CIK: 0001279151 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value ($000): $2,682,532 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| FE | FIRSTENERGY CORP | 7,525,685 | $238,790 | 8.9% | $21.21 | -2.9% | COM | 337932107 |
| DUK | DUKE ENERGY CORP NEW | 2,840,004 | $202,748 | 7.6% | $48.11 | -3.7% | COM NEW | 26441C204 |
| PCG | PG&E CORP | 3,410,575 | $181,409 | 6.8% | $44.42 | +11.1% | COM | 69331C108 |
| — | CALPINE CORP | 7,762,378 | $112,321 | 4.2% | $18.69 | — | COM NEW | 131347304 |
| AEE | AMEREN CORP | 1,910,670 | $82,598 | 3.1% | $30.62 | +4.8% | COM | 023608102 |
| — | DYNEGY INC NEW DEL | 5,519,055 | $73,955 | 2.8% | $24.42 | — | COM | 26817R108 |
| D | DOMINION RES INC VA NEW | 1,015,173 | $68,666 | 2.6% | $44.50 | +0.2% | COM | 25746U109 |
| R | RYDER SYS INC | 1,195,803 | $67,957 | 2.5% | $74.97 | -11.9% | COM | 783549108 |
| — | ASHLAND INC NEW | 633,329 | $65,043 | 2.4% | $104.22 | — | COM | 044209104 |
| HYG | ISHARES TR | 801,000 | $64,545 | 2.4% | $81.43 | — | IBOXX HI YD ETF | 464288513 |
| TAC | TRANSALTA CORP | 17,748,456 | $62,830 | 2.3% | $6.29 | -31.3% | COM | 89346D107 |
| CNP | CENTERPOINT ENERGY INC | 3,381,955 | $62,093 | 2.3% | $13.41 | -5.6% | COM | 15189T107 |
| — | DOW CHEM CO | 1,068,189 | $54,990 | 2.0% | $51.46 | — | COM | 260543103 |
| — | SWIFT TRANSN CO | 3,771,352 | $52,120 | 1.9% | $17.97 | — | CL A | 87074U101 |
| HON | HONEYWELL INTL INC | 489,616 | $50,710 | 1.9% | $72.59 | +2.3% | COM | 438516106 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 1,280,121 | $49,528 | 1.8% | $28.19 | 0.0% | COM | 744573106 |
| PPG | PPG INDS INC | 424,693 | $41,969 | 1.6% | $85.70 | -1.9% | COM | 693506107 |
| VLO | VALERO ENERGY CORP NEW | 589,552 | $41,687 | 1.6% | $43.75 | +4.0% | COM | 91913Y100 |
| — | HOLLYFRONTIER CORP | 1,003,900 | $40,045 | 1.5% | $41.05 | — | COM | 436106108 |
| — | DU PONT E I DE NEMOURS & CO | 589,900 | $39,287 | 1.5% | — | — | Call | 263534109 |
| MPC | MARATHON PETE CORP | 699,849 | $36,280 | 1.4% | $36.06 | +5.6% | COM | 56585A102 |
| EXC | EXELON CORP | 1,206,300 | $33,499 | 1.2% | $16.51 | -14.1% | Call | 30161N101 |
| UNP | UNION PAC CORP | 370,428 | $28,967 | 1.1% | $73.44 | -7.0% | COM | 907818108 |
| WMB | WILLIAMS COS INC DEL | 1,077,600 | $27,694 | 1.0% | $24.52 | -20.2% | COM | 969457100 |
| — | ANADARKO PETE CORP | 557,858 | $27,101 | 1.0% | $57.43 | — | COM | 032511107 |
| ENB | ENBRIDGE INC | 770,900 | $25,586 | 1.0% | $25.32 | -17.5% | COM | 29250N105 |
| JBHT | HUNT J B TRANS SVCS INC | 336,000 | $24,649 | 0.9% | $69.91 | -2.2% | COM | 445658107 |
| BKH | BLACK HILLS CORP | 525,339 | $24,391 | 0.9% | $30.44 | 0.0% | COM | 092113109 |
| APD | AIR PRODS & CHEMS INC | 186,622 | $24,281 | 0.9% | $97.14 | +0.8% | COM | 009158106 |
