2,053,697 | SH | SOLE | 2,053,697 | 0 | 0 | ||
ENCORE CAP GROUP INC | COM | 292554102 | 2,564 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 1,206 | 17,100 | SH | SOLE | 17,100 | 0 | 0 | ||
EPLUS INC | COM | 294268107 | 5,021 | 65,500 | SH | SOLE | 65,500 | 0 | 0 | ||
EQT CORP | COM | 26884L109 | 34,304 | 421,732 | SH | SOLE | 421,732 | 0 | 0 | ||
EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 982 | 14,000 | SH | SOLE | 14,000 | 0 | 0 | ||
ERIE INDTY CO | CL A | 29530P102 | 4,780 | 58,240 | SH | SOLE | 58,240 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 17,255 | 379,975 | SH | SOLE | 379,975 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 17,183 | 546,881 | SH | SOLE | 546,881 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 7,234 | 86,950 | SH | SOLE | 86,950 | 0 | 0 | ||
F M C CORP | COM NEW | 302491303 | 2,060 | 39,200 | SH | SOLE | 39,200 | 0 | 0 | ||
FACEBOOK INC | CL A | 30303M102 | 207 | 2,410 | SH | SOLE | 2,410 | 0 | 0 | ||
FIFTH THIRD BANCORP | COM | 316773100 | 3,935 | 189,000 | SH | SOLE | 189,000 | 0 | 0 | ||
FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 554 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
FLOWSERVE CORP | COM | 34354P105 | 2,127 | 40,400 | SH | SOLE | 40,400 | 0 | 0 | ||
FLUOR CORP NEW | COM | 343412102 | 2,211 | 41,700 | SH | SOLE | 41,700 | 0 | 0 | ||
FLUSHING FINL CORP | COM | 343873105 | 8,509 | 405,000 | SH | SOLE | 405,000 | 0 | 0 | ||
FMC TECHNOLOGIES INC | COM | 30249U101 | 2,423 | 58,400 | SH | SOLE | 58,400 | 0 | 0 | ||
FOOT LOCKER INC | COM | 344849104 | 23,293 | 347,600 | SH | SOLE | 347,600 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 2,693 | 179,400 | SH | SOLE | 179,400 | 0 | 0 | ||
FRANKLIN RES INC | COM | 354613101 | 2,157 | 44,000 | SH | SOLE | 44,000 | 0 | 0 | ||
FREEPORT-MCMORAN INC | COM | 35671D857 | 2,724 | 146,300 | SH | SOLE | 146,300 | 0 | 0 | ||
FRONTIER COMMUNICATIONS CORP COM | COM | 35906A108 | 13,203 | 2,667,200 | SH | SOLE | 2,667,200 | 0 | 0 | ||
FULTON FINL CORP PA | COM | 360271100 | 3,983 | 305,000 | SH | SOLE | 305,000 | 0 | 0 | ||
GAP INC DEL | COM | 364760108 | 2,145 | 56,200 | SH | SOLE | 56,200 | 0 | 0 | ||
GAS NAT INC | COM | 367204104 | 814 | 79,032 | SH | SOLE | 79,032 | 0 | 0 | ||
GENERAL ELECTRIC CO | COM | 369604103 | 9,281 | 349,300 | SH | SOLE | 349,300 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 3,003 | 53,900 | SH | SOLE | 53,900 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 2,643 | 79,300 | SH | SOLE | 79,300 | 0 | 0 | ||
G-III APPAREL GROUP LTD | COM | 36237H101 | 7,112 | 101,100 | SH | SOLE | 101,100 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 211 | 1,798 | SH | SOLE | 1,798 | 0 | 0 | ||
GOLDMAN SACHS GROUP INC | COM | 38141G104 | 3,654 | 17,500 | SH | SOLE | 17,500 | 0 | 0 | ||
HARLEY DAVIDSON INC | COM | 412822108 | 2,023 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
HCA HOLDINGS INC | COM | 40412C101 | 9,870 | 108,800 | SH | SOLE | 108,800 | 0 | 0 | ||
HCP INC | COM | 40414L109 | 1,276 | 35,000 | SH | SOLE | 35,000 | 0 | 0 | ||
