CIK: 0001279151 · Show all filings
Period: Q1 2016 (← Previous) (Next →)
Filing Date: May 16, 2016
Total Value ($000): $3,021,447 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| PCG | PG&E CORP | 3,940,575 | $235,331 | 7.8% | $45.46 | +14.8% | COM | 69331C108 |
| FE | FIRSTENERGY CORP | 5,909,685 | $212,572 | 7.0% | $21.21 | +5.1% | COM | 337932107 |
| CSX | CSX CORP | 4,492,933 | $115,693 | 3.8% | $7.17 | -2.2% | COM | 126408103 |
| FE | FIRSTENERGY CORP | 2,900,000 | $104,313 | 3.5% | $21.21 | +5.1% | Call | 337932107 |
| FXI | ISHARES TR | 3,000,000 | $101,295 | 3.4% | — | — | Call | 464287184 |
| R | RYDER SYS INC | 1,474,027 | $95,487 | 3.2% | $71.55 | -20.6% | COM | 783549108 |
| D | DOMINION RES INC VA NEW | 1,206,000 | $90,595 | 3.0% | $44.75 | +3.0% | COM | 25746U109 |
| — | DOW CHEM CO | 1,628,591 | $82,830 | 2.7% | $51.25 | — | COM | 260543103 |
| PCG | PG&E CORP | 1,280,000 | $76,442 | 2.5% | $45.46 | +14.8% | Call | 69331C108 |
| — | SWIFT TRANSN CO | 4,000,307 | $74,526 | 2.5% | $18.01 | — | CL A | 87074U101 |
| VLO | VALERO ENERGY CORP NEW | 1,094,552 | $70,205 | 2.3% | $43.35 | -1.1% | COM | 91913Y100 |
| RIO | RIO TINTO PLC | 2,363,419 | $66,814 | 2.2% | $28.79 | — | SPONSORED ADR | 767204100 |
| DUK | DUKE ENERGY CORP NEW | 798,523 | $64,425 | 2.1% | $48.11 | +4.9% | COM NEW | 26441C204 |
| EEM | ISHARES TR | 1,696,000 | $58,088 | 1.9% | $34.25 | — | MSCI EMG MKT ETF | 464287234 |
| — | SPDR SERIES TRUST | 1,900,467 | $57,679 | 1.9% | $30.33 | — | S&P OILGAS EXP | 78464A730 |
| UNP | UNION PAC CORP | 696,502 | $55,407 | 1.8% | $68.07 | -9.0% | COM | 907818108 |
| — | ARCELORMITTAL SA LUXEMBOURG | 11,843,033 | $54,241 | 1.8% | $4.60 | — | NY REGISTRY SH | 03938L104 |
| SPY | SPDR S&P 500 ETF TR | 263,590 | $54,173 | 1.8% | $205.52 | — | TR UNIT | 78462F103 |
| LYB | LYONDELLBASELL INDUSTRIES N | 631,370 | $54,033 | 1.8% | $47.64 | -3.9% | SHS - A - | N53745100 |
| CE | CELANESE CORP DEL | 806,903 | $52,852 | 1.7% | $51.46 | -0.4% | COM SER A | 150870103 |
| IWM | ISHARES TR | 475,000 | $52,549 | 1.7% | $110.63 | — | RUSSELL 2000 ETF | 464287655 |
| NSC | NORFOLK SOUTHERN CORP | 619,865 | $51,604 | 1.7% | $61.54 | 0.0% | COM | 655844108 |
| VALE | VALE S A | 11,476,454 | $48,316 | 1.6% | $4.48 | — | ADR | 91912E105 |
| PPG | PPG INDS INC | 413,213 | $46,069 | 1.5% | $85.70 | -4.2% | COM | 693506107 |
| CNP | CENTERPOINT ENERGY INC | 2,097,619 | $43,882 | 1.5% | $13.41 | +2.0% | COM | 15189T107 |
| — | GRACE W R & CO DEL NEW | 553,166 | $39,374 | 1.3% | $78.14 | — | COM | 38388F108 |
| XPO | XPO LOGISTICS INC | 1,277,155 | $39,209 | 1.3% | $10.19 | -14.4% | COM | 983793100 |