| — | CONTINENTAL RESOURCES INC | 1,009,803 | $23,205 | 0.9% | $26.85 | — | COM | 212015101 |
| WAB | WABTEC CORP | 322,000 | $22,901 | 0.9% | $75.32 | 0.0% | COM | 929740108 |
| STLD | STEEL DYNAMICS INC | 1,245,904 | $22,264 | 0.8% | $15.86 | -8.9% | COM | 858119100 |
| — | ECHO GLOBAL LOGISTICS INC | 1,090,345 | $22,232 | 0.8% | $20.02 | — | COM | 27875T101 |
| — | LACLEDE GROUP INC | 350,000 | $20,794 | 0.8% | $48.67 | — | COM | 505597104 |
| DVN | DEVON ENERGY CORP NEW | 645,747 | $20,664 | 0.8% | $31.06 | -8.7% | COM | 25179M103 |
| — | DOW CHEM CO | 400,000 | $20,592 | 0.8% | $51.46 | — | Call | 260543103 |
| — | TERRAFORM GLOBAL INC | 3,508,771 | $19,614 | 0.7% | $6.66 | — | CL A | 88104M101 |
| ALB | ALBEMARLE CORP | 348,994 | $19,547 | 0.7% | $43.82 | +1.9% | COM | 012653101 |
| — | PIEDMONT NAT GAS INC | 340,689 | $19,426 | 0.7% | $57.02 | — | COM | 720186105 |
| DTE | DTE ENERGY CO | 240,653 | $19,298 | 0.7% | $49.08 | 0.0% | COM | 233331107 |
| — | WESTERN REFNG INC | 499,600 | $17,796 | 0.7% | $39.19 | — | COM | 959319104 |
| KBR | KBR INC | 1,037,616 | $17,556 | 0.7% | $15.71 | +1.0% | COM | 48242W106 |
| — | UNITED STATES STL CORP NEW | 2,143,083 | $17,102 | 0.6% | $7.98 | — | COM | 912909108 |
| — | QUESTAR CORP | 861,429 | $16,781 | 0.6% | $19.48 | — | COM | 748356102 |
| LYB | LYONDELLBASELL INDUSTRIES N | 184,258 | $16,012 | 0.6% | $52.18 | -0.3% | SHS - A - | N53745100 |
| NEE | NEXTERA ENERGY INC | 150,403 | $15,625 | 0.6% | $18.60 | +4.8% | COM | 65339F101 |
| OKE | ONEOK INC NEW | 631,252 | $15,567 | 0.6% | $18.13 | -11.9% | COM | 682680103 |
| — | FERRO CORP | 1,356,252 | $15,082 | 0.6% | $11.91 | — | COM | 315405100 |
| CE | CELANESE CORP DEL | 218,000 | $14,678 | 0.5% | $51.96 | +7.6% | COM SER A | 150870103 |
| — | ENSCO PLC | 906,381 | $13,949 | 0.5% | $15.24 | — | SHS CLASS A | G3157S106 |
| GLNG | GOLAR LNG LTD BERMUDA | 877,000 | $13,848 | 0.5% | $31.26 | -30.7% | SHS | G9456A100 |
| CSX | CSX CORP | 528,633 | $13,718 | 0.5% | $8.37 | -6.8% | COM | 126408103 |
| — | NRG YIELD INC | 980,479 | $13,638 | 0.5% | $13.99 | — | CL A NEW | 62942X306 |
| — | GRACE W R & CO DEL NEW | 132,760 | $13,222 | 0.5% | $100.18 | — | COM | 38388F108 |
| OGE | OGE ENERGY CORP | 501,624 | $13,188 | 0.5% | $26.84 | 0.0% | COM | 670837103 |
| LNT | ALLIANT ENERGY CORP | 202,096 | $12,621 | 0.5% | $21.44 | +1.9% | COM | 018802108 |
| XPO | XPO LOGISTICS INC | 426,812 | $11,631 | 0.4% | $13.12 | -24.3% | COM | 983793100 |
| — | BUNGE LIMITED | 165,742 | $11,317 | 0.4% | $69.72 | — | COM | G16962105 |
| — | BERRY PLASTICS GROUP INC | 304,206 | $11,006 | 0.4% | $32.34 | — | COM | 08579W103 |
| VALE | VALE S A | 3,310,758 | $10,892 | 0.4% | $5.14 | — | ADR | 91912E105 |
| — | TESORO CORP | 97,990 | $10,325 | 0.4% | $105.37 | — | COM | 881609101 |
