The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ABBVIE INC COM 00287Y109 2,388 41,800 SH   SOLE   41,800 0 0
AGL RES INC COM 001204106 50,270 771,730 SH   SOLE   771,730 0 0
AIR TRANSPORT SERVICES GRP INC COM COM 00922R105 6,170 401,200 SH   SOLE   401,200 0 0
ALASKA AIR GROUP INC COM 011659109 2,157 26,300 SH   SOLE   26,300 0 0
ALLIANT ENERGY CORP COM 018802108 4,673 62,904 SH   SOLE   62,904 0 0
ALTRIA GROUP INC COM 02209S103 2,381 38,000 SH   SOLE   38,000 0 0
AMEREN CORP COM 023608102 7,990 159,490 SH   SOLE   159,490 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,940 47,300 SH   SOLE   47,300 0 0
AMIRA NATURE FOODS LTD SHS G0335L102 3,556 364,000 SH   SOLE   364,000 0 0
AMTRUST FINL SVCS INC COM 032359309 27,425 1,059,700 SH   SOLE   1,059,700 0 0
APPLE INC COM 037833100 2,269 20,816 SH   SOLE   20,816 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 2,498 68,800 SH   SOLE   68,800 0 0
ARROW ELECTRS INC COM 042735100 5,224 81,100 SH   SOLE   81,100 0 0
ASSOCIATED BANC CORP COM 045487105 807 45,000 SH   SOLE   45,000 0 0
ASTEC INDS INC COM 046224101 4,980 106,700 SH   SOLE   106,700 0 0
ASTORIA FINL CORP COM 046265104 5,465 345,000 SH   SOLE   345,000 0 0
AT&T INC COM 00206R102 2,456 62,700 SH   SOLE   62,700 0 0
ATMOS ENERGY CORP COM 049560105 98,780 1,330,186 SH   SOLE   1,330,186 0 0
AUTONATION INC COM 05329W102 26,444 566,500 SH   SOLE   566,500 0 0
AVERY DENNISON CORP COM 053611109 44,528 617,500 SH   SOLE   617,500 0 0
AVISTA CORP COM 05379B107 3,506 85,972 SH   SOLE   85,972 0 0
BANK AMER CORP COM 060505104 4,326 320,000 SH   SOLE   320,000 0 0
BANK MONTREAL QUE COM 063671101 2,561 42,200 SH   SOLE   42,200 0 0
BANK N S HALIFAX COM 064149107 2,736 56,000 SH   SOLE   56,000 0 0
BANKUNITED INC COM 06652K103 7,749 225,000 SH   SOLE   225,000 0 0
BANNER CORP COM NEW 06652V208 7,777 185,000 SH   SOLE   185,000 0 0
BAXTER INTL INC COM 071813109 2,075 50,500 SH   SOLE   50,500 0 0
BB&T CORP COM 054937107 1,331 40,000 SH   SOLE   40,000 0 0
BCE INC COM NEW 05534B760 2,468 54,200 SH   SOLE   54,200 0 0
BED BATH & BEYOND INC COM 075896100 2,135 43,000 SH   SOLE   43,000 0 0
BEMIS INC COM 081437105 4,888 94,400 SH   SOLE   94,400 0 0
BENEFICIAL BANCORP INC COM 08171T102 1,985 145,000 SH   SOLE   145,000 0 0
BERKSHIRE HATHAWAY INC - CL A CL A 084670108 5,977 28 SH   SOLE   28 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,561 11,000 SH   SOLE   11,000 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 2,151 80,000 SH   SOLE   80,000 0 0
BEST BUY INC COM 086516101 2,170 66,900 SH   SOLE   66,900 0 0
BJS RESTAURANTS INC COM 09180C106 4,369 105,100 SH   SOLE   105,100 0 0
BLACK HILLS CORP COM 092113109 4,748 78,959 SH   SOLE   78,959 0 0
BOEING CO COM 097023105 5,078 40,000 SH   SOLE   40,000 0 0
BOYD GAMING CORP COM 103304101 36,326 1,758,300 SH   SOLE   1,758,300 0 0
