0001140361-17-030992.txt : 20170810
0001140361-17-030992.hdr.sgml : 20170810
20170810111332
ACCESSION NUMBER: 0001140361-17-030992
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170810
DATE AS OF CHANGE: 20170810
EFFECTIVENESS DATE: 20170810
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: HENNESSY ADVISORS INC
CENTRAL INDEX KEY: 0001145255
STANDARD INDUSTRIAL CLASSIFICATION: INVESTMENT ADVICE [6282]
IRS NUMBER: 680176227
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-06715
FILM NUMBER: 171020292
BUSINESS ADDRESS:
STREET 1: 7250 REDWOOD BLVD.
STREET 2: SUITE 200
CITY: NOVATO
STATE: CA
ZIP: 94945
BUSINESS PHONE: 415-899-1555
MAIL ADDRESS:
STREET 1: 7250 REDWOOD BLVD.
STREET 2: SUITE 200
CITY: NOVATO
STATE: CA
ZIP: 94945
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001145255
XXXXXXXX
06-30-2017
06-30-2017
HENNESSY ADVISORS INC
7250 REDWOOD BLVD.
SUITE 200
NOVATO
CA
94945
13F HOLDINGS REPORT
028-06715
N
Teresa M. Nilsen
Executive Vice President and Chief Financial Officer
415-899-1555
/s/ Teresa M. Nilsen
Novato
CA
07-27-2017
0
286
3252665
false
INFORMATION TABLE
2
form13fInfoTable.xml
ABBVIE INC
COM
00287Y109
8426
116200
SH
SOLE
116200
0
0
ACCO BRANDS CORP
COM
00081T108
3498
300300
SH
SOLE
300300
0
0
ADTALEM GLOBAL ED INC
COM
00737L103
4531
119400
SH
SOLE
119400
0
0
ADVANCED SEMICONDUCTOR ENGR
SPONSORED ADR
00756M404
64
10133
SH
SOLE
10133
0
0
AIR PRODS & CHEMS INC
COM
009158106
2003
14000
SH
SOLE
14000
0
0
AK STL HLDG CORP
COM
001547108
2905
442200
SH
SOLE
442200
0
0
ALASKA AIR GROUP INC
COM
011659109
1795
20000
SH
SOLE
20000
0
0
ALGONQUIN PWR UTILS CORP
COM
015857105
5736
544200
SH
SOLE
544200
0
0
ALLIANT ENERGY CORP
COM
018802108
5704
142008
SH
SOLE
142008
0
0
ALTRIA GROUP INC
COM
02209S103
5213
70000
SH
SOLE
70000
0
0
AMEREN CORP
COM
023608102
9717
177740
SH
SOLE
177740
0
0
AMERICAN AIRLS GROUP INC
COM
02376R102
2174
43200
SH
SOLE
43200
0
0
AMERIPRISE FINL INC
COM
03076C106
2037
16000
SH
SOLE
16000
0
0
AMERISOURCEBERGEN CORP
COM
03073E105
2023
21400
SH
SOLE
21400
0
0
APPLE INC
COM
037833100
2124
14750
SH
SOLE
14750
0
0
ARAMARK
COM
03852U106
33149
808900
SH
SOLE
808900
0
0
ARCOS DORADOS HOLDINGS INC
SHS CLASS - A -
G0457F107
4580
614800
SH
SOLE
614800
0
0
ASSURED GUARANTY LTD
COM
G0585R106
1252
30000
SH
SOLE
30000
0
0
ASTORIA FINL CORP
COM
046265104
5541
275000
SH
SOLE
275000
0
0
ASTRAZENECA PLC
SPONSORED ADR
046353108
6054
177600
SH
SOLE
177600
0
0
AT&T INC
COM
00206R102
4643
123060
SH
SOLE
123060
0
0
ATMOS ENERGY CORP
COM
049560105