HD SUPPLY HLDGS INC | COM | 40416M105 | 21,826 | 620,400 | SH | SOLE | 620,400 | 0 | 0 | ||
HEALTH NET INC | COM | 42222G108 | 29,559 | 461,000 | SH | SOLE | 461,000 | 0 | 0 | ||
HELMERICH & PAYNE INC | COM | 423452101 | 2,584 | 36,700 | SH | SOLE | 36,700 | 0 | 0 | ||
HINGHAM INSTN SVGS MASS | COM | 433323102 | 10,360 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
HNI CORP | COM | 404251100 | 5,355 | 104,700 | SH | SOLE | 104,700 | 0 | 0 | ||
HUNTINGTON BANCSHARES INC | COM | 446150104 | 792 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
HUNTINGTON INGALLS INDS INC | COM | 446413106 | 4,233 | 37,600 | SH | SOLE | 37,600 | 0 | 0 | ||
INDEPENDENT BANK CORP MASS | COM | 453836108 | 5,861 | 125,000 | SH | SOLE | 125,000 | 0 | 0 | ||
INGLES MKTS INC | CL A | 457030104 | 5,943 | 124,400 | SH | SOLE | 124,400 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 2,245 | 73,800 | SH | SOLE | 73,800 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS COM | COM | 459200101 | 2,521 | 15,500 | SH | SOLE | 15,500 | 0 | 0 | ||
INTL PAPER CO | COM | 460146103 | 2,508 | 52,700 | SH | SOLE | 52,700 | 0 | 0 | ||
INVESTORS BANCORP INC NEW | COM | 46146L101 | 9,471 | 770,000 | SH | SOLE | 770,000 | 0 | 0 | ||
JETBLUE AIRWAYS CORP | COM | 477143101 | 37,995 | 1,830,200 | SH | SOLE | 1,830,200 | 0 | 0 | ||
JOHNSON & JOHNSON | COM | 478160104 | 2,183 | 22,400 | SH | SOLE | 22,400 | 0 | 0 | ||
JONES LANG LASALLE INC | COM | 48020Q107 | 5,609 | 32,800 | SH | SOLE | 32,800 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 3,998 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
KEARNY FINL CORP MD | COM | 48716P108 | 167 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 4,784 | 76,300 | SH | SOLE | 76,300 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 3,229 | 215,000 | SH | SOLE | 215,000 | 0 | 0 | ||
KIMBERLY CLARK CORP | COM | 494368103 | 2,798 | 26,400 | SH | SOLE | 26,400 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 95,427 | 2,485,725 | SH | SOLE | 2,485,725 | 0 | 0 | ||
KROGER CO | COM | 501044101 | 5,358 | 73,900 | SH | SOLE | 73,900 | 0 | 0 | ||
LACLEDE GROUP INC | COM | 505597104 | 23,278 | 447,132 | SH | SOLE | 447,132 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 4,936 | 93,900 | SH | SOLE | 93,900 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 8,071 | 71,900 | SH | SOLE | 71,900 | 0 | 0 | ||
LIFEPOINT HEALTH INC | COM | 53219L109 | 21,296 | 244,920 | SH | SOLE | 244,920 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT INC COM | COM | 538034109 | 19,328 | 703,100 | SH | SOLE | 703,100 | 0 | 0 | ||
LOWES COS INC | COM | 548661107 | 4,808 | 71,800 | SH | SOLE | 71,800 | 0 | 0 | ||
LYDALL INC DEL | COM | 550819106 | 4,910 | 166,100 | SH | SOLE | 166,100 | 0 | 0 | ||
LYONDELLBASELL INDUSTRIES N V | SHS - A - | N53745100 | 3,344 | 32,300 | SH | SOLE | 32,300 | 0 | 0 | ||
MACYS INC | COM | 55616P104 | 2,422 | 35,900 | SH | SOLE | 35,900 | 0 | 0 | ||
MANULIFE FINL CORP | COM | 56501R106 | 3,039 | 163,500 | SH | SOLE | 163,500 | 0 | 0 | ||