BRADY CORP CL A 104674106 4,759 177,300 SH   SOLE   177,300 0 0
BRIGGS & STRATTON CORP COM 109043109 5,212 217,900 SH   SOLE   217,900 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 8,588 780,000 SH   SOLE   780,000 0 0
BURLINGTON STORES INC COM 122017106 4,651 82,700 SH   SOLE   82,700 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,929 66,400 SH   SOLE   66,400 0 0
CAPITAL BK FINL CORP COM 139794101 3,702 120,000 SH   SOLE   120,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,703 39,000 SH   SOLE   39,000 0 0
CASEYS GEN STORES INC COM 147528103 37,214 328,400 SH   SOLE   328,400 0 0
CASH AMER INTL INC COM 14754D100 5,313 137,500 SH   SOLE   137,500 0 0
CATERPILLAR INC DEL COM 149123101 10,754 140,500 SH   SOLE   140,500 0 0
CDW CORP COM 12514G108 33,362 803,900 SH   SOLE   803,900 0 0
CENTERPOINT ENERGY INC COM 15189T107 15,789 754,726 SH   SOLE   754,726 0 0
CENTURYLINK INC COM 156700106 2,471 77,300 SH   SOLE   77,300 0 0
CHENIERE ENERGY INC COM NEW 16411R208 50,258 1,485,617 SH   SOLE   1,485,617 0 0
CHESAPEAKE UTILS CORP COM 165303108 5,724 90,908 SH   SOLE   90,908 0 0
CHEVRON CORP NEW COM 166764100 8,371 87,750 SH   SOLE   87,750 0 0
CHILDRENS PLACE INC/THE COM 168905107 5,676 68,000 SH   SOLE   68,000 0 0
CIENA CORP COM NEW 171779309 27,940 1,469,000 SH   SOLE   1,469,000 0 0
CISCO SYS INC COM 17275R102 4,297 150,930 SH   SOLE   150,930 0 0
CITIGROUP INC COM NEW 172967424 3,507 84,000 SH   SOLE   84,000 0 0
CITIZENS FINL GROUP INC COM 174610105 3,666 175,000 SH   SOLE   175,000 0 0
CLIFTON BANCORP INC COM 186873105 9,450 625,000 SH   SOLE   625,000 0 0
CMS ENERGY CORP COM 125896100 27,168 640,148 SH   SOLE   640,148 0 0
COCA COLA CO COM 191216100 891 19,200 SH   SOLE   19,200 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 71,856 2,862,782 SH   SOLE   2,862,782 0 0
CONSOLIDATED EDISON INC COM 209115104 28,180 367,786 SH   SOLE   367,786 0 0
CONVERGYS CORP COM 212485106 4,990 179,700 SH   SOLE   179,700 0 0
CORNING NAT GAS HLDG CORP COM 219387107 310 19,064 SH   SOLE   19,064 0 0
CUMMINS INC COM 231021106 2,276 20,700 SH   SOLE   20,700 0 0
CUSTOMERS BANCORP INC COM 23204G100 1,890 80,000 SH   SOLE   80,000 0 0
DARDEN RESTAURANTS INC COM 237194105 1,890 28,500 SH   SOLE   28,500 0 0
DEAN FOODS CO NEW COM NEW 242370203 4,160 240,200 SH   SOLE   240,200 0 0
DEERE & CO COM 244199105 1,855 24,100 SH   SOLE   24,100 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,030 41,700 SH   SOLE   41,700 0 0
DELTA NAT GAS INC COM 247748106 1,216 52,538 SH   SOLE   52,538 0 0
DOLLAR GEN CORP NEW COM 256677105 5,341 62,400 SH   SOLE   62,400 0 0
DOMINION RES INC VA NEW COM 25746U109 72,750 968,446 SH   SOLE   968,446 0 0
DOVER CORP COM 260003108 2,052 31,900 SH   SOLE   31,900 0 0
DOW CHEM CO COM 260543103 2,436 47,900 SH   SOLE   47,900 0 0
