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
ALCOA CORP COM 013872106 34,655 770,800 SH   SOLE   770,800 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 3,756 378,664 SH   SOLE   378,664 0 0
ALLSTATE CORP COM 020002101 3,166 33,400 SH   SOLE   33,400 0 0
ALTRIA GROUP INC COM 02209S103 8,052 129,200 SH   SOLE   129,200 0 0
AMEDISYS INC COM 023436108 731 12,110 SH   SOLE   12,110 0 0
AMEREN CORP COM 023608102 7,942 140,240 SH   SOLE   140,240 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 3,144 60,500 SH   SOLE   60,500 0 0
AMERICAN EQTY INVT LIFE HLD CO COM COM 025676206 32,499 1,106,900 SH   SOLE   1,106,900 0 0
AMERICAN EXPRESS CO COM 025816109 1,866 20,000 SH   SOLE   20,000 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,123 13,670 SH   SOLE   13,670 0 0
AMERIPRISE FINL INC COM 03076C106 2,870 19,400 SH   SOLE   19,400 0 0
AMGEN INC COM 031162100 5,336 31,300 SH   SOLE   31,300 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,955 69,700 SH   SOLE   69,700 0 0
ANTHEM INC COM 036752103 3,757 17,100 SH   SOLE   17,100 0 0
APOGEE ENTERPRISES INC COM 037598109 569 13,130 SH   SOLE   13,130 0 0
APPLE INC COM 037833100 3,196 19,046 SH   SOLE   19,046 0 0
APPLIED MATLS INC COM 038222105 3,403 61,200 SH   SOLE   61,200 0 0
AT&T INC COM 00206R102 5,542 155,460 SH   SOLE   155,460 0 0
ATMOS ENERGY CORP COM 049560105 53,415 634,086 SH   SOLE   634,086 0 0
AUTOZONE INC COM 053332102 2,660 4,100 SH   SOLE   4,100 0 0
AVANGRID INC COM 05351W103 3,742 73,200 SH   SOLE   73,200 0 0
AVISTA CORP COM 05379B107 4,386 85,572 SH   SOLE   85,572 0 0
AXALTA COATING SYS LTD COM G0750C108 1,043 34,560 SH   SOLE   34,560 0 0
BANC OF CALIFORNIA INC COM 05990K106 8,492 440,000 SH   SOLE   440,000 0 0
BANK AMER CORP COM 060505104 2,399 80,000 SH   SOLE   80,000 0 0
BANK N S HALIFAX COM 064149107 5,399 87,500 SH   SOLE   87,500 0 0
BANK OF THE OZARKS COM 063904106 1,204 24,940 SH   SOLE   24,940 0 0
BANKUNITED INC COM 06652K103 6,797 170,000 SH   SOLE   170,000 0 0
BANNER CORP COM NEW 06652V208 4,717 85,000 SH   SOLE   85,000 0 0
BENEFICIAL BANCORP INC COM 08171T102 3,654 235,000 SH   SOLE   235,000 0 0
BERKSHIRE HATHAWAY INC - CL A CL A 084670108 6,879 23 SH   SOLE   23 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,394 12,000 SH   SOLE   12,000 0 0
BEST BUY INC COM 086516101 6,936 99,100 SH   SOLE   99,100 0 0
BLACK HILLS CORP COM 092113109 9,434 173,747 SH   SOLE   173,747 0 0
BOEING CO COM 097023105 379 1,156 SH   SOLE   1,156 0 0
BOFI HLDG INC COM 05566U108 3,648 90,000 SH   SOLE   90,000 0 0
BOISE CASCADE CO DEL COM 09739D100 37,021 959,100 SH   SOLE   959,100 0 0
BOOT BARN HLDGS INC COM 099406100 4,142 233,600 SH   SOLE   233,600 0 0
BP PLC SPONSORED ADR 055622104 5,513 136,000 SH   SOLE   136,000 0 0
BRINKS CO COM 109696104 28,637 401,365 SH   SOLE   401,365 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 5,882 93,000 SH   SOLE   93,000 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 9,315 575,000 SH   SOLE   575,000 0 0