71012
856086
SH
SOLE
856086
0
0
AU OPTRONICS CORP
SPONSORED ADR
002255107
75
16428
SH
SOLE
16428
0
0
AUTOZONE INC
COM
053332102
1483
2600
SH
SOLE
2600
0
0
AVANGRID INC
COM
05351W103
4711
106700
SH
SOLE
106700
0
0
AVISTA CORP
COM
05379B107
4185
98572
SH
SOLE
98572
0
0
BANK AMER CORP
COM
060505104
1528
63000
SH
SOLE
63000
0
0
BANK MONTREAL QUE
COM
063671101
5009
68200
SH
SOLE
68200
0
0
BANK N S HALIFAX
COM
064149107
5111
85000
SH
SOLE
85000
0
0
BANKUNITED INC
COM
06652K103
1348
40000
SH
SOLE
40000
0
0
BANNER CORP
COM NEW
06652V208
7911
140000
SH
SOLE
140000
0
0
BCE INC
COM NEW
05534B760
5288
117400
SH
SOLE
117400
0
0
BENEFICIAL BANCORP INC
COM
08171T102
3450
230000
SH
SOLE
230000
0
0
BERKSHIRE HATHAWAY INC - CL A
CL A
084670108
7896
31
SH
SOLE
31
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
1524
9000
SH
SOLE
9000
0
0
BERRY GLOBAL GROUP INC
COM
08579W103
39240
688300
SH
SOLE
688300
0
0
BEST BUY INC
COM
086516101
2545
44400
SH
SOLE
44400
0
0
BIOGEN INC
COM
09062X103
1954
7200
SH
SOLE
7200
0
0
BLACK HILLS CORP
COM
092113109
5489
81359
SH
SOLE
81359
0
0
BOEING CO
COM
097023105
11025
55750
SH
SOLE
55750
0
0
BP PLC
COM
055622104
5392
155600
SH
SOLE
155600
0
0
BRINKER INTL INC
COM
109641100
23302
611600
SH
SOLE
611600
0
0
BRINKS CO
COM
109696104
51011
761365
SH
SOLE
761365
0
0
BROOKLINE BANCORP INC DEL
COM
11373M107
8979
615000
SH
SOLE
615000
0
0
CABOT CORP
COM
127055101
30861
577589
SH
SOLE
577589
0
0
CACI INTL INC
COM
127190304
38487
307769
SH
SOLE
307769
0
0
CAPITAL ONE FINL CORP
COM
14040H105
496
6000
SH
SOLE
6000
0
0
CAPSTAR FINL HLDGS INC
COM
14070T102
6280
353984
SH
SOLE
353984
0
0
CARDINAL HEALTH INC
COM
14149Y108
1948
25000
SH
SOLE
25000
0
0
CATERPILLAR INC DEL
COM
149123101
12680
118000
SH
SOLE
118000
0
0
CBS CORP NEW
CL B
124857202
1958
30700
SH
SOLE
30700
0
0
CDW CORP
COM
12514G108
41993
671572
SH
SOLE
671572
0
0
CENTERPOINT ENERGY INC
COM
15189T107
25628
936028
SH
SOLE
936028
0
0
CENTRAL GARDEN & PET CO
COM
153527106
3669
115400
SH
SOLE
115400
0
0
CENTURYLINK INC
COM
156700106
5065
212100
SH
SOLE
212100
0
0
CHEESECAKE FACTORY INC
COM
163072101
28480
566200
SH
SOLE
566200
0
0
CHEMOURS CO
COM
163851108
4569
120500
SH
SOLE
120500
0
0
CHENIERE ENERGY INC
COM NEW
16411R208
73183
1502417
SH
SOLE
1502417
0
0
CHESAPEAKE UTILS CORP
COM
165303108
7619
101658
SH
SOLE
101658
0
0
CHEVRON CORP NEW
COM
166764100
10743
102975
SH
SOLE
102975
0
0
CHINA MOBILE LIMITED
SPONSORED ADR
16941M109
4927
92800
SH
SOLE
92800
0
0
CISCO SYS INC
COM
17275R102
10840
346310