DTE ENERGY CO COM 233331107 22,933 252,954 SH   SOLE   252,954 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 313 4,950 SH   SOLE   4,950 0 0
DUKE ENERGY CORP NEW COM 26441C204 8,579 106,337 SH   SOLE   106,337 0 0
DYCOM INDS INC COM 267475101 28,946 447,600 SH   SOLE   447,600 0 0
EATON CORP PLC SHS G29183103 2,565 41,000 SH   SOLE   41,000 0 0
EBAY INC COM 278642103 1,861 78,000 SH   SOLE   78,000 0 0
EMERSON ELEC CO COM 291011104 4,813 88,500 SH   SOLE   88,500 0 0
EMPIRE DIST ELEC CO COM 291641108 606 18,325 SH   SOLE   18,325 0 0
ENBRIDGE INC COM 29250N105 59,175 1,520,821 SH   SOLE   1,520,821 0 0
ENTERGY CORP NEW COM 29364G103 825 10,400 SH   SOLE   10,400 0 0
EQT CORP COM 26884L109 19,117 284,232 SH   SOLE   284,232 0 0
EVERSOURCE ENERGY COM 30040W108 14,292 244,975 SH   SOLE   244,975 0 0
EXELON CORP COM 30161N101 18,279 509,731 SH   SOLE   509,731 0 0
EXPEDITORS INTL WASH INC COM 302130109 34,479 706,400 SH   SOLE   706,400 0 0
EXPRESS INC COM 30219E103 39,504 1,845,100 SH   SOLE   1,845,100 0 0
EXXON MOBIL CORP COM 30231G102 8,183 97,900 SH   SOLE   97,900 0 0
FEDEX CORP COM 31428X106 2,294 14,100 SH   SOLE   14,100 0 0
FIFTH THIRD BANCORP COM 316773100 3,588 215,000 SH   SOLE   215,000 0 0
FIRST BANCORP P R COM NEW 318672706 3,358 1,150,000 SH   SOLE   1,150,000 0 0
FIRST CONN BANCORP INC MD COM 319850103 2,314 145,000 SH   SOLE   145,000 0 0
FLUSHING FINL CORP COM 343873105 9,621 445,000 SH   SOLE   445,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2,529 187,300 SH   SOLE   187,300 0 0
FRANKLIN RES INC COM 354613101 2,113 54,100 SH   SOLE   54,100 0 0
FULTON FINL CORP PA COM 360271100 2,542 190,000 SH   SOLE   190,000 0 0
GAMESTOP CORP NEW CL A 36467W109 24,657 777,100 SH   SOLE   777,100 0 0
GAP INC DEL COM 364760108 4,863 165,400 SH   SOLE   165,400 0 0
GAS NAT INC COM 367204104 374 47,939 SH   SOLE   47,939 0 0
GENERAL DYNAMICS CORP COM 369550108 1,839 14,000 SH   SOLE   14,000 0 0
GENERAL ELECTRIC CO COM 369604103 7,266 228,550 SH   SOLE   228,550 0 0
GENERAL MTRS CO COM 37045V100 2,467 78,500 SH   SOLE   78,500 0 0
GENESCO INC COM 371532102 5,072 70,200 SH   SOLE   70,200 0 0
GENUINE PARTS CO COM 372460105 5,107 51,400 SH   SOLE   51,400 0 0
GILEAD SCIENCES INC COM 375558103 2,039 22,193 SH   SOLE   22,193 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,041 13,000 SH   SOLE   13,000 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 35,341 1,071,600 SH   SOLE   1,071,600 0 0
HANOVER INS GROUP INC COM 410867105 37,559 416,300 SH   SOLE   416,300 0 0
HARLEY DAVIDSON INC COM 412822108 2,377 46,300 SH   SOLE   46,300 0 0
HAWAIIAN HOLDINGS INC COM 419879101 53,042 1,124,000 SH   SOLE   1,124,000 0 0
HCA HOLDINGS INC COM 40412C101 2,084 26,700 SH   SOLE   26,700 0 0
HINGHAM INSTN SVGS MASS COM 433323102 9,529 80,000 SH   SOLE   80,000 0 0
