CIK: 0001279151 · Show all filings
Period: Q4 2016 (← Previous) (Next →)
Filing Date: Feb 22, 2017
Total Value ($000): $4,447,257 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TR | 2,385,000 | $533,120 | 12.0% | $213.27 | — | Put | 78462F103 |
| SPY | SPDR S&P 500 ETF TR | 2,025,900 | $452,849 | 10.2% | $213.27 | — | Call | 78462F103 |
| FE | FIRSTENERGY CORP | 6,998,054 | $216,730 | 4.9% | $21.92 | +0.0% | COM | 337932107 |
| RIO | RIO TINTO PLC | 3,602,935 | $138,568 | 3.1% | $32.52 | — | SPONSORED ADR | 767204100 |
| UNP | UNION PAC CORP | 1,319,060 | $136,760 | 3.1% | $75.10 | +6.9% | COM | 907818108 |
| NEE | NEXTERA ENERGY INC | 1,060,833 | $126,727 | 2.8% | $24.30 | -2.4% | COM | 65339F101 |
| NSC | NORFOLK SOUTHERN CORP | 1,144,931 | $123,732 | 2.8% | $75.16 | +11.7% | COM | 655844108 |
| VLO | VALERO ENERGY CORP NEW | 1,761,097 | $120,318 | 2.7% | $42.04 | +1.7% | COM | 91913Y100 |
| R | RYDER SYS INC | 1,530,583 | $113,937 | 2.6% | $70.40 | +4.7% | COM | 783549108 |
| SRE | SEMPRA ENERGY | 1,012,000 | $101,848 | 2.3% | $38.00 | 0.0% | COM | 816851109 |
| — | EXTRACTION OIL AND GAS INC | 4,303,217 | $86,236 | 1.9% | $20.04 | — | COM | 30227M105 |
| APD | AIR PRODS & CHEMS INC | 581,107 | $83,574 | 1.9% | $101.88 | +9.6% | COM | 009158106 |
| ASH | ASHLAND GLOBAL HLDGS INC | 723,126 | $79,031 | 1.8% | $49.37 | -4.0% | COM | 044186104 |
| CHRW | C H ROBINSON WORLDWIDE INC | 979,375 | $71,749 | 1.6% | $57.12 | +2.0% | COM NEW | 12541W209 |
| — | TESORO CORP | 803,476 | $70,264 | 1.6% | $86.77 | — | COM | 881609101 |
| FTV | FORTIVE CORP | 1,099,058 | $58,943 | 1.3% | $31.35 | +1.6% | COM | 34959J108 |
| KMI | KINDER MORGAN INC DEL | 2,689,800 | $55,706 | 1.3% | $13.09 | +0.1% | COM | 49456B101 |
| EIX | EDISON INTL | 752,928 | $54,203 | 1.2% | $48.33 | 0.0% | COM | 281020107 |
| HON | HONEYWELL INTL INC | 451,535 | $52,311 | 1.2% | $81.44 | +3.4% | COM | 438516106 |
| SO | SOUTHERN CO | 1,043,659 | $51,338 | 1.2% | $35.29 | -4.9% | COM | 842587107 |
| EEM | ISHARES TR | 1,450,000 | $50,765 | 1.1% | $34.25 | — | Put | 464287234 |
| AEP | AMERICAN ELEC PWR INC | 799,900 | $50,362 | 1.1% | $44.69 | 0.0% | COM | 025537101 |
| — | UNITED STATES STL CORP NEW | 1,479,883 | $48,851 | 1.1% | $15.28 | — | COM | 912909108 |
| — | WESTAR ENERGY INC | 865,672 | $48,781 | 1.1% | $55.97 | — | COM | 95709T100 |