BRUNSWICK CORP COM 117043109 744 12,520 SH   SOLE   12,520 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 35,722 1,800,500 SH   SOLE   1,800,500 0 0
BURLINGTON STORES INC COM 122017106 5,394 40,510 SH   SOLE   40,510 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 339 9,210 SH   SOLE   9,210 0 0
CALLAWAY GOLF CO COM 131193104 4,154 253,900 SH   SOLE   253,900 0 0
CAMPBELL SOUP CO COM 134429109 2,832 65,400 SH   SOLE   65,400 0 0
CANADIAN NAT RES LTD COM 136385101 5,366 170,500 SH   SOLE   170,500 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,300 24,000 SH   SOLE   24,000 0 0
CAPSTAR FINL HLDGS INC COM 14070T102 3,860 205,000 SH   SOLE   205,000 0 0
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 3,681 172,400 SH   SOLE   172,400 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 5,332 81,300 SH   SOLE   81,300 0 0
CATERPILLAR INC DEL COM 149123101 260 1,762 SH   SOLE   1,762 0 0
CBIZ INC COM 124805102 4,033 221,000 SH   SOLE   221,000 0 0
CBS CORP NEW CL B 124857202 2,929 57,000 SH   SOLE   57,000 0 0
CENTENE CORP DEL COM 15135B101 7,374 69,000 SH   SOLE   69,000 0 0
CENTERPOINT ENERGY INC COM 15189T107 21,126 771,028 SH   SOLE   771,028 0 0
CHENIERE ENERGY INC COM NEW 16411R208 52,323 978,917 SH   SOLE   978,917 0 0
CHESAPEAKE UTILS CORP COM 165303108 5,393 76,658 SH   SOLE   76,658 0 0
CHEVRON CORP NEW COM 166764100 10,971 96,205 SH   SOLE   96,205 0 0
CHILDRENS PLACE INC/THE COM 168905107 3,706 27,400 SH   SOLE   27,400 0 0
CISCO SYS INC COM 17275R102 13,217 308,171 SH   SOLE   308,171 0 0
CITIGROUP INC COM NEW 172967424 2,261 33,500 SH   SOLE   33,500 0 0
CITIZENS FINL GROUP INC COM 174610105 2,099 50,000 SH   SOLE   50,000 0 0
CLIFTON BANCORP INC COM 186873105 2,269 145,000 SH   SOLE   145,000 0 0
CMS ENERGY CORP COM 125896100 24,411 538,998 SH   SOLE   538,998 0 0
CNH INDL N V SHS N20944109 3,486 281,100 SH   SOLE   281,100 0 0
COCA COLA CO COM 191216100 10,655 245,343 SH   SOLE   245,343 0 0
COMFORT SYS USA INC COM 199908104 1,404 34,030 SH   SOLE   34,030 0 0
COMTECH TELECOMMUNICATIONS CP COM NEW COM NEW 205826209 5,069 169,600 SH   SOLE   169,600 0 0
CONAGRA BRANDS INC COM 205887102 3,131 84,900 SH   SOLE   84,900 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 8,496 295,000 SH   SOLE   295,000 0 0
CONNS INC COM 208242107 4,342 127,700 SH   SOLE   127,700 0 0
CONSOLIDATED EDISON INC COM 209115104 27,274 349,936 SH   SOLE   349,936 0 0
CONSTELLIUM NV CL A N22035104 3,527 325,100 SH   SOLE   325,100 0 0
CORNING NAT GAS HLDG CORP COM 219387107 308 17,499 SH   SOLE   17,499 0 0
COSTAR GROUP INC COM 22160N109 1,327 3,660 SH   SOLE   3,660 0 0
COUPA SOFTWARE INC COM 22266L106 1,282 28,110 SH   SOLE   28,110 0 0
CROCS INC COM 227046109 4,792 294,900 SH   SOLE   294,900 0 0
CSX CORP COM 126408103 3,175 57,000 SH   SOLE   57,000 0 0
CVR ENERGY INC COM 12662P108 34,176 1,130,900 SH   SOLE   1,130,900 0 0
CVS HEALTH CORP COM 126650100 7,303 117,400 SH   SOLE   117,400 0 0
DANA INC COM 235825205 26,054 1,011,400 SH   SOLE   1,011,400 0 0
DARDEN RESTAURANTS INC COM 237194105 2,745 32,200 SH   SOLE   32,200 0 0