| HON | HONEYWELL INTL INC | 331,994 | $37,200 | 1.2% | $72.59 | +5.2% | COM | 438516106 |
| APD | AIR PRODS & CHEMS INC | 254,898 | $36,718 | 1.2% | $96.49 | -1.8% | COM | 009158106 |
| — | TRINSEO S A | 982,194 | $36,155 | 1.2% | $34.92 | — | SHS | L9340P101 |
| SRE | SEMPRA ENERGY | 300,000 | $31,215 | 1.0% | $35.23 | 0.0% | COM | 816851109 |
| PPL | PPL CORP | 810,000 | $30,837 | 1.0% | $22.88 | 0.0% | COM | 69351T106 |
| OGE | OGE ENERGY CORP | 982,734 | $28,136 | 0.9% | $26.60 | -0.9% | COM | 670837103 |
| — | BERRY PLASTICS GROUP INC | 767,038 | $27,728 | 0.9% | $34.64 | — | COM | 08579W103 |
| — | DYNEGY INC NEW DEL | 1,922,250 | $27,623 | 0.9% | $24.42 | — | COM | 26817R108 |
| DY | DYCOM INDS INC | 398,583 | $25,776 | 0.9% | $61.00 | 0.0% | COM | 267475101 |
| ED | CONSOLIDATED EDISON INC | 333,291 | $25,537 | 0.8% | $49.79 | 0.0% | COM | 209115104 |
| — | LACLEDE GROUP INC | 350,000 | $23,713 | 0.8% | $48.67 | — | COM | 505597104 |
| MPC | MARATHON PETE CORP | 574,624 | $21,365 | 0.7% | $36.06 | -22.7% | COM | 56585A102 |
| MEOH | METHANEX CORP | 625,000 | $20,075 | 0.7% | — | — | Call | 59151K108 |
| — | CALPINE CORP | 1,281,292 | $19,437 | 0.6% | $18.69 | — | COM NEW | 131347304 |
| — | WESTAR ENERGY INC | 382,435 | $18,973 | 0.6% | $49.61 | — | COM | 95709T100 |
| AEE | AMEREN CORP | 370,513 | $18,563 | 0.6% | $30.62 | +12.6% | COM | 023608102 |
| PBF | PBF ENERGY INC | 555,000 | $18,426 | 0.6% | $31.85 | +0.4% | CL A | 69318G106 |
| — | UNITED STATES STL CORP NEW | 1,085,694 | $17,425 | 0.6% | $7.98 | — | COM | 912909108 |
| — | HOLLYFRONTIER CORP | 475,537 | $16,796 | 0.6% | $41.05 | — | COM | 436106108 |
| ENB | ENBRIDGE INC | 420,300 | $16,354 | 0.5% | $25.32 | -24.1% | COM | 29250N105 |
| MHK | MOHAWK INDS INC | 77,412 | $14,778 | 0.5% | $180.27 | -3.5% | COM | 608190104 |
| ACM | AECOM | 478,056 | $14,719 | 0.5% | $27.42 | -2.7% | COM | 00766T100 |
| — | GRACE W R & CO DEL NEW | 200,000 | $14,236 | 0.5% | $78.14 | — | Call | 38388F108 |
| BKH | BLACK HILLS CORP | 230,882 | $13,883 | 0.5% | $30.44 | +22.6% | COM | 092113109 |
| — | WESTERN REFNG INC | 459,600 | $13,370 | 0.4% | $39.19 | — | COM | 959319104 |
| DTE | DTE ENERGY CO | 128,300 | $11,632 | 0.4% | $49.08 | +5.9% | COM | 233331107 |
| — | GASLOG PARTNERS LP | 676,578 | $11,251 | 0.4% | $19.97 | — | UNIT LTD PTNRP | Y2687W108 |
| — | TERRAFORM GLOBAL INC | 4,720,827 | $11,236 | 0.4% | $5.56 | — | CL A | 88104M101 |
| — | FERRO CORP | 946,143 | $11,231 | 0.4% | $11.91 | — | COM | 315405100 |
| — | GREAT PLAINS ENERGY INC | 343,600 | $11,081 | 0.4% | $32.25 | — | COM | 391164100 |