| — | ROWAN COMPANIES PLC | 2,567,380 | $48,498 | 1.1% | $17.12 | — | SHS CL A | G7665A101 |
| JBHT | HUNT J B TRANS SVCS INC | 498,485 | $48,388 | 1.1% | $79.15 | +3.3% | COM | 445658107 |
| ETN | EATON CORP PLC | 715,491 | $48,002 | 1.1% | $54.15 | 0.0% | SHS | G29183103 |
| — | TRANSCANADA CORP | 1,036,894 | $46,816 | 1.1% | $45.22 | — | COM | 89353D107 |
| PPL | PPL CORP | 1,241,696 | $42,280 | 1.0% | $23.54 | -5.4% | COM | 69351T106 |
| D | DOMINION RES INC VA NEW | 550,000 | $42,125 | 0.9% | $45.51 | +8.6% | COM | 25746U109 |
| ATO | ATMOS ENERGY CORP | 565,202 | $41,910 | 0.9% | $61.11 | -4.9% | COM | 049560105 |
| AXTA | AXALTA COATING SYS LTD | 1,534,089 | $41,728 | 0.9% | $26.32 | 0.0% | COM | G0750C108 |
| WAB | WABTEC CORP | 494,637 | $41,065 | 0.9% | $78.11 | 0.0% | COM | 929740108 |
| — | TRINSEO S A | 689,377 | $40,880 | 0.9% | $59.30 | — | SHS | L9340P101 |
| STN | STANTEC INC | 1,545,911 | $39,034 | 0.9% | $25.25 | — | COM | 85472N109 |
| EEM | ISHARES TR | 1,035,193 | $36,242 | 0.8% | $34.25 | — | MSCI EMG MKT ETF | 464287234 |
| ACM | AECOM | 988,410 | $35,939 | 0.8% | $31.59 | +1.1% | COM | 00766T100 |
| — | HOLLYFRONTIER CORP | 1,039,517 | $34,055 | 0.8% | $33.58 | — | COM | 436106108 |
| PBF | PBF ENERGY INC | 1,192,008 | $33,233 | 0.7% | $26.97 | -9.6% | CL A | 69318G106 |
| MPC | MARATHON PETE CORP | 599,579 | $30,189 | 0.7% | $32.94 | +3.9% | COM | 56585A102 |
| FE | FIRSTENERGY CORP | 970,000 | $30,041 | 0.7% | $21.92 | +0.0% | Call | 337932107 |
| — | BERRY PLASTICS GROUP INC | 596,752 | $29,080 | 0.7% | $36.44 | — | COM | 08579W103 |
| CMI | CUMMINS INC | 193,869 | $26,496 | 0.6% | $105.31 | 0.0% | COM | 231021106 |
| — | GRAN TIERRA ENERGY INC | 8,079,600 | $24,400 | 0.5% | $3.01 | — | COM | 38500T101 |
| — | DOW CHEM CO | 422,342 | $24,166 | 0.5% | $52.32 | — | COM | 260543103 |
| — | GRACE W R & CO DEL NEW | 344,645 | $23,312 | 0.5% | $70.30 | — | COM | 38388F108 |
| LNT | ALLIANT ENERGY CORP | 585,299 | $22,177 | 0.5% | $27.74 | 0.0% | COM | 018802108 |
| — | SUMMIT MATLS INC | 912,332 | $21,704 | 0.5% | $19.11 | — | CL A | 86614U100 |
| MHK | MOHAWK INDS INC | 107,630 | $21,492 | 0.5% | $193.06 | +1.7% | COM | 608190104 |
| KMT | KENNAMETAL INC | 684,191 | $21,388 | 0.5% | $21.68 | +13.1% | COM | 489170100 |
| TECK | TECK RESOURCES LTD | 1,060,734 | $21,247 | 0.5% | $14.01 | +54.5% | CL B | 878742204 |