DEERE & CO COM 244199105 2,951 19,000 SH   SOLE   19,000 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,190 58,200 SH   SOLE   58,200 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,102 8,710 SH   SOLE   8,710 0 0
DIME CMNTY BANCSHARES COM 253922108 4,600 250,000 SH   SOLE   250,000 0 0
DISNEY WALT CO COM DISNEY 254687106 2,943 29,300 SH   SOLE   29,300 0 0
DOLLAR TREE INC COM 256746108 3,559 37,500 SH   SOLE   37,500 0 0
DOMINION ENERGY INC COM 25746U109 50,761 752,796 SH   SOLE   752,796 0 0
DTE ENERGY CO COM 233331107 26,581 254,604 SH   SOLE   254,604 0 0
DUKE ENERGY CORP NEW COM 26441C204 27,873 359,787 SH   SOLE   359,787 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,419 25,610 SH   SOLE   25,610 0 0
EAGLE BANCORP INC MD COM 268948106 6,584 110,000 SH   SOLE   110,000 0 0
EAGLE MATERIALS INC COM 26969P108 1,007 9,770 SH   SOLE   9,770 0 0
EAST WEST BANCORP INC COM 27579R104 1,146 18,330 SH   SOLE   18,330 0 0
EASTMAN CHEM CO COM 277432100 3,284 31,100 SH   SOLE   31,100 0 0
EMERSON ELEC CO COM 291011104 5,505 80,600 SH   SOLE   80,600 0 0
ENBRIDGE INC COM 29250N105 53,460 1,698,765 SH   SOLE   1,698,765 0 0
ENCORE CAP GROUP INC COM 292554102 29,583 654,500 SH   SOLE   654,500 0 0
ENOVA INTL INC COM 29357K103 3,914 177,500 SH   SOLE   177,500 0 0
ENTERGY CORP NEW COM 29364G103 753 9,560 SH   SOLE   9,560 0 0
EQT CORP COM 26884L109 13,492 283,982 SH   SOLE   283,982 0 0
EQUINIX INC COM PAR $0.001 29444U700 1,359 3,250 SH   SOLE   3,250 0 0
EURONET WORLDWIDE INC COM 298736109 761 9,640 SH   SOLE   9,640 0 0
EVERCORE INC CLASS A 29977A105 1,914 21,950 SH   SOLE   21,950 0 0
EVERSOURCE ENERGY COM 30040W108 12,672 215,075 SH   SOLE   215,075 0 0
EXELON CORP COM 30161N101 12,313 315,631 SH   SOLE   315,631 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,874 41,600 SH   SOLE   41,600 0 0
EXXON MOBIL CORP COM 30231G102 10,242 137,277 SH   SOLE   137,277 0 0
EZCORP INC CL A NON VTG 302301106 3,967 300,500 SH   SOLE   300,500 0 0
FCB FINL HLDGS INC CL A 30255G103 7,665 150,000 SH   SOLE   150,000 0 0
FEDEX CORP COM 31428X106 3,025 12,600 SH   SOLE   12,600 0 0
FIAT CHRYSLER AUTOMOBILES N V SHS SHS N31738102 3,700 180,300 SH   SOLE   180,300 0 0
FIFTH THIRD BANCORP COM 316773100 1,365 43,000 SH   SOLE   43,000 0 0
FIRST AMERN FINL CORP COM 31847R102 4,072 69,400 SH   SOLE   69,400 0 0
FIRST BANCORP P R COM NEW 318672706 3,522 585,000 SH   SOLE   585,000 0 0
FIRST CONN BANCORP INC MD COM 319850103 4,736 185,000 SH   SOLE   185,000 0 0
FIRST REP BK SAN FRANCISCO CAL COM COM 33616C100 1,194 12,890 SH   SOLE   12,890 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 956 4,720 SH   SOLE   4,720 0 0
FLUSHING FINL CORP COM 343873105 4,583 170,000 SH   SOLE   170,000 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,880 530,645 SH   SOLE   530,645 0 0
FORTINET INC COM 34959E109 1,518 28,325 SH   SOLE   28,325 0 0
FORTIS INC COM 349553107 14,547 430,776 SH   SOLE   430,776 0 0
FREEPORT-MCMORAN INC CL B 35671D857 3,029 172,400 SH   SOLE   172,400 0 0
GAP INC DEL COM 364760108 3,008 96,400 SH   SOLE   96,400 0 0