HP INC COM 40434L105 2,809 228,000 SH   SOLE   228,000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,848 35,400 SH   SOLE   35,400 0 0
IBERIABANK CORP COM 450828108 5,383 105,000 SH   SOLE   105,000 0 0
INDEPENDENT BANK CORP MASS COM 453836108 9,652 210,000 SH   SOLE   210,000 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,096 40,000 SH   SOLE   40,000 0 0
INGREDION INC COM 457187102 44,905 420,500 SH   SOLE   420,500 0 0
INSPERITY INC COM 45778Q107 5,049 97,600 SH   SOLE   97,600 0 0
INSTEEL INDUSTRIES INC COM 45774W108 5,411 177,000 SH   SOLE   177,000 0 0
INTEL CORP COM 458140100 5,481 169,425 SH   SOLE   169,425 0 0
INTERNATIONAL BUSINESS MACHS COM COM 459200101 10,230 67,550 SH   SOLE   67,550 0 0
INTERPUBLIC GROUP COS INC COM 460690100 35,091 1,529,000 SH   SOLE   1,529,000 0 0
INTL PAPER CO COM 460146103 2,651 64,600 SH   SOLE   64,600 0 0
INVESTORS BANCORP INC NEW COM 46146L101 5,762 495,000 SH   SOLE   495,000 0 0
ITRON INC COM 465741106 4,852 116,300 SH   SOLE   116,300 0 0
JETBLUE AIRWAYS CORP COM 477143101 31,380 1,485,800 SH   SOLE   1,485,800 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 4,970 88,100 SH   SOLE   88,100 0 0
JOHNSON CTLS INC COM 478366107 2,475 63,500 SH   SOLE   63,500 0 0
JPMORGAN CHASE & CO. COM 46625H100 4,086 69,000 SH   SOLE   69,000 0 0
KAMAN CORP COM 483548103 4,504 105,500 SH   SOLE   105,500 0 0
KEARNY FINL CORP MD COM 48716P108 8,892 720,000 SH   SOLE   720,000 0 0
KEYCORP NEW COM 493267108 3,257 295,000 SH   SOLE   295,000 0 0
KINDER MORGAN INC DEL COM 49456B101 71,587 4,008,225 SH   SOLE   4,008,225 0 0
KOHLS CORP COM 500255104 1,753 37,600 SH   SOLE   37,600 0 0
KROGER CO COM 501044101 1,825 47,700 SH   SOLE   47,700 0 0
LACLEDE GROUP INC COM 505597104 19,430 286,791 SH   SOLE   286,791 0 0
LAS VEGAS SANDS CORP COM 517834107 4,739 91,700 SH   SOLE   91,700 0 0
LEAR CORP COM NEW 521865204 31,572 284,000 SH   SOLE   284,000 0 0
LENNAR CORP CL A 526057104 34,476 712,900 SH   SOLE   712,900 0 0
LINCOLN NATL CORP IND COM 534187109 1,921 49,000 SH   SOLE   49,000 0 0
LITHIA MTRS INC CL A 536797103 26,690 305,618 SH   SOLE   305,618 0 0
LYONDELLBASELL INDUSTRIES N V SHS - A - SHS - A - N53745100 2,490 29,100 SH   SOLE   29,100 0 0
M & T BK CORP COM 55261F104 2,664 24,000 SH   SOLE   24,000 0 0
MACYS INC COM 55616P104 2,011 45,600 SH   SOLE   45,600 0 0
MANPOWERGROUP INC COM 56418H100 31,461 386,400 SH   SOLE   386,400 0 0
MANULIFE FINL CORP COM 56501R106 2,488 176,100 SH   SOLE   176,100 0 0
MARATHON PETE CORP COM 56585A102 4,257 114,500 SH   SOLE   114,500 0 0
MCDONALDS CORP COM 580135101 2,935 23,350 SH   SOLE   23,350 0 0
MDU RES GROUP INC COM 552690109 11,022 566,407 SH   SOLE   566,407 0 0
MERCK & CO INC NEW COM 58933Y105 7,545 142,600 SH   SOLE   142,600 0 0