MARATHON OIL CORP | COM | 565849106 | 2,678 | 100,900 | SH | SOLE | 100,900 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 2,950 | 56,400 | SH | SOLE | 56,400 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 19,205 | 720,100 | SH | SOLE | 720,100 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 3,491 | 37,345 | SH | SOLE | 37,345 | 0 | 0 | ||
MCDONALDS CORP | COM | 580135101 | 11,399 | 119,900 | SH | SOLE | 119,900 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 17,438 | 892,907 | SH | SOLE | 892,907 | 0 | 0 | ||
MERCER INTL INC | COM | 588056101 | 5,185 | 379,000 | SH | SOLE | 379,000 | 0 | 0 | ||
MERCK & CO INC NEW | COM | 58933Y105 | 8,875 | 155,900 | SH | SOLE | 155,900 | 0 | 0 | ||
MERIDIAN BANCORP INC MD | COM | 58958U103 | 4,358 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 3,505 | 62,600 | SH | SOLE | 62,600 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 2,666 | 68,823 | SH | SOLE | 68,823 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 1,482 | 78,655 | SH | SOLE | 78,655 | 0 | 0 | ||
MICROSOFT CORP | COM | 594918104 | 3,168 | 71,755 | SH | SOLE | 71,755 | 0 | 0 | ||
MOHAWK INDS INC | COM | 608190104 | 24,072 | 126,100 | SH | SOLE | 126,100 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 3,569 | 92,000 | SH | SOLE | 92,000 | 0 | 0 | ||
MULTI COLOR CORP | COM | 625383104 | 4,944 | 77,400 | SH | SOLE | 77,400 | 0 | 0 | ||
MURPHY USA INC | COM | 626755102 | 4,203 | 75,300 | SH | SOLE | 75,300 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 27,438 | 465,924 | SH | SOLE | 465,924 | 0 | 0 | ||
NATIONAL GRID PLC | SPON ADR NEW | 636274300 | 94,842 | 1,468,823 | SH | SOLE | 1,468,823 | 0 | 0 | ||
NATIONAL OILWELL VARCO INC | COM | 637071101 | 2,612 | 54,100 | SH | SOLE | 54,100 | 0 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 20,081 | 728,884 | SH | SOLE | 728,884 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 94,149 | 2,065,131 | SH | SOLE | 2,065,131 | 0 | 0 | ||
NORDSTROM INC | COM | 655664100 | 2,235 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 5,029 | 31,700 | SH | SOLE | 31,700 | 0 | 0 | ||
NORTHWEST NAT GAS CO | COM | 667655104 | 13,074 | 309,951 | SH | SOLE | 309,951 | 0 | 0 | ||
NORTHWESTERN CORP | COM NEW | 668074305 | 8,322 | 170,698 | SH | SOLE | 170,698 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 19,851 | 14,814 | SH | SOLE | 14,814 | 0 | 0 | ||
OCCIDENTAL PETE CORP DEL | COM | 674599105 | 2,730 | 35,100 | SH | SOLE | 35,100 | 0 | 0 | ||
OCEANFIRST FINL CORP | COM | 675234108 | 4,215 | 226,000 | SH | SOLE | 226,000 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 2,140 | 30,800 | SH | SOLE | 30,800 | 0 | 0 | ||
One 1 800 FLOWERS COM | CL A | 68243Q106 | 4,685 | 447,900 | SH | SOLE | 447,900 | 0 | 0 | ||
ONE GAS INC | COM | 68235P108 | 25,729 | 604,525 | SH | SOLE | 604,525 | 0 | 0 | ||
OPUS BK IRVINE CALIF | COM | 684000102 | 1,447 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 2,246 | 35,200 | SH | SOLE | 35,200 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 5,144 | 110,000 | SH | SOLE | 110,000 | 0 | 0 | ||
