1060 Capital, LLC Quant / Systematic

CIK: 0001602119 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $372,732 (100.0% shares, 0.0% debt)

Holdings (33)

KNX KNIGHT SWIFT TRANSN HLDGS INC 5.5%

Value ($000) $20,442 Shares 534,986 Est. Cost $39.42 Unrealized -3.1%

KIM KIMCO REALTY CORP 5.5%

Value ($000) $20,388 Shares 1,200,000 Est. Cost $10.40 Unrealized 0.0%

— MANTECH INTL CORP 5.2%

Value ($000) $19,256 Shares 358,995 Est. Cost $54.99 Unrealized —

MLM MARTIN MARIETTA MATLS INC 5.1%

Value ($000) $18,983 Shares 85,000 Est. Cost $201.62 Unrealized 0.0%

WSO WATSCO INC 5.0%

Value ($000) $18,719 Shares 105,000 Est. Cost $181.90 Unrealized 0.0%

DLTR DOLLAR TREE INC 4.8%

Value ($000) $18,054 Shares 212,400 Est. Cost $92.22 Unrealized 0.0%

— SIX FLAGS ENTMT CORP NEW 4.4%

Value ($000) $16,462 Shares 235,000 Est. Cost $70.05 Unrealized —

KBR KBR INC 4.2%

Value ($000) $15,680 Shares 875,000 Est. Cost $15.79 Unrealized 0.0%

MTZ MASTEC INC 3.9%

Value ($000) $14,616 Shares 288,000 Est. Cost $50.70 Unrealized -4.7%

HST HOST HOTELS & RESORTS INC 3.8%

Value ($000) $14,222 Shares 675,000 Est. Cost $15.29 Unrealized 0.0%

— NUTRI SYS INC NEW 3.7%

Value ($000) $13,885 Shares 360,650 Est. Cost $38.50 Unrealized —

MRTN MARTEN TRANS LTD 3.7%

Value ($000) $13,759 Shares 586,720 Est. Cost $12.39 Unrealized -0.4%

— ELDORADO RESORTS INC 3.5%

Value ($000) $13,099 Shares 335,000 Est. Cost $39.10 Unrealized —

LII LENNOX INTL INC 3.5%

Value ($000) $12,965 Shares 64,777 Est. Cost $184.49 Unrealized 0.0%

WERN WERNER ENTERPRISES INC 3.5%

Value ($000) $12,907 Shares 343,730 Est. Cost $34.03 Unrealized +9.3%

— TAUBMAN CTRS INC 3.4%

Value ($000) $12,545 Shares 213,500 Est. Cost $58.76 Unrealized —

CALY CALLAWAY GOLF CO 3.3%

Value ($000) $12,331 Shares 650,000 Est. Cost $18.23 Unrealized 0.0%

XPO XPO LOGISTICS 3.2%

Value ($000) $12,022 Shares 120,000 Est. Cost $36.28 Unrealized 0.0%

PENN PENN NATL GAMING INC 2.3%

Value ($000) $8,398 Shares 250,000 Est. Cost $31.24 Unrealized 0.0%

— GENERAL MLS INC 2.2%

Value ($000) $8,321 Shares 188,000 Est. Cost — Unrealized —

SAIC SCIENCE APPLICATNS INCTL CP NEW 2.2%

Value ($000) $8,093 Shares 100,000 Est. Cost $75.45 Unrealized +12.6%

HUBG HUB GROUP INC 2.1%

Value ($000) $7,776 Shares 156,149 Est. Cost $19.08 Unrealized +23.0%

— KNIGHT SWIFT TRANSN HLDGS INC 2.1%

Value ($000) $7,642 Shares 200,000 Est. Cost $38.21 Unrealized —

AEO AMERICAN EAGLE OUTFITTERS NEW 1.9%

Value ($000) $6,975 Shares 300,000 Est. Cost $18.16 Unrealized 0.0%

— LA Z BOY INC 1.8%

Value ($000) $6,628 Shares 216,600 Est. Cost — Unrealized —

— BRUNSWICK CORP 1.7%

Value ($000) $6,448 Shares 100,000 Est. Cost — Unrealized —

CLH CLEAN HARBORS INC 1.6%

Value ($000) $6,111 Shares 110,000 Est. Cost $51.36 Unrealized 0.0%

