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 |
3M CO | COM | 88579Y101 | 5,111 | 24,600 | SH | SOLE | 24,600 | 0 | 0 | ||
AARONS INC | COM PAR $0.50 | 002535300 | 17,716 | 336,800 | SH | SOLE | 336,800 | 0 | 0 | ||
ABBVIE INC | COM | 00287Y109 | 5,117 | 63,500 | SH | SOLE | 63,500 | 0 | 0 | ||
AEROHIVE NETWORKS INC | COM | 007786106 | 73 | 16,082 | SH | SOLE | 16,082 | 0 | 0 | ||
AES CORP | COM | 00130H105 | 23,524 | 1,301,100 | SH | SOLE | 1,301,100 | 0 | 0 | ||
ALGONQUIN PWR UTILS CORP | COM | 015857105 | 3,141 | 278,664 | SH | SOLE | 278,664 | 0 | 0 | ||
ALLSCRIPTS HEALTHCARE SOLUTNS COM | COM | 01988P108 | 11,218 | 1,175,900 | SH | SOLE | 1,175,900 | 0 | 0 | ||
ALTRIA GROUP INC | COM | 02209S103 | 8,913 | 155,200 | SH | SOLE | 155,200 | 0 | 0 | ||
AMEREN CORP | COM | 023608102 | 7,593 | 103,240 | SH | SOLE | 103,240 | 0 | 0 | ||
AMERICAN AXLE & MFG HLDGS INC COM | COM | 024061103 | 14,144 | 988,400 | SH | SOLE | 988,400 | 0 | 0 | ||
AMERICAN EAGLE OUTFITTERS INC COM | COM | 02553E106 | 14,299 | 644,961 | SH | SOLE | 644,961 | 0 | 0 | ||
AMERICAN EXPRESS CO | COM | 025816109 | 1,093 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
AMERIPRISE FINL INC | COM | 03076C106 | 2,588 | 20,200 | SH | SOLE | 20,200 | 0 | 0 | ||
AMERISOURCEBERGEN CORP | COM | 03073E105 | 2,465 | 31,000 | SH | SOLE | 31,000 | 0 | 0 | ||
AMGEN INC | COM | 031162100 | 7,827 | 41,200 | SH | SOLE | 41,200 | 0 | 0 | ||
AMN HEALTHCARE SERVICES INC | COM | 001744101 | 2,500 | 53,100 | SH | SOLE | 53,100 | 0 | 0 | ||
ANTHEM INC | COM | 036752103 | 3,731 | 13,000 | SH | SOLE | 13,000 | 0 | 0 | ||
APPLE INC | COM | 037833100 | 3,034 | 15,973 | SH | SOLE | 15,973 | 0 | 0 | ||
APPLIED MATLS INC | COM | 038222105 | 2,801 | 70,622 | SH | SOLE | 70,622 | 0 | 0 | ||
ARCBEST CORP | COM | 03937C105 | 1,958 | 63,600 | SH | SOLE | 63,600 | 0 | 0 | ||
ARCHER DANIELS MIDLAND CO | COM | 039483102 | 5,167 | 119,800 | SH | SOLE | 119,800 | 0 | 0 | ||
ARCOSA INC | COM | 039653100 | 4,783 | 156,566 | SH | SOLE | 156,566 | 0 | 0 | ||
ASHLAND GLOBAL HLDGS INC | COM | 044186104 | 15,946 | 204,100 | SH | SOLE | 204,100 | 0 | 0 | ||
ASSURANT INC | COM | 04621X108 | 15,897 | 167,500 | SH | SOLE | 167,500 | 0 | 0 | ||
AT&T INC | COM | 00206R102 | 5,336 | 170,160 | SH | SOLE | 170,160 | 0 | 0 | ||
ATMOS ENERGY CORP | COM | 049560105 | 46,842 | 455,086 | SH | SOLE | 455,086 | 0 | 0 | ||
AVANGRID INC | COM | 05351W103 | 866 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
AVISTA CORP | COM | 05379B107 | 2,339 | 57,572 | SH | SOLE | 57,572 | 0 | 0 | ||
BANC OF CALIFORNIA INC | COM | 05990K106 | 4,844 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
BANK AMER CORP | COM | 060505104 | 2,290 | 83,000 | SH | SOLE | 83,000 | 0 | 0 | ||
BANKUNITED INC | COM | 06652K103 | 3,173 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
BANNER CORP | COM NEW | 06652V208 | 1,761 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC - CL A | CL A | 084670108 | 4,518 | 15 | SH | SOLE | 15 | 0 | 0 | ||
BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 2,009 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 4,358 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
BEST BUY INC | COM | 086516101 | 6,189 | 87,100 | SH | SOLE | 87,100 | 0 | 0 | ||
BJS RESTAURANTS INC | COM | 09180C106 | 12,822 | 271,200 | SH | SOLE | 271,200 | 0 | 0 | ||
BLACK HILLS CORP | COM | 092113109 | 10,336 | 139,547 | SH | SOLE | 139,547 | 0 | 0 | ||
BLUELINX HLDGS INC | COM NEW | 09624H208 | 2,001 | 75,100 | SH | SOLE | 75,100 | 0 | 0 | ||
BOISE CASCADE CO DEL | COM | 09739D100 | 1,860 | 69,500 | SH | SOLE | 69,500 | 0 | 0 | ||
BOOZ ALLEN HAMILTON HLDG CORP CL A | CL A | 099502106 | 19,420 | 334,017 | SH | SOLE | 334,017 | 0 | 0 | ||
BP PLC | SPONSORED ADR | 055622104 | 5,229 | 119,600 | SH | SOLE | 119,600 | 0 | 0 | ||
BRISTOL MYERS SQUIBB CO | COM | 110122108 | 4,866 | 102,000 | SH | SOLE | 102,000 | 0 | 0 | ||
BRITISH AMERN TOB PLC | SPONSORED ADR | 110448107 | 5,953 | 142,700 | SH | SOLE | 142,700 | 0 | 0 | ||
BROOKLINE BANCORP INC DEL | COM | 11373M107 | 5,688 | 395,000 | SH | SOLE | 395,000 | 0 | 0 | ||
BURLINGTON STORES INC | COM | 122017106 | 3,917 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
CACI INTL INC | CL A | 127190304 | 15,836 | 87,000 | SH | SOLE | 87,000 | 0 | 0 | ||
CALIX INC | COM | 13100M509 | 2,483 | 322,500 | SH | SOLE | 322,500 | 0 | 0 | ||
CANADIAN NAT RES LTD | COM | 136385101 | 5,181 | 188,400 | SH | SOLE | 188,400 | 0 | 0 | ||
CAPITAL ONE FINL CORP | COM | 14040H105 | 1,879 | 23,000 | SH | SOLE | 23,000 | 0 | 0 | ||
CARLYLE GROUP L P | COM UTS LTD PTN | 14309L102 | 2,400 | 131,300 | SH | SOLE | 131,300 | 0 | 0 | ||
CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 4,550 | 89,700 | SH | SOLE | 89,700 | 0 | 0 | ||
CASEYS GEN STORES INC | COM | 147528103 | 19,122 | 148,500 | SH | SOLE | 148,500 | 0 | 0 | ||
CATERPILLAR INC DEL | COM | 149123101 | 2,588 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
CBIZ INC | COM | 124805102 | 3,404 | 168,200 | SH | SOLE | 168,200 | 0 | 0 | ||
CBS CORP NEW | CL B | 124857202 | 2,486 | 52,300 | SH | SOLE | 52,300 | 0 | 0 | ||
CELANESE CORP DEL | COM | 150870103 | 2,574 | 26,100 | SH | SOLE | 26,100 | 0 | 0 | ||
CENTENE CORP DEL | COM | 15135B101 | 3,202 | 60,300 | SH | SOLE | 60,300 | 0 | 0 | ||
CENTERPOINT ENERGY INC | COM | 15189T107 | 25,537 | 831,828 | SH | SOLE | 831,828 | 0 | 0 | ||
CHEFS WHSE INC | COM | 163086101 | 3,105 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
CHENIERE ENERGY INC | COM NEW | 16411R208 | 46,001 | 672,917 | SH | SOLE | 672,917 | 0 | 0 | ||
CHESAPEAKE UTILS CORP | COM | 165303108 | 5,487 | 60,158 | SH | SOLE | 60,158 | 0 | 0 | ||
CHEVRON CORP NEW | COM | 166764100 | 11,403 | 92,575 | SH | SOLE | 92,575 | 0 | 0 | ||
CISCO SYS INC | COM | 17275R102 | 6,924 | 128,238 | SH | SOLE | 128,238 | 0 | 0 | ||
CITIGROUP INC | COM NEW | 172967424 | 1,867 | 30,000 | SH | SOLE | 30,000 | 0 | 0 | ||
CITIZENS FINL GROUP INC | COM | 174610105 | 1,300 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