MERIDIAN BANCORP INC MD COM 58958U103 7,099 510,000 SH   SOLE   510,000 0 0
METLIFE INC COM 59156R108 3,889 88,500 SH   SOLE   88,500 0 0
MGE ENERGY INC COM 55277P104 2,459 47,054 SH   SOLE   47,054 0 0
MORGAN STANLEY COM 617446448 2,626 105,000 SH   SOLE   105,000 0 0
MOSAIC CO NEW COM 61945C103 2,452 90,800 SH   SOLE   90,800 0 0
MOVADO GROUP INC COM 624580106 4,366 158,600 SH   SOLE   158,600 0 0
NATIONAL FUEL GAS CO N J COM 636180101 15,311 305,924 SH   SOLE   305,924 0 0
NATIONAL GRID PLC SPON ADR NEW 636274300 71,710 1,004,058 SH   SOLE   1,004,058 0 0
NATIONAL OILWELL VARCO INC COM 637071101 2,454 78,900 SH   SOLE   78,900 0 0
NEOPHOTONICS CORP COM 64051T100 5,936 422,800 SH   SOLE   422,800 0 0
NEW JERSEY RES COM 646025106 15,770 432,884 SH   SOLE   432,884 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 2,942 185,000 SH   SOLE   185,000 0 0
NISOURCE INC COM 65473P105 28,511 1,210,131 SH   SOLE   1,210,131 0 0
NORDSTROM INC COM 655664100 2,151 37,600 SH   SOLE   37,600 0 0
NORTHWEST NAT GAS CO COM 667655104 11,082 205,786 SH   SOLE   205,786 0 0
NORTHWESTERN CORP COM NEW 668074305 6,836 110,698 SH   SOLE   110,698 0 0
NVR INC COM 62944T105 37,617 21,714 SH   SOLE   21,714 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,224 32,500 SH   SOLE   32,500 0 0
OCEANFIRST FINL CORP COM 675234108 5,856 331,246 SH   SOLE   331,246 0 0
OMNICOM GROUP INC COM 681919106 4,961 59,600 SH   SOLE   59,600 0 0
ONE GAS INC COM 68235P108 23,684 387,625 SH   SOLE   387,625 0 0
OPUS BK IRVINE CALIF COM 684000102 5,270 155,000 SH   SOLE   155,000 0 0
ORBOTECH LTD ORD M75253100 4,865 204,600 SH   SOLE   204,600 0 0
OWENS & MINOR INC NEW COM 690732102 44,789 1,108,100 SH   SOLE   1,108,100 0 0
PACCAR INC COM 693718108 2,084 38,100 SH   SOLE   38,100 0 0
PACWEST BANCORP DEL COM 695263103 5,015 135,000 SH   SOLE   135,000 0 0
PARKER HANNIFIN CORP COM 701094104 2,133 19,200 SH   SOLE   19,200 0 0
PENNEY J C INC COM 708160106 44,149 3,991,800 SH   SOLE   3,991,800 0 0
PFIZER INC COM 717081103 7,163 241,650 SH   SOLE   241,650 0 0
PG&E CORP COM 69331C108 55,199 924,299 SH   SOLE   924,299 0 0
PHILIP MORRIS INTL INC COM 718172109 2,472 25,200 SH   SOLE   25,200 0 0
PIEDMONT NAT GAS INC COM 720186105 34,185 571,361 SH   SOLE   571,361 0 0
PLAINS GP HLDGS L P SH A REP LTPN 72651A108 7,919 911,277 SH   SOLE   911,277 0 0
PNC FINL SVCS GROUP INC COM 693475105 3,552 42,000 SH   SOLE   42,000 0 0
POOL CORPORATION COM 73278L105 38,456 438,300 SH   SOLE   438,300 0 0
POPULAR INC COM NEW 733174700 2,575 90,000 SH   SOLE   90,000 0 0
POST HLDGS INC COM 737446104 4,587 66,700 SH   SOLE   66,700 0 0
POTBELLY CORP COM 73754Y100 5,025 369,200 SH   SOLE   369,200 0 0
PPL CORP COM 69351T106 16,797 441,219 SH   SOLE   441,219 0 0
PRAXAIR INC COM 74005P104 2,106 18,400 SH   SOLE   18,400 0 0
PROCTER & GAMBLE CO COM 742718109 7,766 94,350 SH   SOLE   94,350 0 0