| IEX | IDEX CORP | 134,352 | $10,293 | 0.4% | $65.18 | +3.3% | COM | 45167R104 |
| HUN | HUNTSMAN CORP | 875,000 | $9,949 | 0.4% | $11.85 | 0.0% | Call | 447011107 |
| EXC | EXELON CORP | 348,101 | $9,667 | 0.4% | $16.51 | -14.1% | COM | 30161N101 |
| — | SUMMIT MATLS INC | 470,012 | $9,419 | 0.4% | $18.83 | — | CL A | 86614U100 |
| — | GASLOG PARTNERS LP | 640,246 | $9,104 | 0.3% | $20.16 | — | UNIT LTD PTNRP | Y2687W108 |
| — | AGL RES INC | 140,408 | $8,959 | 0.3% | $60.37 | — | COM | 001204106 |
| RIO | RIO TINTO PLC | 299,579 | $8,724 | 0.3% | $32.41 | — | SPONSORED ADR | 767204100 |
| — | NOBLE CORP PLC | 822,030 | $8,672 | 0.3% | $10.55 | — | SHS USD | G65431101 |
| ACM | AECOM | 285,056 | $8,560 | 0.3% | $27.92 | +3.5% | COM | 00766T100 |
| — | INGERSOLL-RAND PLC | 153,300 | $8,476 | 0.3% | $53.22 | — | SHS | G47791101 |
| PBF | PBF ENERGY INC | 225,000 | $8,282 | 0.3% | $31.67 | +11.3% | CL A | 69318G106 |
| MEOH | METHANEX CORP | 220,000 | $7,262 | 0.3% | — | — | Call | 59151K108 |
| — | WABCO HLDGS INC | 70,000 | $7,158 | 0.3% | $109.31 | — | COM | 92927K102 |
| OLN | OLIN CORP | 400,708 | $6,916 | 0.3% | $16.26 | -12.1% | COM PAR $1 | 680665205 |
| URI | UNITED RENTALS INC | 94,700 | $6,870 | 0.3% | $67.22 | +4.1% | COM | 911363109 |
| — | SPDR SERIES TRUST | 221,700 | $6,700 | 0.2% | $30.22 | — | S&P OILGAS EXP | 78464A730 |
| WEC | WEC ENERGY GROUP INC | 122,457 | $6,283 | 0.2% | $36.78 | 0.0% | COM | 92939U106 |
| — | TRINSEO S A | 216,102 | $6,094 | 0.2% | $28.20 | — | SHS | L9340P101 |
| VALE | VALE S A | 1,750,000 | $5,758 | 0.2% | $5.14 | — | Put | 91912E105 |
| — | ATWOOD OCEANICS INC | 554,463 | $5,672 | 0.2% | $10.23 | — | COM | 050095108 |
| ETN | EATON CORP PLC | 108,144 | $5,628 | 0.2% | $43.05 | 0.0% | SHS | G29183103 |
| HUN | HUNTSMAN CORP | 466,000 | $5,298 | 0.2% | $11.85 | 0.0% | COM | 447011107 |
| — | ASHLAND INC NEW | 50,500 | $5,186 | 0.2% | $104.22 | — | Call | 044209104 |
| MHK | MOHAWK INDS INC | 27,010 | $5,115 | 0.2% | $191.95 | 0.0% | COM | 608190104 |
| — | ITC HLDGS CORP | 124,000 | $4,867 | 0.2% | $39.25 | — | COM | 465685105 |
| WLK | WESTLAKE CHEM CORP | 82,180 | $4,464 | 0.2% | $51.25 | -2.9% | COM | 960413102 |
| — | DELEK US HLDGS INC | 160,000 | $3,936 | 0.1% | $28.97 | — | COM | 246647101 |
| HASI | HANNON ARMSTRONG SUST INFR C | 200,000 | $3,784 | 0.1% | $10.91 | -5.5% | COM | 41068X100 |
| — | ITT CORP NEW | 103,904 | $3,774 | 0.1% | $39.36 | — | COM NEW | 450911201 |
| — | TRANSOCEAN PARTNERS LLC | 396,696 | $3,503 | 0.1% | $16.21 | — | COM UNIT RP LT | Y8977Y100 |
| — | POTASH CORP SASK INC | 200,000 | $3,424 | 0.1% | — | — | Call | 73755L107 |
| SHW | SHERWIN WILLIAMS CO | 12,933 | $3,357 | 0.1% | $79.61 | -1.1% | COM | 824348106 |