GARTNER INC COM 366651107 606 5,150 SH   SOLE   5,150 0 0
GENERAL ELECTRIC CO COM 369604103 8,460 627,576 SH   SOLE   627,576 0 0
GENERAL MLS INC COM 370334104 6,971 154,700 SH   SOLE   154,700 0 0
GENERAL MTRS CO COM 37045V100 7,610 209,400 SH   SOLE   209,400 0 0
GILEAD SCIENCES INC COM 375558103 5,240 69,500 SH   SOLE   69,500 0 0
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 6,064 155,200 SH   SOLE   155,200 0 0
GLOBAL PMTS INC COM 37940X102 2,409 21,600 SH   SOLE   21,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,267 9,000 SH   SOLE   9,000 0 0
GRANITE CONSTR INC COM 387328107 278 4,970 SH   SOLE   4,970 0 0
GREEN BANCORP INC COM 39260X100 5,006 225,000 SH   SOLE   225,000 0 0
GUARANTY BANCSHARES INC TEX COM 400764106 1,166 35,000 SH   SOLE   35,000 0 0
HARBORONE BANCORP INC COM 41165F101 4,680 265,000 SH   SOLE   265,000 0 0
HCA HEALTHCARE INC COM 40412C101 2,988 30,800 SH   SOLE   30,800 0 0
HINGHAM INSTN SVGS MASS COM 433323102 9,888 48,000 SH   SOLE   48,000 0 0
HOLLYFRONTIER CORP COM 436106108 36,420 745,400 SH   SOLE   745,400 0 0
HOPE BANCORP INC COM 43940T109 2,547 140,000 SH   SOLE   140,000 0 0
HP INC COM 40434L105 8,724 398,000 SH   SOLE   398,000 0 0
HSBC HLDGS PLC SPON ADR NEW 404280406 5,148 108,000 SH   SOLE   108,000 0 0
HUBSPOT INC COM 443573100 1,065 9,830 SH   SOLE   9,830 0 0
HUDSON PAC PPTYS INC COM 444097109 822 25,270 SH   SOLE   25,270 0 0
HUNTSMAN CORP COM 447011107 32,699 1,117,900 SH   SOLE   1,117,900 0 0
IBERIABANK CORP COM 450828108 5,850 75,000 SH   SOLE   75,000 0 0
INDEPENDENT BANK CORP MASS COM 453836108 3,935 55,000 SH   SOLE   55,000 0 0
INSPERITY INC COM 45778Q107 4,229 60,800 SH   SOLE   60,800 0 0
INSULET CORP COM 45784P101 937 10,810 SH   SOLE   10,810 0 0
INTEL CORP COM 458140100 13,153 252,550 SH   SOLE   252,550 0 0
INTERNATIONAL BUSINESS MACHS COM COM 459200101 14,308 93,253 SH   SOLE   93,253 0 0
IONIS PHARMACEUTICALS INC COM 462222100 337 7,650 SH   SOLE   7,650 0 0
JETBLUE AIRWAYS CORP COM 477143101 900 44,300 SH   SOLE   44,300 0 0
JOHNSON & JOHNSON COM 478160104 5,395 42,100 SH   SOLE   42,100 0 0
JOHNSON CTLS INTL PLC SHS G51502105 5,244 148,800 SH   SOLE   148,800 0 0
JPMORGAN CHASE & CO. COM 46625H100 2,419 22,000 SH   SOLE   22,000 0 0
K2M GROUP HLDGS INC COM 48273J107 584 30,810 SH   SOLE   30,810 0 0
KB HOME COM 48666K109 35,358 1,242,800 SH   SOLE   1,242,800 0 0
KEARNY FINL CORP MD COM 48716P108 3,705 285,000 SH   SOLE   285,000 0 0
KEMPER CORP DEL COM 488401100 27,708 486,100 SH   SOLE   486,100 0 0
KEYCORP NEW COM 493267108 626 32,000 SH   SOLE   32,000 0 0
KIMBERLY CLARK CORP COM 494368103 2,929 26,600 SH   SOLE   26,600 0 0
KINDER MORGAN INC DEL COM 49456B101 48,931 3,249,101 SH   SOLE   3,249,101 0 0
KOHLS CORP COM 500255104 7,344 112,100 SH   SOLE   112,100 0 0
KORN FERRY INTL COM NEW 500643200 39,286 761,500 SH   SOLE   761,500 0 0
KRAFT HEINZ CO COM 500754106 4,628 74,300 SH   SOLE   74,300 0 0
KROGER CO COM 501044101 2,667 111,400 SH   SOLE   111,400 0 0
L BRANDS INC COM 501797104 2,377 62,200 SH   SOLE   62,200 0 0