PROGRESSIVE CORP OHIO COM 743315103 7,165 203,900 SH   SOLE   203,900 0 0
PROVIDENT FINL SVCS INC COM 74386T105 8,985 445,000 SH   SOLE   445,000 0 0
PRUDENTIAL FINL INC COM 744320102 3,936 54,500 SH   SOLE   54,500 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 30,773 652,790 SH   SOLE   652,790 0 0
QUALCOMM INC COM 747525103 4,546 88,900 SH   SOLE   88,900 0 0
QUESTAR CORP COM 748356102 23,843 961,426 SH   SOLE   961,426 0 0
RALPH LAUREN CORP CL A 751212101 1,579 16,400 SH   SOLE   16,400 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,905 370,000 SH   SOLE   370,000 0 0
RELIANCE STEEL & ALUMINUM CO COM COM 759509102 5,265 76,100 SH   SOLE   76,100 0 0
REYNOLDS AMERICAN INC COM 761713106 2,355 46,800 SH   SOLE   46,800 0 0
RGC RES INC COM 74955L103 834 38,576 SH   SOLE   38,576 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 2,589 64,700 SH   SOLE   64,700 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 2,556 44,400 SH   SOLE   44,400 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 4,601 66,600 SH   SOLE   66,600 0 0
SCANA CORP NEW COM 80589M102 10,731 152,966 SH   SOLE   152,966 0 0
SCHEIN HENRY INC COM 806407102 4,834 28,000 SH   SOLE   28,000 0 0
SEMPRA ENERGY COM 816851109 72,558 697,340 SH   SOLE   697,340 0 0
SERVISFIRST BANCSHARES INC COM 81768T108 5,772 130,000 SH   SOLE   130,000 0 0
SINCLAIR BROADCAST GROUP INC CL A CL A 829226109 35,233 1,145,800 SH   SOLE   1,145,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,166 27,800 SH   SOLE   27,800 0 0
SONOCO PRODS CO COM 835495102 5,148 106,000 SH   SOLE   106,000 0 0
SOUTH JERSEY INDS INC COM 838518108 9,806 344,671 SH   SOLE   344,671 0 0
SOUTHWEST AIRLS CO COM 844741108 2,231 49,800 SH   SOLE   49,800 0 0
SOUTHWEST GAS CORP COM 844895102 20,961 318,317 SH   SOLE   318,317 0 0
SPECTRA ENERGY CORP COM 847560109 71,770 2,345,415 SH   SOLE   2,345,415 0 0
SUNCOR ENERGY INC NEW COM 867224107 2,664 95,800 SH   SOLE   95,800 0 0
SUNTRUST BKS INC COM 867914103 3,680 102,000 SH   SOLE   102,000 0 0
SUPERIOR INDS INTL INC COM 868168105 5,180 234,600 SH   SOLE   234,600 0 0
SYNCHRONY FINL COM 87165B103 3,726 130,000 SH   SOLE   130,000 0 0
SYNNEX CORP COM 87162W100 41,860 452,100 SH   SOLE   452,100 0 0
SYNOVUS FINL CORP COM NEW 87161C501 7,228 250,000 SH   SOLE   250,000 0 0
TARGET CORP COM 87612E106 6,953 84,500 SH   SOLE   84,500 0 0
TECH DATA CORP COM 878237106 42,316 551,200 SH   SOLE   551,200 0 0
TECO ENERGY INC COM 872375100 12,954 470,551 SH   SOLE   470,551 0 0
TESORO CORP COM 881609101 1,849 21,500 SH   SOLE   21,500 0 0
THOMSON REUTERS CORP COM 884903105 2,546 62,900 SH   SOLE   62,900 0 0
TIFFANY & CO NEW COM 886547108 2,157 29,400 SH   SOLE   29,400 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 2,583 59,900 SH   SOLE   59,900 0 0