| — | CLECO CORP NEW | 198,984 | $10,986 | 0.4% | $55.21 | — | COM | 12561W105 |
| — | GENERAL ELECTRIC CO | 340,491 | $10,824 | 0.4% | $31.79 | — | COM | 369604103 |
| — | NOBLE CORP PLC | 1,021,000 | $10,567 | 0.3% | $10.51 | — | SHS USD | G65431101 |
| — | CHICAGO BRIDGE & IRON CO N V | 279,000 | $10,209 | 0.3% | $36.59 | — | COM | 167250109 |
| — | NRG YIELD INC | 750,745 | $10,188 | 0.3% | $13.99 | — | CL A NEW | 62942X306 |
| XLE | SELECT SECTOR SPDR TR | 163,000 | $10,088 | 0.3% | $61.89 | — | SBI INT-ENERGY | 81369Y506 |
| — | GCP APPLIED TECHNOLOGIES INC | 489,693 | $9,764 | 0.3% | $19.94 | — | COM | 36164Y101 |
| HUN | HUNTSMAN CORP | 700,000 | $9,310 | 0.3% | $11.85 | -12.8% | Call | 447011107 |
| — | SUMMIT MATLS INC | 471,300 | $9,167 | 0.3% | $18.83 | — | CL A | 86614U100 |
| NWE | NORTHWESTERN CORP | 148,000 | $9,139 | 0.3% | $38.33 | 0.0% | COM NEW | 668074305 |
| RIG | TRANSOCEAN LTD | 967,000 | $8,838 | 0.3% | $10.58 | -6.0% | REG SHS | H8817H100 |
| — | ASHLAND INC NEW | 79,968 | $8,793 | 0.3% | $104.22 | — | COM | 044209104 |
| — | MONSANTO CO NEW | 100,000 | $8,774 | 0.3% | — | — | Call | 61166W101 |
| DHR | DANAHER CORP DEL | 87,000 | $8,253 | 0.3% | $36.46 | 0.0% | COM | 235851102 |
| ETN | EATON CORP PLC | 125,590 | $7,857 | 0.3% | $43.21 | +2.4% | SHS | G29183103 |
| — | GENESEE & WYO INC | 114,000 | $7,148 | 0.2% | $62.70 | — | CL A | 371559105 |
| — | TESORO CORP | 81,990 | $7,052 | 0.2% | $105.37 | — | COM | 881609101 |
| TEX | TEREX CORP NEW | 271,408 | $6,753 | 0.2% | $20.49 | +2.2% | COM | 880779103 |
| MAS | MASCO CORP | 212,999 | $6,699 | 0.2% | $23.79 | 0.0% | COM | 574599106 |
| — | ENSCO PLC | 619,488 | $6,424 | 0.2% | $15.24 | — | SHS CLASS A | G3157S106 |
| — | DELPHI AUTOMOTIVE PLC | 84,457 | $6,336 | 0.2% | $75.02 | — | SHS | G27823106 |
| HUN | HUNTSMAN CORP | 466,000 | $6,198 | 0.2% | $11.85 | -12.8% | COM | 447011107 |
| — | BUNGE LIMITED | 100,000 | $5,667 | 0.2% | $69.72 | — | Call | G16962105 |
| SPY | SPDR S&P 500 ETF TR | 25,000 | $5,138 | 0.2% | $205.52 | — | Put | 78462F103 |
| — | TYCO INTL PLC | 134,000 | $4,919 | 0.2% | $37.01 | — | SHS | G91442106 |
| OLN | OLIN CORP | 282,000 | $4,898 | 0.2% | $16.26 | -28.4% | COM PAR $1 | 680665205 |
| — | TEEKAY OFFSHORE PARTNERS L P | 823,609 | $4,670 | 0.2% | $5.67 | — | PARTNERSHIP UN | Y8565J101 |
| — | CANADIAN PAC RY LTD | 34,277 | $4,548 | 0.2% | $132.68 | — | COM | 13645T100 |
| CC | CHEMOURS CO | 631,985 | $4,424 | 0.1% | $3.64 | 0.0% | COM | 163851108 |
| PBA | PEMBINA PIPELINE CORP | 162,000 | $4,371 | 0.1% | $13.88 | 0.0% | COM | 706327103 |