— FORTERRA INC 1.4%

Value ($000) $5,067 Shares 520,735 Est. Cost $9.32 Unrealized —

— TRONOX LTD 1.3%

Value ($000) $4,920 Shares 250,000 Est. Cost $19.68 Unrealized —

CSL CARLISLE COS INC 1.3%

Value ($000) $4,874 Shares 45,000 Est. Cost $96.35 Unrealized 0.0%

— TRONOX LTD 1.2%

Value ($000) $4,560 Shares 231,700 Est. Cost — Unrealized —

— MILLER HERMAN INC 0.9%

Value ($000) $3,390 Shares 100,000 Est. Cost — Unrealized —

— SIX FLAGS ENTMT CORP NEW 0.9%

Value ($000) $3,194 Shares 45,600 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
KNX	KNIGHT SWIFT TRANSN HLDGS INC	534,986	$20,442	5.5%	$39.42	-3.1%	CL A	499049104
KIM	KIMCO REALTY CORP	1,200,000	$20,388	5.5%	$10.40	0.0%	COM	49446R109
—	MANTECH INTL CORP	358,995	$19,256	5.2%	$54.99	—	CL A	564563104
MLM	MARTIN MARIETTA MATLS INC	85,000	$18,983	5.1%	$201.62	0.0%	COM	573284106
WSO	WATSCO INC	105,000	$18,719	5.0%	$181.90	0.0%	COM	942622200
DLTR	DOLLAR TREE INC	212,400	$18,054	4.8%	$92.22	0.0%	COM	256746108
—	SIX FLAGS ENTMT CORP NEW	235,000	$16,462	4.4%	$70.05	—	COM	83001A102
KBR	KBR INC	875,000	$15,680	4.2%	$15.79	0.0%	COM	48242W106
MTZ	MASTEC INC	288,000	$14,616	3.9%	$50.70	-4.7%	COM	576323109
HST	HOST HOTELS & RESORTS INC	675,000	$14,222	3.8%	$15.29	0.0%	COM	44107P104
—	NUTRI SYS INC NEW	360,650	$13,885	3.7%	$38.50	—	COM	67069D108
MRTN	MARTEN TRANS LTD	586,720	$13,759	3.7%	$12.39	-0.4%	COM	573075108
—	ELDORADO RESORTS INC	335,000	$13,099	3.5%	$39.10	—	COM	28470R102
LII	LENNOX INTL INC	64,777	$12,965	3.5%	$184.49	0.0%	COM	526107107
WERN	WERNER ENTERPRISES INC	343,730	$12,907	3.5%	$34.03	+9.3%	COM	950755108
—	TAUBMAN CTRS INC	213,500	$12,545	3.4%	$58.76	—	COM	876664103
CALY	CALLAWAY GOLF CO	650,000	$12,331	3.3%	$18.23	0.0%	COM	131193104
XPO	XPO LOGISTICS	120,000	$12,022	3.2%	$36.28	0.0%	COM	983793100
PENN	PENN NATL GAMING INC	250,000	$8,398	2.3%	$31.24	0.0%	COM	707569109
—	GENERAL MLS INC	188,000	$8,321	2.2%	—	—	Put	370334954
SAIC	SCIENCE APPLICATNS INCTL CP NEW	100,000	$8,093	2.2%	$75.45	+12.6%	COM	808625107
HUBG	HUB GROUP INC	156,149	$7,776	2.1%	$19.08	+23.0%	CL A	443320106
—	KNIGHT SWIFT TRANSN HLDGS INC	200,000	$7,642	2.1%	$38.21	—	CALL	499049904
AEO	AMERICAN EAGLE OUTFITTERS NEW	300,000	$6,975	1.9%	$18.16	0.0%	COM	02553E106
—	LA Z BOY INC	216,600	$6,628	1.8%	—	—	Put	505336957
—	BRUNSWICK CORP	100,000	$6,448	1.7%	—	—	Put	117043959
CLH	CLEAN HARBORS INC	110,000	$6,111	1.6%	$51.36	0.0%	COM	184496107
—	FORTERRA INC	520,735	$5,067	1.4%	$9.32	—	COM	34960W106
—	TRONOX LTD	250,000	$4,920	1.3%	$19.68	—	SHS CL A	Q9235V101
CSL	CARLISLE COS INC	45,000	$4,874	1.3%	$96.35	0.0%	COM	142339100
—	TRONOX LTD	231,700	$4,560	1.2%	—	—	Call	Q9235V901
—	MILLER HERMAN INC	100,000	$3,390	0.9%	—	—	Put	600544950
—	SIX FLAGS ENTMT CORP NEW	45,600	$3,194	0.9%	—	—	Call	83001A902