TRANSCANADA CORP COM 89353D107 74,409 1,892,868 SH   SOLE   1,892,868 0 0
TRIPLE-S MGMT CORP CL B 896749108 4,393 176,700 SH   SOLE   176,700 0 0
TYSON FOODS INC CL A 902494103 4,773 71,600 SH   SOLE   71,600 0 0
UGI CORP NEW COM NEW 902681105 16,511 409,802 SH   SOLE   409,802 0 0
UMPQUA HLDGS CORP COM 904214103 2,300 145,000 SH   SOLE   145,000 0 0
UNION BANKSHARES CORP NEW COM 90539J109 493 20,000 SH   SOLE   20,000 0 0
UNION PAC CORP COM 907818108 2,044 25,700 SH   SOLE   25,700 0 0
UNITED CONTL HLDGS INC COM 910047109 2,341 39,100 SH   SOLE   39,100 0 0
UNITED FINL BANCORP INC NEW COM 910304104 4,595 365,000 SH   SOLE   365,000 0 0
UNITED FIRE GROUP INC COM 910340108 5,035 114,900 SH   SOLE   114,900 0 0
UNITED PARCEL SERVICE INC CL B 911312106 2,457 23,300 SH   SOLE   23,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,092 20,900 SH   SOLE   20,900 0 0
UNITEDHEALTH GROUP INC COM 91324P102 5,014 38,900 SH   SOLE   38,900 0 0
UNITIL CORP COM 913259107 2,614 61,515 SH   SOLE   61,515 0 0
US BANCORP DEL COM NEW 902973304 3,044 75,000 SH   SOLE   75,000 0 0
VALERO ENERGY CORP NEW COM 91913Y100 4,342 67,700 SH   SOLE   67,700 0 0
VECTREN CORP COM 92240G101 15,736 311,228 SH   SOLE   311,228 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 10,819 200,050 SH   SOLE   200,050 0 0
VIACOM INC NEW CL B 92553P201 4,318 104,600 SH   SOLE   104,600 0 0
VISA INC CL A 92826C839 3,548 46,385 SH   SOLE   46,385 0 0
VISTA OUTDOOR INC COM 928377100 4,880 94,000 SH   SOLE   94,000 0 0
VOYA FINL INC COM 929089100 1,548 52,000 SH   SOLE   52,000 0 0
WAL-MART STORES INC COM 931142103 4,887 71,350 SH   SOLE   71,350 0 0
WASHINGTON FED INC COM 938824109 9,966 440,000 SH   SOLE   440,000 0 0
WATSCO INC COM 942622200 4,891 36,300 SH   SOLE   36,300 0 0
WAYFAIR INC CL A 94419L101 35,620 824,147 SH   SOLE   824,147 0 0
WEBSTER FINL CORP CONN COM 947890109 1,077 30,000 SH   SOLE   30,000 0 0
WEC ENERGY GROUP INC COM 92939U106 43,586 725,590 SH   SOLE   725,590 0 0
WELLS FARGO & CO NEW COM 949746101 3,143 65,000 SH   SOLE   65,000 0 0
WESTERN ALLIANCE BANCORP COM 957638109 4,339 130,000 SH   SOLE   130,000 0 0
WGL HLDGS INC COM 92924F106 22,043 304,592 SH   SOLE   304,592 0 0
WHOLE FOODS MKT INC COM 966837106 1,944 62,500 SH   SOLE   62,500 0 0
WILLIAMS COS INC DEL COM 969457100 46,724 2,907,557 SH   SOLE   2,907,557 0 0
WILSHIRE BANCORP INC COM 97186T108 3,142 305,000 SH   SOLE   305,000 0 0
WINTRUST FINL CORP COM 97650W108 8,425 190,000 SH   SOLE   190,000 0 0
WSFS FINL CORP COM 929328102 8,537 262,500 SH   SOLE   262,500 0 0
XCEL ENERGY INC COM 98389B100 17,999 430,399 SH   SOLE   430,399 0 0
XEROX CORP COM 984121103 2,786 249,600 SH   SOLE   249,600 0 0
YADKIN FINL CORP COM 984305102 10,296 435,000 SH   SOLE   435,000 0 0
ZIONS BANCORPORATION COM 989701107 847 35,000 SH   SOLE   35,000 0 0