| TKR | TIMKEN CO | 130,000 | $4,354 | 0.1% | $29.00 | 0.0% | COM | 887389104 |
| KBR | KBR INC | 275,437 | $4,264 | 0.1% | $15.71 | -21.9% | COM | 48242W106 |
| — | TRANSOCEAN PARTNERS LLC | 468,655 | $4,152 | 0.1% | $15.08 | — | COM UNIT RP LT | Y8977Y100 |
| MLM | MARTIN MARIETTA MATLS INC | 25,697 | $4,099 | 0.1% | $127.52 | 0.0% | COM | 573284106 |
| HASI | HANNON ARMSTRONG SUST INFR C | 200,000 | $3,844 | 0.1% | $10.91 | -2.4% | COM | 41068X100 |
| CE | CELANESE CORP DEL | 50,000 | $3,275 | 0.1% | $51.46 | -0.4% | Call | 150870103 |
| — | DIAMOND OFFSHORE DRILLING IN | 141,000 | $3,064 | 0.1% | $20.00 | — | COM | 25271C102 |
| — | DELEK US HLDGS INC | 191,205 | $2,914 | 0.1% | $26.73 | — | COM | 246647101 |
| DAR | DARLING INGREDIENTS INC | 206,821 | $2,724 | 0.1% | $10.24 | -1.6% | COM | 237266101 |
| GPRE | GREEN PLAINS INC | 168,857 | $2,695 | 0.1% | $16.08 | 0.0% | COM | 393222104 |
| — | TEEKAY CORPORATION | 291,590 | $2,525 | 0.1% | $9.49 | — | COM | Y8564W103 |
| — | ROADRUNNER TRNSN SVCS HLDG I | 199,021 | $2,480 | 0.1% | $9.43 | — | COM | 76973Q105 |
| — | JA SOLAR HOLDINGS CO LTD | 264,939 | $2,281 | 0.1% | $8.61 | — | SPON ADR REP5ORD | 466090206 |
| DQ | DAQO NEW ENERGY CORP | 122,360 | $2,277 | 0.1% | $24.00 | — | SPNSRD ADR NEW | 23703Q203 |
| — | ITT CORP NEW | 59,500 | $2,195 | 0.1% | $39.36 | — | COM NEW | 450911201 |
| — | AXIALL CORP | 100,000 | $2,184 | 0.1% | $21.84 | — | COM | 05463D100 |
| DOV | DOVER CORP | 32,000 | $2,059 | 0.1% | $40.98 | 0.0% | COM | 260003108 |
| — | WABCO HLDGS INC | 18,500 | $1,978 | 0.1% | $109.31 | — | COM | 92927K102 |
| — | CLIFFS NAT RES INC | 650,000 | $1,950 | 0.1% | $1.58 | — | COM | 18683K101 |
| XLU | SELECT SECTOR SPDR TR | 39,000 | $1,935 | 0.1% | $49.62 | — | SBI INT-UTILS | 81369Y886 |
| — | POLYONE CORP | 62,533 | $1,892 | 0.1% | $30.26 | — | COM | 73179P106 |
| GLNG | GOLAR LNG LTD BERMUDA | 100,000 | $1,797 | 0.1% | $31.26 | -52.7% | SHS | G9456A100 |
| INGR | INGREDION INC | 14,093 | $1,505 | 0.0% | $94.78 | +5.1% | COM | 457187102 |
| TRMB | TRIMBLE NAVIGATION LTD | 60,000 | $1,488 | 0.0% | $22.08 | 0.0% | COM | 896239100 |
| CSIQ | CANADIAN SOLAR INC | 60,767 | $1,172 | 0.0% | $20.51 | 0.0% | COM | 136635109 |
| — | SEMGROUP CORP | 50,000 | $1,120 | 0.0% | $22.40 | — | CL A | 81663A105 |
| XME | SPDR SERIES TRUST | 48,600 | $994 | 0.0% | $14.96 | — | S&P METALS MNG | 78464A755 |
| TSN | TYSON FOODS INC | 14,574 | $972 | 0.0% | $47.25 | 0.0% | CL A | 902494103 |
| — | ATWOOD OCEANICS INC | 101,493 | $931 | 0.0% | $10.23 | — | COM | 050095108 |
| URI | UNITED RENTALS INC | 13,700 | $852 | 0.0% | $67.22 | -19.9% | COM | 911363109 |