| XLU | SELECT SECTOR SPDR TR | 426,016 | $20,692 | 0.5% | $48.57 | — | SBI INT-UTILS | 81369Y886 |
| — | TERRAFORM GLOBAL INC | 5,158,050 | $20,375 | 0.5% | $5.42 | — | CL A | 88104M101 |
| NI | NISOURCE INC | 864,428 | $19,138 | 0.4% | $16.59 | 0.0% | COM | 65473P105 |
| — | GREAT PLAINS ENERGY INC | 685,673 | $18,753 | 0.4% | $27.29 | — | COM | 391164100 |
| IWM | ISHARES TR | 129,900 | $17,517 | 0.4% | $112.07 | — | RUSSELL 2000 ETF | 464287655 |
| — | DELEK US HLDGS INC | 711,205 | $17,119 | 0.4% | $22.42 | — | COM | 246647101 |
| — | CIMAREX ENERGY CO | 120,000 | $16,308 | 0.4% | $135.90 | — | COM | 171798101 |
| NWE | NORTHWESTERN CORP | 281,619 | $16,016 | 0.4% | $38.33 | 0.0% | COM NEW | 668074305 |
| VALE | VALE S A | 2,080,784 | $15,856 | 0.4% | $6.26 | — | ADR | 91912E105 |
| LNG | CHENIERE ENERGY INC | 370,645 | $15,356 | 0.3% | $41.36 | -2.4% | COM NEW | 16411R208 |
| CTRA | CABOT OIL & GAS CORP | 649,600 | $15,175 | 0.3% | $16.40 | 0.0% | COM | 127097103 |
| DOV | DOVER CORP | 202,410 | $15,166 | 0.3% | $48.13 | +3.4% | COM | 260003108 |
| AWK | AMERICAN WTR WKS CO INC NEW | 205,817 | $14,893 | 0.3% | $65.21 | -6.8% | COM | 030420103 |
| — | MONSANTO CO NEW | 138,728 | $14,596 | 0.3% | $105.21 | — | COM | 61166W101 |
| — | NATIONAL GRID PLC | 250,000 | $14,583 | 0.3% | $58.33 | — | SPON ADR NEW | 636274300 |
| — | GASLOG PARTNERS LP | 661,123 | $13,586 | 0.3% | $20.14 | — | UNIT LTD PTNRP | Y2687W108 |
| — | ARCH COAL INC | 168,427 | $13,146 | 0.3% | $78.05 | — | CL A | 039380407 |
| — | ECHO GLOBAL LOGISTICS INC | 520,163 | $13,030 | 0.3% | $25.05 | — | COM | 27875T101 |
| SR | SPIRE INC | 201,106 | $12,981 | 0.3% | $70.69 | — | COM | 84857L101 |
| F | FORD MTR CO DEL | 1,016,100 | $12,325 | 0.3% | $7.47 | 0.0% | COM PAR $0.01 | 345370860 |
| NRG | NRG ENERGY INC | 1,000,000 | $12,260 | 0.3% | $10.03 | -5.6% | COM NEW | 629377508 |
| — | WGL HLDGS INC | 160,000 | $12,205 | 0.3% | $62.70 | — | COM | 92924F106 |
| UGI | UGI CORP NEW | 263,049 | $12,121 | 0.3% | $44.77 | 0.0% | COM | 902681105 |
| SEE | SEALED AIR CORP NEW | 238,190 | $10,800 | 0.2% | $39.16 | 0.0% | COM | 81211K100 |
| — | NRG YIELD INC | 689,219 | $10,586 | 0.2% | $14.57 | — | CL A NEW | 62942X306 |
| — | FERRO CORP | 738,575 | $10,584 | 0.2% | $13.53 | — | COM | 315405100 |
| EXC | EXELON CORP | 297,900 | $10,572 | 0.2% | $17.24 | 0.0% | COM | 30161N101 |
| PPG | PPG INDS INC | 104,256 | $9,879 | 0.2% | $80.65 | 0.0% | COM | 693506107 |