PATRICK INDS INC | COM | 703343103 | 5,316 | 139,700 | SH | SOLE | 139,700 | 0 | 0 | ||
PENNEY J C INC | COM | 708160106 | 15,196 | 1,794,100 | SH | SOLE | 1,794,100 | 0 | 0 | ||
PEPCO HOLDINGS INC | COM | 713291102 | 2,624 | 97,404 | SH | SOLE | 97,404 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 9,846 | 293,650 | SH | SOLE | 293,650 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 69,049 | 1,406,299 | SH | SOLE | 1,406,299 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 2,830 | 35,300 | SH | SOLE | 35,300 | 0 | 0 | ||
PIEDMONT NAT GAS INC | COM | 720186105 | 30,613 | 866,965 | SH | SOLE | 866,965 | 0 | 0 | ||
PILGRIMS PRIDE CORP NEW | COM | 72147K108 | 13,676 | 595,400 | SH | SOLE | 595,400 | 0 | 0 | ||
PINNACLE FOODS INC DEL | COM | 72348P104 | 23,731 | 521,100 | SH | SOLE | 521,100 | 0 | 0 | ||
PLAINS GP HLDGS L P | SH A REP LTPN | 72651A108 | 34,168 | 1,322,277 | SH | SOLE | 1,322,277 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 3,061 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
POPULAR INC | COM NEW | 733174700 | 3,247 | 112,500 | SH | SOLE | 112,500 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 19,972 | 677,719 | SH | SOLE | 677,719 | 0 | 0 | ||
PROCTER & GAMBLE CO | COM | 742718109 | 8,239 | 105,300 | SH | SOLE | 105,300 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 2,402 | 86,300 | SH | SOLE | 86,300 | 0 | 0 | ||
PROVIDENT FINL SVCS INC | COM | 74386T105 | 9,495 | 500,000 | SH | SOLE | 500,000 | 0 | 0 | ||
PRUDENTIAL FINL INC | COM | 744320102 | 3,238 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
PUBLIC STORAGE | COM | 74460D109 | 1,106 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 40,391 | 1,028,290 | SH | SOLE | 1,028,290 | 0 | 0 | ||
QUESTAR CORP | COM | 748356102 | 31,628 | 1,512,586 | SH | SOLE | 1,512,586 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 375 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
REGIONS FINL CORP NEW | COM | 7591EP100 | 3,626 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
REINSURANCE GROUP AMER INC | COM NEW | 759351604 | 20,293 | 213,900 | SH | SOLE | 213,900 | 0 | 0 | ||
REPUBLIC AWYS HLDGS INC | COM | 760276105 | 3,830 | 417,200 | SH | SOLE | 417,200 | 0 | 0 | ||
RGC RES INC | COM | 74955L103 | 1,164 | 58,219 | SH | SOLE | 58,219 | 0 | 0 | ||
RITE AID CORP | COM | 767754104 | 2,592 | 310,400 | SH | SOLE | 310,400 | 0 | 0 | ||
ROYAL BK CDA MONTREAL QUE | COM | 780087102 | 2,843 | 46,500 | SH | SOLE | 46,500 | 0 | 0 | ||
RPM INTL INC | COM | 749685103 | 18,398 | 375,700 | SH | SOLE | 375,700 | 0 | 0 | ||
RYDER SYS INC | COM | 783549108 | 16,661 | 190,700 | SH | SOLE | 190,700 | 0 | 0 | ||
SANDISK CORP | COM | 80004C101 | 1,677 | 28,800 | SH | SOLE | 28,800 | 0 | 0 | ||
SCANA CORP NEW | COM | 80589M102 | 12,382 | 244,466 | SH | SOLE | 244,466 | 0 | 0 | ||
SCIENCE APPLICATNS INTL CP NEW COM | COM | 808625107 | 5,200 | 98,400 | SH | SOLE | 98,400 | 0 | 0 | ||