LAM RESEARCH CORP COM 512807108 4,687 23,070 SH   SOLE   23,070 0 0
LAS VEGAS SANDS CORP COM 517834107 5,400 75,100 SH   SOLE   75,100 0 0
LEAR CORP COM NEW 521865204 3,852 20,700 SH   SOLE   20,700 0 0
LENNOX INTL INC COM 526107107 1,018 4,980 SH   SOLE   4,980 0 0
LGI HOMES INC COM 50187T106 35,412 501,800 SH   SOLE   501,800 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 3,544 140,800 SH   SOLE   140,800 0 0
LILLY ELI & CO COM 532457108 5,532 71,500 SH   SOLE   71,500 0 0
LIVE NATION ENTERTAINMENT INC COM COM 538034109 4,481 106,330 SH   SOLE   106,330 0 0
LPL FINL HLDGS INC COM 50212V100 3,829 62,700 SH   SOLE   62,700 0 0
LUMENTUM HLDGS INC COM 55024U109 848 13,290 SH   SOLE   13,290 0 0
MANITOWOC CO INC COM 563571405 22,267 782,400 SH   SOLE   782,400 0 0
MANTECH INTL CORP CL A 564563104 4,105 74,000 SH   SOLE   74,000 0 0
MANULIFE FINL CORP COM 56501R106 5,095 274,200 SH   SOLE   274,200 0 0
MARATHON PETE CORP COM 56585A102 10,521 143,900 SH   SOLE   143,900 0 0
MARVELL TECHNOLOGY GROUP LTD ORD ORD G5876H105 1,254 59,700 SH   SOLE   59,700 0 0
MASTEC INC COM 576323109 3,684 78,300 SH   SOLE   78,300 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,525 14,413 SH   SOLE   14,413 0 0
MATADOR RES CO COM 576485205 1,084 36,240 SH   SOLE   36,240 0 0
MDU RES GROUP INC COM 552690109 15,664 556,267 SH   SOLE   556,267 0 0
MERCK & CO INC COM 58933Y105 8,429 154,750 SH   SOLE   154,750 0 0
MERCURY SYS INC COM 589378108 1,662 34,390 SH   SOLE   34,390 0 0
MERIDIAN BANCORP INC MD COM 58958U103 8,564 425,000 SH   SOLE   425,000 0 0
MERITOR INC COM 59001K100 25,022 1,217,000 SH   SOLE   1,217,000 0 0
META FINL GROUP INC COM 59100U108 764 7,000 SH   SOLE   7,000 0 0
MGE ENERGY INC COM 55277P104 2,313 41,229 SH   SOLE   41,229 0 0
MICRON TECHNOLOGY INC COM 595112103 3,744 71,800 SH   SOLE   71,800 0 0
MIDDLEBY CORP COM 596278101 1,053 8,510 SH   SOLE   8,510 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 4,261 135,000 SH   SOLE   135,000 0 0
MOHAWK INDS INC COM 608190104 1,240 5,340 SH   SOLE   5,340 0 0
MONMOUTH REAL ESTATE INVT CORP CL A CL A 609720107 904 60,100 SH   SOLE   60,100 0 0
MOODYS CORP COM 615369105 2,420 15,000 SH   SOLE   15,000 0 0
MORGAN STANLEY COM 617446448 2,374 44,000 SH   SOLE   44,000 0 0
NATIONAL FUEL GAS CO N J COM 636180101 18,467 358,924 SH   SOLE   358,924 0 0
NATIONAL GRID PLC SPON ADR NEW 636274409 54,531 966,344 SH   SOLE   966,344 0 0
NATIONAL STORAGE AFFILIATES TR COM SHS BEN IN COM SHS BEN IN 637870106 907 36,150 SH   SOLE   36,150 0 0
NATUS MEDICAL INC DEL COM 639050103 935 27,780 SH   SOLE   27,780 0 0
NEW JERSEY RES COM 646025106 15,143 377,634 SH   SOLE   377,634 0 0
NEWFIELD EXPL CO COM 651290108 767 31,390 SH   SOLE   31,390 0 0
NISOURCE INC COM 65473P105 30,552 1,277,781 SH   SOLE   1,277,781 0 0
NOMAD FOODS LTD USD ORD SHS G6564A105 3,702 235,200 SH   SOLE   235,200 0 0
NORTHWEST NAT GAS CO COM 667655104 10,884 188,803 SH   SOLE   188,803 0 0
NORTHWESTERN CORP COM NEW 668074305 3,249 60,398 SH   SOLE   60,398 0 0