CLEAN HARBORS INC COM | COM | 184496107 | 17,718 | 247,700 | SH | SOLE | 247,700 | 0 | 0 | ||
CLEVELAND CLIFFS INC | COM | 185899101 | 17,495 | 1,751,300 | SH | SOLE | 1,751,300 | 0 | 0 | ||
CMS ENERGY CORP | COM | 125896100 | 23,660 | 425,998 | SH | SOLE | 425,998 | 0 | 0 | ||
CNH INDL N V | SHS | N20944109 | 2,183 | 214,000 | SH | SOLE | 214,000 | 0 | 0 | ||
COCA COLA CO | COM | 191216100 | 10,794 | 230,350 | SH | SOLE | 230,350 | 0 | 0 | ||
COLUMBIA FINL INC | COM | 197641103 | 3,369 | 215,000 | SH | SOLE | 215,000 | 0 | 0 | ||
COMTECH TELECOMMUNICATIONS CP COM NEW | COM NEW | 205826209 | 3,000 | 129,200 | SH | SOLE | 129,200 | 0 | 0 | ||
CONDUENT INC | COM | 206787103 | 10,244 | 740,700 | SH | SOLE | 740,700 | 0 | 0 | ||
CONNECTONE BANCORP INC NEW | COM | 20786W107 | 5,812 | 295,000 | SH | SOLE | 295,000 | 0 | 0 | ||
CONOCOPHILLIPS | COM | 20825C104 | 2,529 | 37,900 | SH | SOLE | 37,900 | 0 | 0 | ||
CONSOLIDATED EDISON INC | COM | 209115104 | 24,929 | 293,936 | SH | SOLE | 293,936 | 0 | 0 | ||
CONSTELLIUM NV | CL A | N22035104 | 1,975 | 247,500 | SH | SOLE | 247,500 | 0 | 0 | ||
CORNING NAT GAS HLDG CORP | COM | 219387107 | 287 | 14,499 | SH | SOLE | 14,499 | 0 | 0 | ||
CROCS INC | COM | 227046109 | 26,994 | 1,048,300 | SH | SOLE | 1,048,300 | 0 | 0 | ||
CUMMINS INC | COM | 231021106 | 2,715 | 17,200 | SH | SOLE | 17,200 | 0 | 0 | ||
CVR ENERGY INC | COM | 12662P108 | 6,169 | 149,726 | SH | SOLE | 149,726 | 0 | 0 | ||
CVS HEALTH CORP | COM | 126650100 | 4,083 | 75,700 | SH | SOLE | 75,700 | 0 | 0 | ||
D R HORTON INC | COM | 23331A109 | 2,781 | 67,200 | SH | SOLE | 67,200 | 0 | 0 | ||
DEERE & CO | COM | 244199105 | 2,685 | 16,800 | SH | SOLE | 16,800 | 0 | 0 | ||
DELTA AIR LINES INC DEL | COM NEW | 247361702 | 2,701 | 52,300 | SH | SOLE | 52,300 | 0 | 0 | ||
DIME CMNTY BANCSHARES | COM | 253922108 | 1,217 | 65,000 | SH | SOLE | 65,000 | 0 | 0 | ||
DISNEY WALT CO | COM DISNEY | 254687106 | 2,620 | 23,600 | SH | SOLE | 23,600 | 0 | 0 | ||
DOMINION ENERGY INC | COM | 25746U109 | 45,833 | 597,877 | SH | SOLE | 597,877 | 0 | 0 | ||
DOWDUPONT INC | COM | 26078J100 | 5,064 | 95,000 | SH | SOLE | 95,000 | 0 | 0 | ||
DTE ENERGY CO | COM | 233331107 | 25,048 | 200,804 | SH | SOLE | 200,804 | 0 | 0 | ||
DUKE ENERGY CORP NEW | COM | 26441C204 | 25,901 | 287,787 | SH | SOLE | 287,787 | 0 | 0 | ||
DXC TECHNOLOGY CO | COM | 23355L106 | 2,666 | 41,449 | SH | SOLE | 41,449 | 0 | 0 | ||
EAGLE BANCORP INC MD | COM | 268948106 | 3,891 | 77,500 | SH | SOLE | 77,500 | 0 | 0 | ||
EMERSON ELEC CO | COM | 291011104 | 5,101 | 74,500 | SH | SOLE | 74,500 | 0 | 0 | ||
ENBRIDGE INC | COM | 29250N105 | 45,462 | 1,253,765 | SH | SOLE | 1,253,765 | 0 | 0 | ||
ENLINK MIDSTREAM LLC | COM UNIT REP LTD | 29336T100 | 13,717 | 1,073,285 | SH | SOLE | 1,073,285 | 0 | 0 | ||
ENSIGN GROUP INC | COM | 29358P101 | 3,783 | 73,900 | SH | SOLE | 73,900 | 0 | 0 | ||
ENTERGY CORP NEW | COM | 29364G103 | 694 | 7,260 | SH | SOLE | 7,260 | 0 | 0 | ||