SH
SOLE
346310
0
0
CITIGROUP INC
COM NEW
172967424
1505
22500
SH
SOLE
22500
0
0
CITIZENS FINL GROUP INC
COM
174610105
714
20000
SH
SOLE
20000
0
0
CLIFTON BANCORP INC
COM
186873105
3802
230000
SH
SOLE
230000
0
0
CMS ENERGY CORP
COM
125896100
32167
695498
SH
SOLE
695498
0
0
COACH INC
COM
189754104
2462
52000
SH
SOLE
52000
0
0
COCA COLA CO
COM
191216100
10975
244700
SH
SOLE
244700
0
0
COLUMBUS MCKINNON CORP N Y
COM
199333105
3658
143900
SH
SOLE
143900
0
0
COMERICA INC
COM
200340107
366
5000
SH
SOLE
5000
0
0
CONNECTONE BANCORP INC NEW
COM
20786W107
5525
245000
SH
SOLE
245000
0
0
CONSOLIDATED EDISON INC
COM
209115104
33438
413736
SH
SOLE
413736
0
0
CORNING NAT GAS HLDG CORP
COM
219387107
479
24382
SH
SOLE
24382
0
0
COSAN LTD
SHS A
G25343107
2771
432300
SH
SOLE
432300
0
0
CRANE CO
COM
224399105
35149
442800
SH
SOLE
442800
0
0
CUMMINS INC
COM
231021106
2174
13400
SH
SOLE
13400
0
0
DARDEN RESTAURANTS INC
COM
237194105
2397
26500
SH
SOLE
26500
0
0
DEERE & CO
COM
244199105
2225
18000
SH
SOLE
18000
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
2176
40500
SH
SOLE
40500
0
0
DELTA NAT GAS INC
COM
247748106
1766
57954
SH
SOLE
57954
0
0
DIME CMNTY BANCSHARES
COM
253922108
5390
275000
SH
SOLE
275000
0
0
DISNEY WALT CO
COM DISNEY
254687106
1902
17900
SH
SOLE
17900
0
0
DOLLAR GEN CORP NEW
COM
256677105
1867
25900
SH
SOLE
25900
0
0
DOMINION ENERGY INC
COM
25746U109
69978
913196
SH
SOLE
913196
0
0
DTE ENERGY CO
COM
233331107
28855
272754
SH
SOLE
272754
0
0
DUKE ENERGY CORP NEW
COM
26441C204
31445
376187
SH
SOLE
376187
0
0
DXP ENTERPRISES INC NEW
COM NEW
233377407
3540
102600
SH
SOLE
102600
0
0
EAGLE BANCORP INC MD
COM
268948106
8546
135000
SH
SOLE
135000
0
0
EAST WEST BANCORP INC
COM
27579R104
1172
20000
SH
SOLE
20000
0
0
EATON CORP PLC
SHS
G29183103
5604
72000
SH
SOLE
72000
0
0
EMCOR GROUP INC
COM
29084Q100
32566
498100
SH
SOLE
498100
0
0
EMERSON ELEC CO
COM
291011104
5139
86200
SH
SOLE
86200
0
0
ENBRIDGE INC
COM
29250N105
72883
1830765
SH
SOLE
1830765
0
0
ENERGY TRANSFER EQUITY L P
COM UT LTD PTN
29273V100
3745
208500
SH
SOLE
208500
0
0
ENTERGY CORP NEW
COM
29364G103
918
11960
SH
SOLE
11960
0
0
EQT CORP
COM
26884L109
19808
338082
SH
SOLE
338082
0
0
EVERSOURCE ENERGY
COM
30040W108
16050
264375
SH
SOLE
264375
0
0
EXELON CORP
COM
30161N101
14343
397631
SH
SOLE
397631
0
0
EXTREME NETWORKS INC
COM
30226D106
6268
679775
SH
SOLE
679775
0
0
EXXON MOBIL CORP
COM
30231G102
10827
134110
SH
SOLE
134110
0
0
FCB FINL HLDGS INC
CL A
30255G103
8595
180000
SH
SOLE
180000
0
0
FIFTH THIRD BANCORP