NORWEGIAN CRUISE LINE HLDGS LT SHS SHS G66721104 1,162 21,940 SH   SOLE   21,940 0 0
NRG ENERGY INC COM 629377508 34,371 1,125,800 SH   SOLE   1,125,800 0 0
NUCOR CORP COM 670346105 2,920 47,800 SH   SOLE   47,800 0 0
NUVASIVE INC COM 670704105 836 16,020 SH   SOLE   16,020 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 5,045 77,660 SH   SOLE   77,660 0 0
OCEANFIRST FINL CORP COM 675234108 9,095 340,000 SH   SOLE   340,000 0 0
OLLIES BARGAIN OUTLT HLDGS INC COM COM 681116109 717 11,890 SH   SOLE   11,890 0 0
OMNICOM GROUP INC COM 681919106 2,798 38,500 SH   SOLE   38,500 0 0
ON ASSIGNMENT INC COM 682159108 46,233 564,640 SH   SOLE   564,640 0 0
ON SEMICONDUCTOR CORP COM 682189105 980 40,050 SH   SOLE   40,050 0 0
ONE GAS INC COM 68235P108 21,831 330,675 SH   SOLE   330,675 0 0
OPUS BK IRVINE CALIF COM 684000102 8,400 300,000 SH   SOLE   300,000 0 0
OSHKOSH CORP COM 688239201 1,477 19,110 SH   SOLE   19,110 0 0
OSI SYSTEMS INC COM 671044105 771 11,810 SH   SOLE   11,810 0 0
PACCAR INC COM 693718108 2,938 44,400 SH   SOLE   44,400 0 0
PACWEST BANCORP DEL COM 695263103 4,458 90,000 SH   SOLE   90,000 0 0
PALO ALTO NETWORKS INC COM 697435105 1,072 5,906 SH   SOLE   5,906 0 0
PARATEK PHARMACEUTICALS INC COM 699374302 331 25,490 SH   SOLE   25,490 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,338 12,461 SH   SOLE   12,461 0 0
PAYPAL HLDGS INC COM 70450Y103 2,428 32,000 SH   SOLE   32,000 0 0
PENN NATL GAMING INC COM 707569109 34,605 1,317,800 SH   SOLE   1,317,800 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 3,667 161,900 SH   SOLE   161,900 0 0
PEPSICO INC COM 713448108 5,283 48,400 SH   SOLE   48,400 0 0
PERRIGO CO PLC SHS G97822103 640 7,680 SH   SOLE   7,680 0 0
PFIZER INC COM 717081103 11,383 320,752 SH   SOLE   320,752 0 0
PG&E CORP COM 69331C108 35,577 809,849 SH   SOLE   809,849 0 0
PHILIP MORRIS INTL INC COM 718172109 5,397 54,300 SH   SOLE   54,300 0 0
PHILLIPS 66 COM 718546104 5,448 56,800 SH   SOLE   56,800 0 0
PHYSICIANS RLTY TR COM 71943U104 731 46,950 SH   SOLE   46,950 0 0
PINNACLE ENTMT INC NEW COM 72348Y105 35,408 1,174,400 SH   SOLE   1,174,400 0 0
PINNACLE FINL PARTNERS INC COM 72346Q104 966 15,050 SH   SOLE   15,050 0 0
PINNACLE FOODS INC DEL COM 72348P104 1,324 24,480 SH   SOLE   24,480 0 0
PLAINS GP HLDGS L P LTP PARTNR INT A 72651A207 12,164 559,255 SH   SOLE   559,255 0 0
PNC FINL SVCS GROUP INC COM 693475105 2,306 15,250 SH   SOLE   15,250 0 0
PPL CORP COM 69351T106 11,752 415,419 SH   SOLE   415,419 0 0
PRA HEALTH SCIENCES INC COM 69354M108 657 7,920 SH   SOLE   7,920 0 0
PROCTER AND GAMBLE CO COM 742718109 10,287 129,750 SH   SOLE   129,750 0 0
PROGRESSIVE CORP OHIO COM 743315103 5,670 93,060 SH   SOLE   93,060 0 0
PROOFPOINT INC COM 743424103 908 7,988 SH   SOLE   7,988 0 0
PROVIDENCE SVC CORP COM 743815102 4,307 62,300 SH   SOLE   62,300 0 0
PROVIDENT FINL SVCS INC COM 74386T105 2,943 115,000 SH   SOLE   115,000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 26,602 529,490 SH   SOLE   529,490 0 0
PULTE GROUP INC COM 745867101 30,097 1,020,600 SH   SOLE   1,020,600 0 0