EQUITRANS MIDSTREAM CORPORATIO COM | COM | 294600101 | 24,554 | 1,127,345 | SH | SOLE | 1,127,345 | 0 | 0 | ||
EVERSOURCE ENERGY | COM | 30040W108 | 10,435 | 147,075 | SH | SOLE | 147,075 | 0 | 0 | ||
EXELON CORP | COM | 30161N101 | 12,063 | 240,631 | SH | SOLE | 240,631 | 0 | 0 | ||
EXXON MOBIL CORP | COM | 30231G102 | 11,765 | 145,610 | SH | SOLE | 145,610 | 0 | 0 | ||
EZCORP INC | CL A NON VTG | 302301106 | 2,132 | 228,800 | SH | SOLE | 228,800 | 0 | 0 | ||
FAIR ISAAC CORP | COM | 303250104 | 632 | 2,325 | SH | SOLE | 2,325 | 0 | 0 | ||
FIRST BANCORP P R | COM NEW | 318672706 | 6,647 | 580,000 | SH | SOLE | 580,000 | 0 | 0 | ||
FISERV INC | COM | 337738108 | 523 | 5,926 | SH | SOLE | 5,926 | 0 | 0 | ||
FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 5,264 | 599,545 | SH | SOLE | 599,545 | 0 | 0 | ||
FORTIS INC | COM | 349553107 | 12,365 | 334,276 | SH | SOLE | 334,276 | 0 | 0 | ||
FRANKLIN FINL NETWORK INC | COM | 35352P104 | 4,642 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
GAP INC | COM | 364760108 | 2,788 | 106,500 | SH | SOLE | 106,500 | 0 | 0 | ||
GENERAL DYNAMICS CORP | COM | 369550108 | 2,607 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
GENERAL MLS INC | COM | 370334104 | 5,853 | 113,100 | SH | SOLE | 113,100 | 0 | 0 | ||
GENERAL MTRS CO | COM | 37045V100 | 4,819 | 129,900 | SH | SOLE | 129,900 | 0 | 0 | ||
GILEAD SCIENCES INC | COM | 375558103 | 5,045 | 77,600 | SH | SOLE | 77,600 | 0 | 0 | ||
GLAXOSMITHKLINE PLC | SPONSORED ADR | 37733W105 | 5,228 | 125,100 | SH | SOLE | 125,100 | 0 | 0 | ||
HANCOCK WHITNEY CORPORATION | COM | 410120109 | 505 | 12,500 | SH | SOLE | 12,500 | 0 | 0 | ||
HARBORONE BANCORP INC | COM | 41165F101 | 2,322 | 135,000 | SH | SOLE | 135,000 | 0 | 0 | ||
HCA HEALTHCARE INC | COM | 40412C101 | 2,451 | 18,800 | SH | SOLE | 18,800 | 0 | 0 | ||
HINGHAM INSTN SVGS MASS | COM | 433323102 | 5,504 | 32,000 | SH | SOLE | 32,000 | 0 | 0 | ||
HOLLYFRONTIER CORP | COM | 436106108 | 4,809 | 97,600 | SH | SOLE | 97,600 | 0 | 0 | ||
HP INC | COM | 40434L105 | 2,227 | 114,600 | SH | SOLE | 114,600 | 0 | 0 | ||
HSBC HLDGS PLC | SPON ADR NEW | 404280406 | 4,890 | 120,510 | SH | SOLE | 120,510 | 0 | 0 | ||
HUNTSMAN CORP | COM | 447011107 | 2,022 | 89,900 | SH | SOLE | 89,900 | 0 | 0 | ||
IBERIABANK CORP | COM | 450828108 | 3,048 | 42,500 | SH | SOLE | �� | 42,500 | 0 | 0 | |
INDEPENDENT BANK CORP MASS | COM | 453836108 | 5,671 | 70,000 | SH | SOLE | 70,000 | 0 | 0 | ||
INSPERITY INC | COM | 45778Q107 | 23,236 | 187,900 | SH | SOLE | 187,900 | 0 | 0 | ||
INTEL CORP | COM | 458140100 | 5,193 | 96,700 | SH | SOLE | 96,700 | 0 | 0 | ||
INTERNATIONAL BUSINESS MACHS COM | COM | 459200101 | 14,470 | 102,550 | SH | SOLE | 102,550 | 0 | 0 | ||
JOHNSON CTLS INTL PLC | SHS | G51502105 | 5,412 | 146,500 | SH | SOLE | 146,500 | 0 | 0 | ||
JPMORGAN CHASE & CO. | COM | 46625H100 | 11,555 | 114,150 | SH | SOLE | 114,150 | 0 | 0 | ||
K12 INC | COM | 48273U102 | 4,229 | 123,900 | SH | SOLE | 123,900 | 0 | 0 | ||
KB HOME | COM | 48666K109 | 2,386 | 98,700 | SH | SOLE | 98,700 | 0 | 0 | ||