COM
316773100
1038
40000
SH
SOLE
40000
0
0
FIRST BANCORP P R
COM NEW
318672706
5298
915000
SH
SOLE
915000
0
0
FIRST CONN BANCORP INC MD
COM
319850103
5258
205000
SH
SOLE
205000
0
0
FIRST REP BK SAN FRANCISCO CAL COM
COM
33616C100
1301
13000
SH
SOLE
13000
0
0
FLUSHING FINL CORP
COM
343873105
7950
282000
SH
SOLE
282000
0
0
FNB CORP PA
COM
302520101
2974
210000
SH
SOLE
210000
0
0
FOOT LOCKER INC
COM
344849104
23600
478900
SH
SOLE
478900
0
0
FORD MTR CO DEL
COM PAR $0.01
345370860
4678
418045
SH
SOLE
418045
0
0
FORTIS INC
COM
349553107
36144
1028289
SH
SOLE
1028289
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
2915
242700
SH
SOLE
242700
0
0
GAP INC DEL
COM
364760108
1836
83500
SH
SOLE
83500
0
0
GAS NAT INC
COM
367204104
803
62218
SH
SOLE
62218
0
0
GENERAL ELECTRIC CO
COM
369604103
6520
241384
SH
SOLE
241384
0
0
GENERAL MLS INC
COM
370334104
4703
84900
SH
SOLE
84900
0
0
GENERAL MTRS CO
COM
37045V100
4936
141300
SH
SOLE
141300
0
0
GILEAD SCIENCES INC
COM
375558103
2060
29100
SH
SOLE
29100
0
0
GLAXOSMITHKLINE PLC
SPONSORED ADR
37733W105
5407
125400
SH
SOLE
125400
0
0
GLOBAL PMTS INC
COM
37940X102
1535
17000
SH
SOLE
17000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
1376
6200
SH
SOLE
6200
0
0
GREEN BANCORP INC
COM
39260X100
6014
310000
SH
SOLE
310000
0
0
GREIF INC
CL A
397624107
3687
66100
SH
SOLE
66100
0
0
GUARANTY BANCSHARES INC TEX
COM
400764106
1438
45000
SH
SOLE
45000
0
0
GUIDANCE SOFTWARE INC
COM
401692108
67
10094
SH
SOLE
10094
0
0
HARLEY DAVIDSON INC
COM
412822108
1853
34300
SH
SOLE
34300
0
0
HCA HEALTHCARE INC
COM
40412C101
2049
23500
SH
SOLE
23500
0
0
HEWLETT PACKARD ENTERPRISE CO COM
COM
42824C109
2728
164445
SH
SOLE
164445
0
0
HINGHAM INSTN SVGS MASS
COM
433323102
9278
51000
SH
SOLE
51000
0
0
HOPE BANCORP INC
COM
43940T109
2704
145000
SH
SOLE
145000
0
0
HP INC
COM
40434L105
7356
420800
SH
SOLE
420800
0
0
HSBC HLDGS PLC
SPON ADR NEW
404280406
5947
128200
SH
SOLE
128200
0
0
HUNT J B TRANS SVCS INC
COM
445658107
1809
19800
SH
SOLE
19800
0
0
IBERIABANK CORP
COM
450828108
8965
110000
SH
SOLE
110000
0
0
INDEPENDENT BANK CORP MASS
COM
453836108
7998
120000
SH
SOLE
120000
0
0
INSIGHT ENTERPRISES INC
COM
45765U103
3491
87300
SH
SOLE
87300
0
0
INTERNATIONAL BUSINESS MACHS COM
COM
459200101
11873
77181
SH
SOLE
77181
0
0
INTERPUBLIC GROUP COS INC
COM
460690100
2076
84400
SH
SOLE
84400
0
0
INTL PAPER CO
COM
460146103
5610
99100
SH
SOLE
99100
0
0
JA SOLAR HOLDINGS CO LTD
SPON ADR REP5ORD
466090206
64
10078
SH
SOLE
10078
0
0
JPMORGAN CHASE & CO.