| — | CLIFFS NAT RES INC | 1,135,216 | $9,547 | 0.2% | $3.61 | — | COM | 18683K101 |
| BTE | BAYTEX ENERGY CORP | 1,800,000 | $8,784 | 0.2% | $4.14 | 0.0% | COM | 07317Q105 |
| HE | HAWAIIAN ELEC INDUSTRIES | 239,737 | $7,928 | 0.2% | $30.73 | -0.8% | COM | 419870100 |
| HUN | HUNTSMAN CORP | 400,000 | $7,632 | 0.2% | $11.85 | +53.2% | Call | 447011107 |
| — | DIAMOND OFFSHORE DRILLING IN | 396,500 | $7,018 | 0.2% | $17.69 | — | COM | 25271C102 |
| — | TEEKAY OFFSHORE PARTNERS L P | 1,346,494 | $6,813 | 0.2% | $5.66 | — | PARTNERSHIP UN | Y8565J101 |
| DQ | DAQO NEW ENERGY CORP | 344,936 | $6,657 | 0.1% | $22.32 | — | SPNSRD ADR NEW | 23703Q203 |
| PEG | PUBLIC SVC ENTERPRISE GROUP | 151,000 | $6,626 | 0.1% | $32.52 | -6.4% | COM | 744573106 |
| FE | FIRSTENERGY CORP | 212,500 | $6,581 | 0.1% | $21.92 | +0.0% | Put | 337932107 |
| WLK | WESTLAKE CHEM CORP | 111,000 | $6,215 | 0.1% | $47.64 | 0.0% | COM | 960413102 |
| HASI | HANNON ARMSTRONG SUST INFR C | 293,563 | $5,575 | 0.1% | $12.78 | 0.0% | COM | 41068X100 |
| — | GCP APPLIED TECHNOLOGIES INC | 187,643 | $5,019 | 0.1% | $19.94 | — | COM | 36164Y101 |
| EMN | EASTMAN CHEM CO | 65,760 | $4,946 | 0.1% | $53.55 | -0.4% | COM | 277432100 |
| — | WILDHORSE RESOURCE DEV CORP | 337,700 | $4,930 | 0.1% | $14.60 | — | COM | 96812T102 |
| CE | CELANESE CORP DEL | 62,413 | $4,914 | 0.1% | $51.83 | +21.8% | COM SER A | 150870103 |
| OGE | OGE ENERGY CORP | 144,717 | $4,841 | 0.1% | $30.14 | +4.7% | COM | 670837103 |
| HUN | HUNTSMAN CORP | 252,784 | $4,823 | 0.1% | $11.85 | +53.2% | COM | 447011107 |
| FLS | FLOWSERVE CORP | 100,000 | $4,805 | 0.1% | $39.24 | -2.0% | Call | 34354P105 |
| — | CLOUD PEAK ENERGY INC | 856,169 | $4,803 | 0.1% | $5.61 | — | COM | 18911Q102 |
| SEE | SEALED AIR CORP NEW | 100,000 | $4,534 | 0.1% | $39.16 | 0.0% | Call | 81211K100 |
| XLE | SELECT SECTOR SPDR TR | 60,000 | $4,519 | 0.1% | $73.65 | — | SBI INT-ENERGY | 81369Y506 |
| SM | SM ENERGY CO | 125,000 | $4,310 | 0.1% | $32.31 | 0.0% | COM | 78454L100 |
| XIFR | NEXTERA ENERGY PARTNERS LP | 165,146 | $4,218 | 0.1% | $26.13 | 0.0% | COM UNIT PART IN | 65341B106 |
| — | ATWOOD OCEANICS INC | 293,800 | $3,858 | 0.1% | $13.13 | — | COM | 050095108 |
| RIG | TRANSOCEAN LTD | 245,268 | $3,615 | 0.1% | $10.57 | +12.1% | REG SHS | H8817H100 |
| KMT | KENNAMETAL INC | 111,800 | $3,495 | 0.1% | $21.68 | +13.1% | Put | 489170100 |