KEARNY FINL CORP MD | COM | 48716P108 | 4,054 | 315,000 | SH | SOLE | 315,000 | 0 | 0 | ||
KELLOGG CO | COM | 487836108 | 2,628 | 45,800 | SH | SOLE | 45,800 | 0 | 0 | ||
KEYCORP NEW | COM | 493267108 | 1,181 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
KINDER MORGAN INC DEL | COM | 49456B101 | 44,964 | 2,247,101 | SH | SOLE | 2,247,101 | 0 | 0 | ||
KLA-TENCOR CORP | COM | 482480100 | 2,913 | 24,398 | SH | SOLE | 24,398 | 0 | 0 | ||
KOHLS CORP | COM | 500255104 | 6,086 | 88,500 | SH | SOLE | 88,500 | 0 | 0 | ||
KRAFT HEINZ CO | COM | 500754106 | 3,441 | 105,400 | SH | SOLE | 105,400 | 0 | 0 | ||
LAKELAND BANCORP INC | COM | 511637100 | 4,106 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
LAM RESEARCH CORP | COM | 512807108 | 2,709 | 15,132 | SH | SOLE | 15,132 | 0 | 0 | ||
LANDSTAR SYS INC | COM | 515098101 | 15,851 | 144,900 | SH | SOLE | 144,900 | 0 | 0 | ||
LAS VEGAS SANDS CORP | COM | 517834107 | 7,803 | 128,000 | SH | SOLE | 128,000 | 0 | 0 | ||
LEAR CORP | COM NEW | 521865204 | 4,451 | 32,800 | SH | SOLE | 32,800 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT INC COM | COM | 538034109 | 4,054 | 63,800 | SH | SOLE | 63,800 | 0 | 0 | ||
LPL FINL HLDGS INC | COM | 50212V100 | 3,322 | 47,700 | SH | SOLE | 47,700 | 0 | 0 | ||
M & T BK CORP | COM | 55261F104 | 942 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
MANTECH INTL CORP | CL A | 564563104 | 3,041 | 56,300 | SH | SOLE | 56,300 | 0 | 0 | ||
MARATHON PETE CORP | COM | 56585A102 | 4,908 | 82,000 | SH | SOLE | 82,000 | 0 | 0 | ||
MASCO CORP | COM | 574599106 | 2,803 | 71,300 | SH | SOLE | 71,300 | 0 | 0 | ||
MASTEC INC | COM | 576323109 | 2,867 | 59,600 | SH | SOLE | 59,600 | 0 | 0 | ||
MASTERCARD INC | CL A | 57636Q104 | 2,670 | 11,340 | SH | SOLE | 11,340 | 0 | 0 | ||
MDU RES GROUP INC | COM | 552690109 | 10,343 | 400,407 | SH | SOLE | 400,407 | 0 | 0 | ||
MERCK & CO INC | COM | 58933Y105 | 6,059 | 72,850 | SH | SOLE | 72,850 | 0 | 0 | ||
MERIDIAN BANCORP INC MD | COM | 58958U103 | 6,198 | 395,000 | SH | SOLE | 395,000 | 0 | 0 | ||
METLIFE INC | COM | 59156R108 | 4,874 | 114,500 | SH | SOLE | 114,500 | 0 | 0 | ||
MGE ENERGY INC | COM | 55277P104 | 2,055 | 30,229 | SH | SOLE | 30,229 | 0 | 0 | ||
MICRON TECHNOLOGY INC | COM | 595112103 | 2,624 | 63,500 | SH | SOLE | 63,500 | 0 | 0 | ||
MIDLAND STS BANCORP INC ILL | COM | 597742105 | 3,368 | 140,000 | SH | SOLE | 140,000 | 0 | 0 | ||
MOLINA HEALTHCARE INC | COM | 60855R100 | 17,631 | 124,200 | SH | SOLE | 124,200 | 0 | 0 | ||
MOODYS CORP | COM | 615369105 | 1,992 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
MORGAN STANLEY | COM | 617446448 | 5,963 | 141,300 | SH | SOLE | 141,300 | 0 | 0 | ||
MURPHY USA INC | COM | 626755102 | 17,338 | 202,500 | SH | SOLE | 202,500 | 0 | 0 | ||
NATIONAL FUEL GAS CO N J | COM | 636180101 | 16,150 | 264,924 | SH | SOLE | 264,924 | 0 | 0 | ||
NATIONAL GRID PLC | SPON ADR NEW | 636274409 | 42,821 | 766,844 | SH | SOLE | 766,844 | 0 | 0 | ||