COM
46625H100
1462
16000
SH
SOLE
16000
0
0
K12 INC
COM
48273U102
3788
211400
SH
SOLE
211400
0
0
KEARNY FINL CORP MD
COM
48716P108
5792
390000
SH
SOLE
390000
0
0
KEMET CORP
COM NEW
488360207
6166
481700
SH
SOLE
481700
0
0
KENNAMETAL INC
COM
489170100
39804
1063700
SH
SOLE
1063700
0
0
KINDER MORGAN INC DEL
COM
49456B101
73078
3814101
SH
SOLE
3814101
0
0
KLA-TENCOR CORP
COM
482480100
2106
23012
SH
SOLE
23012
0
0
KROGER CO
COM
501044101
1383
59300
SH
SOLE
59300
0
0
KRONOS WORLDWIDE INC
COM
50105F105
5196
285200
SH
SOLE
285200
0
0
L BRANDS INC
COM
501797104
1789
33200
SH
SOLE
33200
0
0
LAS VEGAS SANDS CORP
COM
517834107
6383
99900
SH
SOLE
99900
0
0
LEAR CORP
COM NEW
521865204
1975
13900
SH
SOLE
13900
0
0
LINCOLN NATL CORP IND
COM
534187109
3683
54500
SH
SOLE
54500
0
0
LOCKHEED MARTIN CORP
COM
539830109
2110
7600
SH
SOLE
7600
0
0
LYONDELLBASELL INDUSTRIES N V SHS - A -
SHS - A -
N53745100
4760
56400
SH
SOLE
56400
0
0
MANULIFE FINL CORP
COM
56501R106
5373
286400
SH
SOLE
286400
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
1521
12523
SH
SOLE
12523
0
0
MCDERMOTT INTL INC
COM
580037109
3449
481100
SH
SOLE
481100
0
0
MCDONALDS CORP
COM
580135101
4978
32500
SH
SOLE
32500
0
0
MCKESSON CORP
COM
58155Q103
2271
13800
SH
SOLE
13800
0
0
MDU RES GROUP INC
COM
552690109
46801
1786307
SH
SOLE
1786307
0
0
MERCK & CO INC
COM
58933Y105
551
8600
SH
SOLE
8600
0
0
MERIDIAN BANCORP INC MD
COM
58958U103
6549
387500
SH
SOLE
387500
0
0
MERITOR INC
COM
59001K100
4051
243900
SH
SOLE
243900
0
0
META FINL GROUP INC
COM
59100U108
4717
53000
SH
SOLE
53000
0
0
METLIFE INC
COM
59156R108
5456
99300
SH
SOLE
99300
0
0
MGE ENERGY INC
COM
55277P104
3132
48679
SH
SOLE
48679
0
0
MIDLAND STS BANCORP INC ILL
COM
597742105
4927
147000
SH
SOLE
147000
0
0
MOODYS CORP
COM
615369105
1399
11500
SH
SOLE
11500
0
0
MORGAN STANLEY
COM
617446448
1292
29000
SH
SOLE
29000
0
0
NATIONAL FUEL GAS CO N J
COM
636180101
20813
372724
SH
SOLE
372724
0
0
NATIONAL GRID PLC
SPON ADR NEW
636274409
70129
1116345
SH
SOLE
1116345
0
0
NAVISTAR INTL CORP NEW
COM
63934E108
35420
1350368
SH
SOLE
1350368
0
0
NCR CORP NEW
COM
62886E108
38565
944300
SH
SOLE
944300
0
0
NEW JERSEY RES
COM
646025106
19585
493334
SH
SOLE
493334
0
0
NISOURCE INC
COM
65473P105
38985
1537281
SH
SOLE
1537281
0
0
NORDSTROM INC
COM
655664100
2090
43700
SH
SOLE
43700
0
0
NORTHWEST NAT GAS CO
COM
667655104
14083