| — | ROADRUNNER TRNSN SVCS HLDG I | 274,900 | $2,592 | 0.1% | $9.43 | — | COM | 76973Q105 |
| CTRA | CABOT OIL & GAS CORP | 123,200 | $2,179 | 0.1% | $14.58 | 0.0% | COM | 127097103 |
| DQ | DAQO NEW ENERGY CORP | 129,478 | $2,156 | 0.1% | $24.00 | — | SPNSRD ADR NEW | 23703Q203 |
| — | ROWAN COMPANIES PLC | 119,969 | $2,033 | 0.1% | $16.95 | — | SHS CL A | G7665A101 |
| ENS | ENERSYS | 36,000 | $2,013 | 0.1% | $54.83 | 0.0% | COM | 29275Y102 |
| INGR | INGREDION INC | 21,000 | $2,013 | 0.1% | $94.78 | 0.0% | COM | 457187102 |
| — | TEEKAY CORPORATION | 200,000 | $1,974 | 0.1% | $9.87 | — | COM | Y8564W103 |
| TEX | TEREX CORP NEW | 105,613 | $1,952 | 0.1% | $19.76 | 0.0% | COM | 880779103 |
| RIG | TRANSOCEAN LTD | 156,491 | $1,937 | 0.1% | $13.88 | +3.9% | REG SHS | H8817H100 |
| — | ABENGOA YIELD PLC | 97,500 | $1,881 | 0.1% | $33.68 | — | ORD SHS | G00349103 |
| URI | UNITED RENTALS INC | 25,000 | $1,814 | 0.1% | $67.22 | +4.1% | Put | 911363109 |
| — | ARCELORMITTAL SA LUXEMBOURG | 425,287 | $1,795 | 0.1% | $5.15 | — | NY REGISTRY SH | 03938L104 |
| JKS | JINKOSOLAR HLDG CO LTD | 59,507 | $1,647 | 0.1% | $21.94 | — | SPONSORED ADR | 47759T100 |
| — | VALE S A | 590,000 | $1,505 | 0.1% | $5.05 | — | ADR REPSTG PFD | 91912E204 |
| — | SYNGENTA AG | 19,100 | $1,504 | 0.1% | $78.74 | — | SPONSORED ADR | 87160A100 |
| — | CLIFFS NAT RES INC | 839,474 | $1,326 | 0.0% | $1.58 | — | COM | 18683K101 |
| ESE | ESCO TECHNOLOGIES INC | 35,236 | $1,273 | 0.0% | $34.42 | +4.4% | COM | 296315104 |
| — | DIAMOND OFFSHORE DRILLING IN | 55,000 | $1,161 | 0.0% | $17.30 | — | COM | 25271C102 |
| DAR | DARLING INGREDIENTS INC | 95,833 | $1,008 | 0.0% | $10.42 | 0.0% | COM | 237266101 |
| — | PIMCO DYNAMIC CR INCOME FD | 47,219 | $851 | 0.0% | $18.27 | — | COM SHS | 72202D106 |
| XME | SPDR SERIES TRUST | 48,600 | $727 | 0.0% | $14.96 | — | S&P METALS MNG | 78464A755 |
| — | SEADRILL LIMITED | 200,000 | $678 | 0.0% | $3.39 | — | SHS | G7945E105 |
| — | TYCO INTL PLC | 16,000 | $510 | 0.0% | $39.24 | — | SHS | G91442106 |
| PTC | PTC INC | 13,914 | $482 | 0.0% | $34.54 | +1.4% | COM | 69370C100 |
| SWX | SOUTHWEST GAS CORP | 8,169 | $451 | 0.0% | $57.05 | 0.0% | COM | 844895102 |
| — | TRONOX LTD | 110,317 | $431 | 0.0% | $3.91 | — | SHS CL A | Q9235V101 |
| — | NUVEEN CR STRATEGIES INCM FD | 52,176 | $409 | 0.0% | $7.97 | — | COM SHS | 67073D102 |
| — | INVESCO DYNAMIC CR OPP FD | 33,772 | $356 | 0.0% | $10.57 | — | COM | 46132R104 |
| — | CAMERON INTERNATIONAL CORP | 5,000 | $316 | 0.0% | $61.40 | — | COM | 13342B105 |
| — | BLACKROCK CR ALLCTN INC TR | 20,990 | $259 | 0.0% | $12.17 | — | COM | 092508100 |
| — | EXA CORP | 18,015 | $209 | 0.0% | $11.07 | — | COM | 300614500 |
| CC | CHEMOURS CO | 19,800 | $106 | 0.0% | — | — | Call | 163851108 |