NEW JERSEY RES | COM | 646025106 | 13,525 | 271,634 | SH | SOLE | 271,634 | 0 | 0 | ||
NISOURCE INC | COM | 65473P105 | 30,689 | 1,070,781 | SH | SOLE | 1,070,781 | 0 | 0 | ||
NOMAD FOODS LTD | USD ORD SHS | G6564A105 | 3,663 | 179,100 | SH | SOLE | 179,100 | 0 | 0 | ||
NOODLES & CO | COM CL A | 65540B105 | 1,733 | 254,800 | SH | SOLE | 254,800 | 0 | 0 | ||
NORTHROP GRUMMAN CORP | COM | 666807102 | 2,507 | 9,300 | SH | SOLE | 9,300 | 0 | 0 | ||
NORTHWEST NAT HLDG CO | COM | 66765N105 | 8,781 | 133,803 | SH | SOLE | 133,803 | 0 | 0 | ||
NORTHWESTERN CORP | COM NEW | 668074305 | 3,267 | 46,398 | SH | SOLE | 46,398 | 0 | 0 | ||
NOW INC/DE | COM | 67011P100 | 14,167 | 1,014,800 | SH | SOLE | 1,014,800 | 0 | 0 | ||
NUCOR CORP | COM | 670346105 | 2,544 | 43,600 | SH | SOLE | 43,600 | 0 | 0 | ||
NVR INC | COM | 62944T105 | 2,767 | 1,000 | SH | SOLE | 1,000 | 0 | 0 | ||
OCCIDENTAL PETE CORP | COM | 674599105 | 5,108 | 77,160 | SH | SOLE | 77,160 | 0 | 0 | ||
OCEANFIRST FINL CORP | COM | 675234108 | 5,774 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
OLD REP INTL CORP | COM | 680223104 | 16,117 | 770,400 | SH | SOLE | 770,400 | 0 | 0 | ||
OMNICOM GROUP INC | COM | 681919106 | 2,606 | 35,700 | SH | SOLE | 35,700 | 0 | 0 | ||
ONE GAS INC | COM | 68235P108 | 22,674 | 254,675 | SH | SOLE | 254,675 | 0 | 0 | ||
OPUS BK IRVINE CALIF | COM | 684000102 | 4,653 | 235,000 | SH | SOLE | 235,000 | 0 | 0 | ||
PACCAR INC | COM | 693718108 | 2,644 | 38,800 | SH | SOLE | 38,800 | 0 | 0 | ||
PACWEST BANCORP DEL | COM | 695263103 | 2,821 | 75,000 | SH | SOLE | 75,000 | 0 | 0 | ||
PARKER HANNIFIN CORP | COM | 701094104 | 2,626 | 15,300 | SH | SOLE | 15,300 | 0 | 0 | ||
PAYPAL HLDGS INC | COM | 70450Y103 | 2,473 | 23,815 | SH | SOLE | 23,815 | 0 | 0 | ||
PBF ENERGY INC | CL A | 69318G106 | 9,971 | 320,200 | SH | SOLE | 320,200 | 0 | 0 | ||
PENN NATL GAMING INC | COM | 707569109 | 12,431 | 618,458 | SH | SOLE | 618,458 | 0 | 0 | ||
PENNYMAC FINL SVCS INC | COM | 70932M107 | 2,742 | 123,300 | SH | SOLE | 123,300 | 0 | 0 | ||
PEPSICO INC | COM | 713448108 | 8,297 | 67,700 | SH | SOLE | 67,700 | 0 | 0 | ||
PFIZER INC | COM | 717081103 | 11,229 | 264,400 | SH | SOLE | 264,400 | 0 | 0 | ||
PG&E CORP | COM | 69331C108 | 11,311 | 635,449 | SH | SOLE | 635,449 | 0 | 0 | ||
PHILIP MORRIS INTL INC | COM | 718172109 | 5,560 | 62,900 | SH | SOLE | 62,900 | 0 | 0 | ||
PHILLIPS 66 | COM | 718546104 | 5,139 | 54,000 | SH | SOLE | 54,000 | 0 | 0 | ||
PLAINS GP HLDGS L P | LTP PARTNR INT A | 72651A207 | 10,622 | 426,255 | SH | SOLE | 426,255 | 0 | 0 | ||
PNC FINL SVCS GROUP INC | COM | 693475105 | 1,227 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
POST HLDGS INC | COM | 737446104 | 19,248 | 175,942 | SH | SOLE | 175,942 | 0 | 0 | ||
PPL CORP | COM | 69351T106 | 9,472 | 298,419 | SH | SOLE | 298,419 | 0 | 0 | ||
PRICE T ROWE GROUP INC | COM | 74144T108 | 2,733 | 27,300 | SH | SOLE | 27,300 | 0 | 0 | ||
PROCTER AND GAMBLE CO | COM | 742718109 | 11,825 | 113,650 | SH | SOLE | 113,650 | 0 | 0 | ||