Q2 HLDGS INC COM 74736L109 228 5,000 SH   SOLE   5,000 0 0
QUANTA SVCS INC COM 74762E102 1,173 34,160 SH   SOLE   34,160 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,372 15,340 SH   SOLE   15,340 0 0
REGIS CORP MINN COM 758932107 3,651 241,300 SH   SOLE   241,300 0 0
RETAIL OPPORTUNITY INVTS CORP COM COM 76131N101 753 42,640 SH   SOLE   42,640 0 0
RGC RES INC COM 74955L103 1,233 48,549 SH   SOLE   48,549 0 0
RINGCENTRAL INC CL A 76680R206 2,199 34,630 SH   SOLE   34,630 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 5,248 67,900 SH   SOLE   67,900 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 5,301 80,900 SH   SOLE   80,900 0 0
RUSH ENTERPRISES INC CL A 781846209 26,888 632,800 SH   SOLE   632,800 0 0
SAIA INC COM 78709Y105 4,088 54,400 SH   SOLE   54,400 0 0
SANDERSON FARMS INC COM 800013104 24,625 206,900 SH   SOLE   206,900 0 0
SCANA CORP NEW COM 80589M102 5,181 137,966 SH   SOLE   137,966 0 0
SCHLUMBERGER LTD COM 806857108 5,124 79,100 SH   SOLE   79,100 0 0
SCHNITZER STL INDS CL A 806882106 3,662 113,200 SH   SOLE   113,200 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,324 44,500 SH   SOLE   44,500 0 0
SCIENTIFIC GAMES CORP COM 80874P109 27,198 653,800 SH   SOLE   653,800 0 0
SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N206 70 10,594 SH   SOLE   10,594 0 0
SEMPRA ENERGY COM 816851109 51,421 462,340 SH   SOLE   462,340 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 847 5,970 SH   SOLE   5,970 0 0
SITEONE LANDSCAPE SUPPLY INC COM COM 82982L103 38,921 505,200 SH   SOLE   505,200 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,003 10,000 SH   SOLE   10,000 0 0
SLEEP NUMBER CORP COM 83125X103 3,863 109,900 SH   SOLE   109,900 0 0
SMITH A O COM 831865209 1,970 30,980 SH   SOLE   30,980 0 0
SOUTH JERSEY INDS INC COM 838518108 10,100 358,671 SH   SOLE   358,671 0 0
SOUTHERN CO COM 842587107 34,844 780,200 SH   SOLE   780,200 0 0
SOUTHWEST AIRLS CO COM 844741108 3,053 53,300 SH   SOLE   53,300 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 18,349 271,317 SH   SOLE   271,317 0 0
SPIRE INC COM 84857L101 19,050 263,491 SH   SOLE   263,491 0 0
SPROUTS FMRS MKT INC COM 85208M102 3,563 151,800 SH   SOLE   151,800 0 0
SPX FLOW INC COM 78469X107 4,117 83,700 SH   SOLE   83,700 0 0
SQUARE INC CL A 852234103 246 5,000 SH   SOLE   5,000 0 0
STARBUCKS CORP COM 855244109 3,165 54,670 SH   SOLE   54,670 0 0
STATOIL ASA SPONSORED ADR 85771P102 5,872 248,300 SH   SOLE   248,300 0 0
STEEL DYNAMICS INC COM 858119100 2,994 67,700 SH   SOLE   67,700 0 0
STERLING BANCORP DEL COM 85917A100 4,510 200,000 SH   SOLE   200,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 5,547 160,600 SH   SOLE   160,600 0 0
SUNTRUST BKS INC COM 867914103 2,177 32,000 SH   SOLE   32,000 0 0
TARGET CORP COM 87612E106 8,297 119,500 SH   SOLE   119,500 0 0
TELEFLEX INC COM 879369106 2,014 7,900 SH   SOLE   7,900 0 0
TELLURIAN INC NEW COM 87968A104 5,679 787,690 SH   SOLE   787,690 0 0
TETRA TECH INC NEW COM 88162G103 1,477 30,180 SH   SOLE   30,180 0 0