| — | GRACE W R & CO DEL NEW | 50,000 | $3,382 | 0.1% | $70.30 | — | Call | 38388F108 |
| — | RSP PERMIAN INC | 75,075 | $3,350 | 0.1% | $44.62 | — | COM | 74978Q105 |
| — | NOBLE CORP PLC | 550,600 | $3,260 | 0.1% | $6.43 | — | SHS USD | G65431101 |
| — | KANSAS CITY SOUTHERN | 38,000 | $3,224 | 0.1% | $84.84 | — | COM NEW | 485170302 |
| — | SYNERGY RES CORP | 354,800 | $3,161 | 0.1% | $8.91 | — | COM | 87164P103 |
| LII | LENNOX INTL INC | 20,000 | $3,063 | 0.1% | $136.91 | 0.0% | COM | 526107107 |
| — | PARSLEY ENERGY INC | 70,000 | $2,467 | 0.1% | $35.24 | — | CL A | 701877102 |
| AZREF | AZURE PWR GLOBAL LTD | 144,200 | $2,451 | 0.1% | $16.77 | 0.0% | SHS | V0393H103 |
| PCAR | PACCAR INC | 38,000 | $2,428 | 0.1% | $28.43 | 0.0% | COM | 693718108 |
| FSLR | FIRST SOLAR INC | 72,550 | $2,328 | 0.1% | $35.10 | 0.0% | COM | 336433107 |
| — | CVR REFNG LP | 220,000 | $2,288 | 0.1% | — | — | Put | 12663P107 |
| VVV | VALVOLINE INC | 97,088 | $2,087 | 0.0% | $23.60 | -10.2% | COM | 92047W101 |
| — | BUNGE LIMITED | 28,641 | $2,069 | 0.0% | $59.23 | — | COM | G16962105 |
| — | ROADRUNNER TRNSN SVCS HLDG I | 199,021 | $2,068 | 0.0% | $9.43 | — | COM | 76973Q105 |
| FLS | FLOWSERVE CORP | 43,000 | $2,066 | 0.0% | $39.24 | -2.0% | COM | 34354P105 |
| MEOH | METHANEX CORP | 43,529 | $1,907 | 0.0% | $31.94 | +25.1% | COM | 59151K108 |
| — | VERSUM MATLS INC | 51,414 | $1,443 | 0.0% | $28.07 | — | COM | 92532W103 |
| MEOH | METHANEX CORP | 25,000 | $1,095 | 0.0% | $31.94 | +25.1% | Call | 59151K108 |
| — | PENN WEST PETE LTD NEW | 600,200 | $1,062 | 0.0% | $1.77 | — | COM | 707887105 |
| HRL | HORMEL FOODS CORP | 29,000 | $1,009 | 0.0% | $29.45 | -2.5% | COM | 440452100 |
| — | AGRIUM INC | 10,000 | $1,006 | 0.0% | $100.60 | — | COM | 008916108 |
| — | AVANGRID INC | 26,082 | $988 | 0.0% | $41.68 | — | COM | 05351W103 |
| — | TRINA SOLAR LIMITED | 100,000 | $930 | 0.0% | $9.30 | — | SPON ADR | 89628E104 |
| CF | CF INDS HLDGS INC | 29,500 | $929 | 0.0% | $18.89 | +11.7% | COM | 125269100 |
| PPC | PILGRIMS PRIDE CORP NEW | 40,000 | $760 | 0.0% | $19.53 | 0.0% | COM | 72147K108 |
| ASIX | ADVANSIX INC | 24,628 | $545 | 0.0% | $16.41 | 0.0% | COM | 00773T101 |
| BKH | BLACK HILLS CORP | 6,567 | $403 | 0.0% | $43.19 | -1.3% | COM | 092113109 |
| — | WESTERN REFNG INC | 7,244 | $274 | 0.0% | $39.19 | — | COM | 959319104 |