PROGRESSIVE CORP OHIO | COM | 743315103 | 3,806 | 52,800 | SH | SOLE | 52,800 | 0 | 0 | ||
PROVIDENCE SVC CORP | COM | 743815102 | 3,164 | 47,500 | SH | SOLE | 47,500 | 0 | 0 | ||
PUBLIC SVC ENTERPRISE GRP INC COM | COM | 744573106 | 25,160 | 423,490 | SH | SOLE | 423,490 | 0 | 0 | ||
PYXUS INTL INC | COM | 74737V106 | 1,873 | 78,400 | SH | SOLE | 78,400 | 0 | 0 | ||
QUALCOMM INC | COM | 747525103 | 5,600 | 98,200 | SH | SOLE | 98,200 | 0 | 0 | ||
REGIS CORP MINN | COM | 758932107 | 3,613 | 183,700 | SH | SOLE | 183,700 | 0 | 0 | ||
RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 2,385 | 108,600 | SH | SOLE | 108,600 | 0 | 0 | ||
RENT A CTR INC NEW | COM | 76009N100 | 3,732 | 178,800 | SH | SOLE | 178,800 | 0 | 0 | ||
RGC RES INC | COM | 74955L103 | 1,099 | 41,471 | SH | SOLE | 41,471 | 0 | 0 | ||
RH | COM | 74967X103 | 13,909 | 135,100 | SH | SOLE | 135,100 | 0 | 0 | ||
ROYAL BK CDA MONTREAL QUE | COM | 780087102 | 5,039 | 66,700 | SH | SOLE | 66,700 | 0 | 0 | ||
ROYAL DUTCH SHELL PLC | SPON ADR B | 780259107 | 4,982 | 77,900 | SH | SOLE | 77,900 | 0 | 0 | ||
SCHLUMBERGER LTD | COM | 806857108 | 5,015 | 115,100 | SH | SOLE | 115,100 | 0 | 0 | ||
SEMPRA ENERGY | COM | 816851109 | 46,611 | 370,340 | SH | SOLE | 370,340 | 0 | 0 | ||
SHOE CARNIVAL INC | COM | 824889109 | 2,692 | 79,100 | SH | SOLE | 79,100 | 0 | 0 | ||
SKYWORKS SOLUTIONS INC | COM | 83088M102 | 2,689 | 32,600 | SH | SOLE | 32,600 | 0 | 0 | ||
SOUTH JERSEY INDS INC | COM | 838518108 | 11,086 | 345,671 | SH | SOLE | 345,671 | 0 | 0 | ||
SOUTHERN CO | COM | 842587107 | 46,471 | 899,200 | SH | SOLE | 899,200 | 0 | 0 | ||
SOUTHWEST AIRLS CO | COM | 844741108 | 2,559 | 49,300 | SH | SOLE | 49,300 | 0 | 0 | ||
SOUTHWEST GAS HOLDINGS INC | COM | 844895102 | 18,288 | 222,317 | SH | SOLE | 222,317 | 0 | 0 | ||
SPIRE INC | COM | 84857L101 | 16,992 | 206,491 | SH | SOLE | 206,491 | 0 | 0 | ||
SPIRIT AEROSYSTEMS HLDGS INC COM CL A | COM CL A | 848574109 | 2,508 | 27,400 | SH | SOLE | 27,400 | 0 | 0 | ||
SPIRIT AIRLS INC | COM | 848577102 | 18,903 | 357,600 | SH | SOLE | 357,600 | 0 | 0 | ||
SPROUTS FMRS MKT INC | COM | 85208M102 | 15,907 | 738,500 | SH | SOLE | 738,500 | 0 | 0 | ||
SPX FLOW INC | COM | 78469X107 | 2,032 | 63,700 | SH | SOLE | 63,700 | 0 | 0 | ||
STATE STR CORP | COM | 857477103 | 526 | 8,000 | SH | SOLE | 8,000 | 0 | 0 | ||
STERLING BANCORP DEL | COM | 85917A100 | 4,658 | 250,000 | SH | SOLE | 250,000 | 0 | 0 | ||
SUNCOR ENERGY INC NEW | COM | 867224107 | 5,056 | 155,900 | SH | SOLE | 155,900 | 0 | 0 | ||
SUNTRUST BKS INC | COM | 867914103 | 1,007 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
SYNOVUS FINL CORP | COM NEW | 87161C501 | 2,062 | 60,000 | SH | SOLE | 60,000 | 0 | 0 | ||
TAPESTRY INC | COM | 876030107 | 2,489 | 76,600 | SH | SOLE | 76,600 | 0 | 0 | ||
TARGET CORP | COM | 87612E106 | 8,740 | 108,900 | SH | SOLE | 108,900 | 0 | 0 | ||
TELLURIAN INC NEW | COM | 87968A104 | 9,886 | 882,690 | SH | SOLE | 882,690 | 0 | 0 | ||