SEAGATE TECHNOLOGY PLC | SHS - A - | G7945M107 | 2,247 | 47,300 | SH | SOLE | 47,300 | 0 | 0 | ||
SEALED AIR CORP NEW | COM | 81211K100 | 31,542 | 613,900 | SH | SOLE | 613,900 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 95,263 | 962,840 | SH | SOLE | 962,840 | 0 | 0 | ||
SERVISFIRST BANCSHARES INC | COM | 81768T108 | 4,508 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
SIMON PPTY GROUP INC NEW | COM | 828806109 | 865 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
SKECHERS U S A INC | CL A | 830566105 | 39,480 | 359,600 | SH | SOLE | 359,600 | 0 | 0 | ||
SOUTH JERSEY INDS INC | COM | 838518108 | 12,826 | 518,656 | SH | SOLE | 518,656 | 0 | 0 | ||
SOUTHERN COPPER CORP | COM | 84265V105 | 2,470 | 84,000 | SH | SOLE | 84,000 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 1,843 | 55,700 | SH | SOLE | 55,700 | 0 | 0 | ||
SOUTHWEST GAS CORP | COM | 844895102 | 25,920 | 487,119 | SH | SOLE | 487,119 | 0 | 0 | ||
SPECTRA ENERGY CORP | COM | 847560109 | 97,814 | 3,000,415 | SH | SOLE | 3,000,415 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HLDGS INC COM CL A | COM CL A | 848574109 | 5,930 | 107,600 | SH | SOLE | 107,600 | 0 | 0 | ||
SQUARE 1 FINL INC | CL A | 85223W101 | 1,094 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
STAPLES INC | COM | 855030102 | 7,470 | 487,900 | SH | SOLE | 487,900 | 0 | 0 | ||
STEEL DYNAMICS INC | COM | 858119100 | 16,243 | 784,100 | SH | SOLE | 784,100 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 2,493 | 90,600 | SH | SOLE | 90,600 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 3,356 | 78,000 | SH | SOLE | 78,000 | 0 | 0 | ||
SUPER MICRO COMPUTER INC | COM | 86800U104 | 3,937 | 133,100 | SH | SOLE | 133,100 | 0 | 0 | ||
SYNCHRONY FINL | COM | 87165B103 | 3,194 | 97,000 | SH | SOLE | 97,000 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 9,554 | 310,000 | SH | SOLE | 310,000 | 0 | 0 | ||
SYSCO CORP | COM | 871829107 | 2,570 | 71,200 | SH | SOLE | 71,200 | 0 | 0 | ||
TAKE-TWO INTERACTIVE SOFTWARE COM | COM | 874054109 | 20,391 | 739,600 | SH | SOLE | 739,600 | 0 | 0 | ||
TECO ENERGY INC | COM | 872375100 | 12,681 | 718,051 | SH | SOLE | 718,051 | 0 | 0 | ||
TENET HEALTHCARE CORP | COM | 88033G407 | 17,005 | 293,800 | SH | SOLE | 293,800 | 0 | 0 | ||
TERADATA CORP DEL | COM | 88076W103 | 1,939 | 52,400 | SH | SOLE | 52,400 | 0 | 0 | ||
TESORO CORP | COM | 881609101 | 4,963 | 58,800 | SH | SOLE | 58,800 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC COM | COM | 88224Q107 | 311 | 5,000 | SH | SOLE | 5,000 | 0 | 0 | ||
THOMSON REUTERS CORP | COM | 884903105 | 2,733 | 71,800 | SH | SOLE | 71,800 | 0 | 0 | ||
TORONTO DOMINION BK ONT | COM NEW | 891160509 | 2,772 | 65,200 | SH | SOLE | 65,200 | 0 | 0 | ||
TOWER SEMICONDUCTOR LTD | SHS NEW | M87915274 | 5,196 | 336,500 | SH | SOLE | 336,500 | 0 | 0 | ||
TRANSCANADA CORP | COM | 89353D107 | 93,078 | 2,291,427 | SH | SOLE | 2,291,427 | 0 | 0 | ||
TRAVELCENTERS AMER LLC | COM | 894174101 | 5,668 | 381,700 | SH | SOLE | 381,700 | 0 | 0 | ||