THOMSON REUTERS CORP COM 884903105 5,195 134,400 SH   SOLE   134,400 0 0
THOR INDS INC COM 885160101 30,340 263,440 SH   SOLE   263,440 0 0
TITAN MACHY INC COM 88830R101 4,681 198,700 SH   SOLE   198,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 5,441 95,700 SH   SOLE   95,700 0 0
TOTAL S A SPONSORED ADR 89151E109 5,786 100,300 SH   SOLE   100,300 0 0
TOTAL SYS SVCS INC COM 891906109 3,791 43,950 SH   SOLE   43,950 0 0
TRANSCANADA CORP COM 89353D107 51,549 1,247,853 SH   SOLE   1,247,853 0 0
TRINET GROUP INC COM 896288107 35,666 770,000 SH   SOLE   770,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 848 4,020 SH   SOLE   4,020 0 0
TYSON FOODS INC CL A 902494103 2,972 40,600 SH   SOLE   40,600 0 0
UGI CORP NEW COM 902681105 12,826 288,752 SH   SOLE   288,752 0 0
ULTA BEAUTY INC COM 90384S303 611 2,990 SH   SOLE   2,990 0 0
UNILEVER PLC SPON ADR NEW 904767704 5,728 103,100 SH   SOLE   103,100 0 0
UNION BANKSHARES CORP NEW COM 90539J109 5,139 140,000 SH   SOLE   140,000 0 0
UNION PAC CORP COM 907818108 3,172 23,598 SH   SOLE   23,598 0 0
UNITED CONTL HLDGS INC COM 910047109 3,279 47,200 SH   SOLE   47,200 0 0
UNITED FINL BANCORP INC NEW COM 910304104 3,969 245,000 SH   SOLE   245,000 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,783 45,700 SH   SOLE   45,700 0 0
UNITEDHEALTH GROUP INC COM 91324P102 3,766 17,600 SH   SOLE   17,600 0 0
UNITIL CORP COM 913259107 2,283 49,198 SH   SOLE   49,198 0 0
US BANCORP DEL COM NEW 902973304 1,061 21,000 SH   SOLE   21,000 0 0
VECTREN CORP COM 92240G101 18,066 282,628 SH   SOLE   282,628 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 13,667 285,808 SH   SOLE   285,808 0 0
VERSO CORP CL A 92531L207 3,811 226,300 SH   SOLE   226,300 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 3,585 215,700 SH   SOLE   215,700 0 0
VISA INC COM CL A 92826C839 2,512 21,000 SH   SOLE   21,000 0 0
VISTEON CORP COM NEW 92839U206 27,571 250,100 SH   SOLE   250,100 0 0
VULCAN MATLS CO COM 929160109 962 8,430 SH   SOLE   8,430 0 0
WALGREENS BOOTS ALLIANCE INC COM COM 931427108 2,894 44,200 SH   SOLE   44,200 0 0
WALMART INC COM 931142103 2,705 30,400 SH   SOLE   30,400 0 0
WASHINGTON FED INC COM 938824109 6,401 185,000 SH   SOLE   185,000 0 0
WASTE MGMT INC DEL COM 94106L109 3,163 37,600 SH   SOLE   37,600 0 0
WEC ENERGY GROUP INC COM 92939U106 35,597 567,740 SH   SOLE   567,740 0 0
WELLS FARGO CO NEW COM 949746101 786 15,000 SH   SOLE   15,000 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,533 43,590 SH   SOLE   43,590 0 0
WGL HLDGS INC COM 92924F106 20,481 244,842 SH   SOLE   244,842 0 0
WINNEBAGO INDS INC COM 974637100 24,711 657,200 SH   SOLE   657,200 0 0
WINTRUST FINL CORP COM 97650W108 3,786 44,000 SH   SOLE   44,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 2,975 26,000 SH   SOLE   26,000 0 0
XCEL ENERGY INC COM 98389B100 16,436 361,399 SH   SOLE   361,399 0 0
XPO LOGISTICS INC COM 983793100 47,963 471,100 SH   SOLE   471,100 0 0
ZILLOW GROUP INC CL A 98954M101 2,025 37,500 SH   SOLE   37,500 0 0
ZIONS BANCORPORATION COM 989701107 2,109 40,000 SH   SOLE   40,000 0 0