235303
SH
SOLE
235303
0
0
NORTHWESTERN CORP
COM NEW
668074305
4967
81398
SH
SOLE
81398
0
0
OCCIDENTAL PETE CORP DEL
COM
674599105
4811
80360
SH
SOLE
80360
0
0
OCEANFIRST FINL CORP
COM
675234108
7865
290000
SH
SOLE
290000
0
0
OLYMPIC STEEL INC
COM
68162K106
3008
154400
SH
SOLE
154400
0
0
OMNICOM GROUP INC
COM
681919106
1898
22900
SH
SOLE
22900
0
0
ON SEMICONDUCTOR CORP
COM
682189105
36229
2580400
SH
SOLE
2580400
0
0
ONE GAS INC
COM
68235P108
29940
428875
SH
SOLE
428875
0
0
OPUS BK IRVINE CALIF
COM
684000102
7744
320000
SH
SOLE
320000
0
0
OSHKOSH CORP
COM
688239201
3905
56700
SH
SOLE
56700
0
0
PACKAGING CORP AMER
COM
695156109
40657
365000
SH
SOLE
365000
0
0
PACWEST BANCORP DEL
COM
695263103
5464
117000
SH
SOLE
117000
0
0
PATRICK INDS INC
COM
703343103
3409
46800
SH
SOLE
46800
0
0
PAYPAL HLDGS INC
COM
70450Y103
1878
35000
SH
SOLE
35000
0
0
PCM INC
COM
69323K100
2717
144902
SH
SOLE
144902
0
0
PFIZER INC
COM
717081103
11063
329350
SH
SOLE
329350
0
0
PG&E CORP
COM
69331C108
68749
1035849
SH
SOLE
1035849
0
0
PHILIP MORRIS INTL INC
COM
718172109
5685
48400
SH
SOLE
48400
0
0
PHILLIPS 66
COM
718546104
5524
66800
SH
SOLE
66800
0
0
PLAINS GP HLDGS L P
SH A REP LTPN
72651A207
17625
673755
SH
SOLE
673755
0
0
PLATFORM SPECIALTY PRODS CORP COM
COM
72766Q105
3824
301600
SH
SOLE
301600
0
0
PNC FINL SVCS GROUP INC
COM
693475105
1124
9000
SH
SOLE
9000
0
0
PPL CORP
COM
69351T106
19130
494819
SH
SOLE
494819
0
0
PREFERRED BK LOS ANGELES CA
COM NEW
740367404
936
17500
SH
SOLE
17500
0
0
PRICE T ROWE GROUP INC
COM
74144T108
2137
28800
SH
SOLE
28800
0
0
PROCTER AND GAMBLE CO
COM
742718109
2710
31100
SH
SOLE
31100
0
0
PROVIDENT FINL SVCS INC
COM
74386T105
4645
183000
SH
SOLE
183000
0
0
PUBLIC SVC ENTERPRISE GROUP
COM
744573106
29995
697390
SH
SOLE
697390
0
0
PVH CORP
COM
693656100
32232
281500
SH
SOLE
281500
0
0
Q2 HLDGS INC
COM
74736L109
924
25000
SH
SOLE
25000
0
0
QUALCOMM INC
COM
747525103
5031
91100
SH
SOLE
91100
0
0
REGIONS FINL CORP NEW
COM
7591EP100
439
30000
SH
SOLE
30000
0
0
RGC RES INC
COM
74955L103
1677
59179
SH
SOLE
59179
0
0
RIO TINTO PLC
SPONSORED ADR
767204100
5289
125000
SH
SOLE
125000
0
0
ROCKWELL COLLINS INC
COM
774341101
2259
21500
SH
SOLE
21500
0
0
ROYAL BK CDA MONTREAL QUE
COM
780087102
5127
70700
SH
SOLE
70700
0
0
ROYAL DUTCH SHELL PLC
SPON ADR A
780259206
5362
100800
SH
SOLE
100800
0
0
SANMINA CORPORATION
COM