U S CONCRETE INC | COM NEW | 90333L201 | 6,536 | 172,500 | SH | SOLE | 172,500 | 0 | 0 | ||
UGI CORP NEW | COM NEW | 902681105 | 32,524 | 944,102 | SH | SOLE | 944,102 | 0 | 0 | ||
UIL HLDG CORP | COM | 902748102 | 12,663 | 276,368 | SH | SOLE | 276,368 | 0 | 0 | ||
UMPQUA HLDGS CORP | COM | 904214103 | 4,677 | 260,000 | SH | SOLE | 260,000 | 0 | 0 | ||
UNITED CONTL HLDGS INC | COM | 910047109 | 4,124 | 77,800 | SH | SOLE | 77,800 | 0 | 0 | ||
UNITED FINL BANCORP INC NEW | COM | 910304104 | 4,371 | 325,000 | SH | SOLE | 325,000 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 5,722 | 46,900 | SH | SOLE | 46,900 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 3,182 | 96,371 | SH | SOLE | 96,371 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 3,038 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
VALERO ENERGY CORP NEW | COM | 91913Y100 | 6,335 | 101,200 | SH | SOLE | 101,200 | 0 | 0 | ||
VALSPAR CORP | COM | 920355104 | 17,837 | 218,000 | SH | SOLE | 218,000 | 0 | 0 | ||
VECTREN CORP | COM | 92240G101 | 18,618 | 483,828 | SH | SOLE | 483,828 | 0 | 0 | ||
VENTAS INC | COM | 92276F100 | 1,242 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 10,723 | 230,050 | SH | SOLE | 230,050 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 2,211 | 34,200 | SH | SOLE | 34,200 | 0 | 0 | ||
VISA INC | CL A | 92826C839 | 3,624 | 53,975 | SH | SOLE | 53,975 | 0 | 0 | ||
VORNADO RLTY TR | SH BEN INT | 929042109 | 1,139 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
VOYA FINL INC | COM | 929089100 | 20,196 | 434,600 | SH | SOLE | 434,600 | 0 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 9,574 | 410,000 | SH | SOLE | 410,000 | 0 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 2,521 | 54,400 | SH | SOLE | 54,400 | 0 | 0 | ||
WEBSTER FINL CORP CONN | COM | 947890109 | 2,966 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
WEC ENERGY GROUP INC | COM | 92939U106 | 39,915 | 887,590 | SH | SOLE | 887,590 | 0 | 0 | ||
WELLS FARGO & CO NEW | COM | 949746101 | 3,318 | 59,000 | SH | SOLE | 59,000 | 0 | 0 | ||
WEST CORP | COM | 952355204 | 4,602 | 152,900 | SH | SOLE | 152,900 | 0 | 0 | ||
WESTERN UN CO | COM | 959802109 | 2,716 | 133,600 | SH | SOLE | 133,600 | 0 | 0 | ||
WEYERHAEUSER CO | COM | 962166104 | 2,580 | 81,900 | SH | SOLE | 81,900 | 0 | 0 | ||
WGL HLDGS INC | COM | 92924F106 | 31,371 | 577,837 | SH | SOLE | 577,837 | 0 | 0 | ||
WILLIAMS COS INC DEL | COM | 969457100 | 97,337 | 1,696,057 | SH | SOLE | 1,696,057 | 0 | 0 | ||
WINDSTREAM HLDGS INC | COM | 97382A200 | 1,698 | 266,066 | SH | SOLE | 266,066 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 8,541 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 7,385 | 270,000 | SH | SOLE | 270,000 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 21,300 | 661,899 | SH | SOLE | 661,899 | 0 | 0 | ||
ZIONS BANCORPORATION | COM | 989701107 | 3,015 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
ZUMIEZ INC | COM | 989817101 | 3,726 | 139,900 | SH | SOLE | 139,900 | 0 | 0 |