TEXAS CAPITAL BANCSHARES INC COM | COM | 88224Q107 | 2,730 | 50,000 | SH | SOLE | 50,000 | 0 | 0 | ||
TEXAS INSTRS INC | COM | 882508104 | 5,124 | 48,306 | SH | SOLE | 48,306 | 0 | 0 | ||
THE CHARLES SCHWAB CORPORATION COM | COM | 808513105 | 855 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
TORONTO DOMINION BK ONT | COM NEW | 891160509 | 4,890 | 90,000 | SH | SOLE | 90,000 | 0 | 0 | ||
TOTAL S A | SPONSORED ADR | 89151E109 | 5,075 | 91,200 | SH | SOLE | 91,200 | 0 | 0 | ||
TRANSCANADA CORP | COM | 89353D107 | 44,282 | 985,353 | SH | SOLE | 985,353 | 0 | 0 | ||
TRICO BANCSHARES | COM | 896095106 | 3,890 | 99,000 | SH | SOLE | 99,000 | 0 | 0 | ||
TRINITY INDS INC | COM | 896522109 | 10,350 | 476,300 | SH | SOLE | 476,300 | 0 | 0 | ||
TURTLE BEACH CORP | COM NEW | 900450206 | 1,594 | 140,300 | SH | SOLE | 140,300 | 0 | 0 | ||
UGI CORP NEW | COM | 902681105 | 29,187 | 526,652 | SH | SOLE | 526,652 | 0 | 0 | ||
UNILEVER PLC | SPON ADR NEW | 904767704 | 5,333 | 92,400 | SH | SOLE | 92,400 | 0 | 0 | ||
UNION BANKSHARES CORP NEW | COM | 90539J109 | 5,819 | 180,000 | SH | SOLE | 180,000 | 0 | 0 | ||
UNISYS CORP | COM NEW | 909214306 | 1,819 | 155,900 | SH | SOLE | 155,900 | 0 | 0 | ||
UNITED FINL BANCORP INC NEW | COM | 910304104 | 3,157 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
UNITED PARCEL SERVICE INC | CL B | 911312106 | 7,811 | 69,900 | SH | SOLE | 69,900 | 0 | 0 | ||
UNITEDHEALTH GROUP INC | COM | 91324P102 | 3,313 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
UNITIL CORP | COM | 913259107 | 2,237 | 41,298 | SH | SOLE | 41,298 | 0 | 0 | ||
US BANCORP DEL | COM NEW | 902973304 | 723 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
VERITEX HLDGS INC | COM | 923451108 | 2,906 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
VERIZON COMMUNICATIONS INC | COM | 92343V104 | 14,889 | 251,800 | SH | SOLE | 251,800 | 0 | 0 | ||
VERSO CORP | CL A | 92531L207 | 3,691 | 172,300 | SH | SOLE | 172,300 | 0 | 0 | ||
VIACOM INC NEW | CL B | 92553P201 | 2,566 | 91,400 | SH | SOLE | 91,400 | 0 | 0 | ||
VISA INC | COM CL A | 92826C839 | 2,577 | 16,500 | SH | SOLE | 16,500 | 0 | 0 | ||
WARRIOR MET COAL INC | COM | 93627C101 | 3,034 | 99,800 | SH | SOLE | 99,800 | 0 | 0 | ||
WASHINGTON FED INC | COM | 938824109 | 2,889 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
WASTE MGMT INC DEL | COM | 94106L109 | 2,806 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
WEC ENERGY GROUP INC | COM | 92939U106 | 39,440 | 498,740 | SH | SOLE | 498,740 | 0 | 0 | ||
WELLS FARGO CO NEW | COM | 949746101 | 5,576 | 115,400 | SH | SOLE | 115,400 | 0 | 0 | ||
WESTERN ALLIANCE BANCORP | COM | 957638109 | 308 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||
WESTLAKE CHEM CORP | COM | 960413102 | 2,273 | 33,500 | SH | SOLE | 33,500 | 0 | 0 | ||
WINTRUST FINL CORP | COM | 97650W108 | 2,188 | 32,500 | SH | SOLE | 32,500 | 0 | 0 | ||
WSFS FINL CORP | COM | 929328102 | 1,544 | 40,000 | SH | SOLE | 40,000 | 0 | 0 | ||
XCEL ENERGY INC | COM | 98389B100 | 16,380 | 291,399 | SH | SOLE | 291,399 | 0 | 0 |