801056102
41493
1089063
SH
SOLE
1089063
0
0
SCANA CORP NEW
COM
80589M102
11892
177466
SH
SOLE
177466
0
0
SCIENCE APPLICATNS INTL CP NEW COM
COM
808625107
33568
483556
SH
SOLE
483556
0
0
SCIENTIFIC GAMES CORP
CL A
80874P109
5029
192700
SH
SOLE
192700
0
0
SEMPRA ENERGY
COM
816851109
70654
626640
SH
SOLE
626640
0
0
SIERRA WIRELESS INC
COM
826516106
4336
154300
SH
SOLE
154300
0
0
SKYWEST INC
COM
830879102
3822
108900
SH
SOLE
108900
0
0
SKYWORKS SOLUTIONS INC
COM
83088M102
2034
21200
SH
SOLE
21200
0
0
SOUTH JERSEY INDS INC
COM
838518108
14648
428671
SH
SOLE
428671
0
0
SOUTHERN CO
COM
842587107
55206
1153000
SH
SOLE
1153000
0
0
SOUTHWEST AIRLS CO
COM
844741108
2287
36800
SH
SOLE
36800
0
0
SOUTHWEST GAS HOLDINGS INC
COM
844895102
25616
350617
SH
SOLE
350617
0
0
SPIRE INC
COM
84857L101
24098
345491
SH
SOLE
345491
0
0
SPRINT CORP
COM SER 1
85207U105
3597
438100
SH
SOLE
438100
0
0
SPX CORP
COM
784635104
3897
154900
SH
SOLE
154900
0
0
STATOIL ASA
SPONSORED ADR
85771P102
4949
299400
SH
SOLE
299400
0
0
STEEL DYNAMICS INC
COM
858119100
3678
102700
SH
SOLE
102700
0
0
STERLING CONSTRUCTION CO INC COM
COM
859241101
5611
429300
SH
SOLE
429300
0
0
SUNCOR ENERGY INC NEW
COM
867224107
4833
165500
SH
SOLE
165500
0
0
SUNTRUST BKS INC
COM
867914103
1134
20000
SH
SOLE
20000
0
0
SUPREME INDS INC
CL A
868607102
3353
203800
SH
SOLE
203800
0
0
SYNNEX CORP
COM
87162W100
35232
293700
SH
SOLE
293700
0
0
TARGET CORP
COM
87612E106
5673
108500
SH
SOLE
108500
0
0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR
SPONSORED ADR
881624209
4893
147300
SH
SOLE
147300
0
0
TEXAS CAPITAL BANCSHARES INC COM
COM
88224Q107
1548
20000
SH
SOLE
20000
0
0
THOMSON REUTERS CORP
COM
884903105
5652
122100
SH
SOLE
122100
0
0
THOR INDS INC
COM
885160101
43407
415300
SH
SOLE
415300
0
0
TITAN INTL INC ILL
COM
88830M102
3497
291200
SH
SOLE
291200
0
0
TORONTO DOMINION BK ONT
COM NEW
891160509
4967
98600
SH
SOLE
98600
0
0
TOTAL S A
SPONSORED ADR
89151E109
5142
103700
SH
SOLE
103700
0
0
TRANSCANADA CORP
COM
89353D107
72332
1517353
SH
SOLE
1517353
0
0
TRINET GROUP INC
COM
896288107
5049
154200
SH
SOLE
154200
0
0
TRINSEO S A
SHS
L9340P101
3792
55200
SH
SOLE
55200
0
0
TRONOX LTD
SHS CL A
Q9235V101
4049
267800
SH
SOLE
267800
0
0
TTM TECHNOLOGIES INC
COM
87305R109
43565
2509500
SH
SOLE
2509500
0
0
TUTOR PERINI CORP
COM
901109108
3700
128700
SH
SOLE
128700
0
0
UGI CORP NEW
COM
902681105
15334
316752
SH
SOLE
316752
0
0
UNIFIRST CORP MASS
COM
904708104
34588
245831
SH
SOLE
245831
0
0
UNION PAC CORP
COM
907818108
1971
18100
SH
SOLE
18100
0
0
UNITED CMNTY BKS BLAIRSVLE GA COM
COM
90984P303
695
25000
SH
SOLE
25000
0
0
UNITED CONTL HLDGS INC
COM
910047109
2047
27200
SH
SOLE
27200
0
0
UNITED FINL BANCORP INC NEW
COM
910304104
3755
225000
SH
SOLE
225000
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
7454
67400
SH
SOLE
67400
0
0
UNITIL CORP
COM
913259107
3164
65498
SH
SOLE
65498
0
0
UNIVAR INC
COM
91336L107
3822
130900
SH
SOLE
130900
0
0
UNUM GROUP
COM
91529Y106
43413
931000
SH
SOLE
931000
0
0
URBAN OUTFITTERS INC
COM
917047102
16692
900300
SH
SOLE
900300
0
0
US BANCORP DEL
COM NEW
902973304
1038
20000
SH
SOLE
20000
0
0
V F CORP
COM
918204108
7943
137900
SH
SOLE
137900
0
0
VALERO ENERGY CORP NEW
COM
91913Y100
5270
78115
SH
SOLE
78115
0
0
VARIAN MED SYS INC
COM
92220P105
2538
24600
SH
SOLE
24600
0
0
VECTREN CORP
COM
92240G101
19941
341228
SH
SOLE
341228
0
0
VERITIV CORP
COM
923454102
3119
69300
SH
SOLE
69300
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
11658
261050
SH
SOLE
261050
0
0
VISA INC
CL A
92826C839
1594
17000
SH
SOLE
17000
0
0
VODAFONE GROUP PLC NEW
SPONSORED ADR
92857W308
5821
202600
SH
SOLE
202600
0
0
WASHINGTON FED INC
COM
938824109
8134
245000
SH
SOLE
245000
0
0
WEC ENERGY GROUP INC
COM
92939U106
48327
787340
SH
SOLE
787340
0
0
WELLCARE HEALTH PLANS INC
COM
94946T106
47637
265300
SH
SOLE
265300
0
0
WELLS FARGO CO NEW
COM
949746101
1274
23000
SH
SOLE
23000
0
0
WESTERN ALLIANCE BANCORP
COM
957638109
2903
59000
SH
SOLE
59000
0
0
WESTERN UN CO
COM
959802109
1863
97800
SH
SOLE
97800
0
0
WGL HLDGS INC
COM
92924F106
28078
336542
SH
SOLE
336542
0
0
WILLDAN GROUP INC
COM
96924N100
4381
143400
SH
SOLE
143400
0
0
WINNEBAGO INDS INC
COM
974637100
4022
114900
SH
SOLE
114900
0
0
WINTRUST FINL CORP
COM
97650W108
4892
64000
SH
SOLE
64000
0
0
WORTHINGTON INDS INC
COM
981811102
32176
640700
SH
SOLE
640700
0
0
WSFS FINL CORP
COM
929328102
2109
46500
SH
SOLE
46500
0
0
XCEL ENERGY INC
COM
98389B100
21353
465399
SH
SOLE
465399
0
0
XENITH BANKSHARES INC NEW
COM NEW
984102202
5591
180000
SH
SOLE
180000
0
0
XPO LOGISTICS INC
COM
983793100
5235
81000
SH
SOLE
81000
0
0
YUM BRANDS INC
COM
988498101
2154
29200
SH
SOLE
29200
0
0
ZIONS BANCORPORATION
COM
989701107
263
6000
SH
SOLE
6000
0
0