CIK: 0001590228 · Show all filings
Period: Q3 2016 (← Previous) (Next →)
Filing Date: Nov 14, 2016
Total Value ($000): $1,575,872 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| IWM | ISHARES RUSSELL 2000 | 830,000 | $103,094 | 6.5% | — | — | Put | 464287655 |
| SPY | SPDR S&P 500 ETF TRUST | 360,000 | $77,868 | 4.9% | — | — | Put | 78462F103 |
| WMT | WAL-MART STORES INC | 800,892 | $57,760 | 3.7% | $20.60 | 0.0% | COM | 931142103 |
| M | MACY'S INC | 1,500,001 | $55,575 | 3.5% | $38.09 | -4.9% | COM | 55616P104 |
| JCI | JOHNSON CONTROLS INTERNATION | 1,187,433 | $55,251 | 3.5% | $33.21 | 0.0% | COM | G51502105 |
| MGM | MGM RESORTS INTERNATIONAL | 1,605,748 | $41,798 | 2.7% | $21.32 | +7.6% | COM | 552953101 |
| AMZN | AMAZON.COM INC | 45,000 | $37,679 | 2.4% | $29.00 | +32.0% | COM | 023135106 |
| — | SPIRIT AIRLINES INC | 885,800 | $37,673 | 2.4% | $42.52 | — | COM | 848577102 |
| HD | HOME DEPOT INC | 291,159 | $37,466 | 2.4% | $102.23 | +4.0% | COM | 437076102 |
| JBLU | JETBLUE AIRWAYS CORP | 1,889,757 | $32,579 | 2.1% | $17.09 | 0.0% | COM | 477143101 |
| LUV | SOUTHWEST AIRLINES CO | 755,251 | $29,372 | 1.9% | $33.98 | 0.0% | COM | 844741108 |
| GOOGL | ALPHABET INC-CL A | 35,263 | $28,354 | 1.8% | $36.54 | +6.2% | COM | 02079K305 |
| PVH | PVH CORP | 255,018 | $28,179 | 1.8% | $83.00 | +22.9% | COM | 693656100 |
| — | KANSAS CITY SOUTHERN | 265,200 | $24,748 | 1.6% | $88.79 | — | COM | 485170302 |
| SBUX | STARBUCKS CORP | 450,081 | $24,367 | 1.5% | $46.45 | -1.3% | COM | 855244109 |
| BURL | BURLINGTON STORES INC | 275,257 | $22,301 | 1.4% | $58.71 | +31.7% | COM | 122017106 |
| EWBC | EAST WEST BANCORP INC | 578,729 | $21,245 | 1.3% | $28.67 | -1.1% | COM | 27579R104 |
| — | LEGG MASON INC | 613,391 | $20,536 | 1.3% | $34.49 | — | COM | 524901105 |
| DLTR | DOLLAR TREE INC | 250,000 | $19,733 | 1.3% | $89.98 | 0.0% | COM | 256746108 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 251,751 | $18,869 | 1.2% | $68.63 | -7.7% | COM | V7780T103 |
| M | MACY'S INC | 507,900 | $18,818 | 1.2% | $38.09 | -4.9% | Call | 55616P104 |
| TJX | TJX COMPANIES INC | 250,212 | $18,711 | 1.2% | $33.34 | +2.8% | COM | 872540109 |
| AAP | ADVANCE AUTO PARTS INC | 125,000 | $18,640 | 1.2% | $140.05 | 0.0% | COM | 00751Y106 |
| ROK | ROCKWELL AUTOMATION INC | 150,000 | $18,351 | 1.2% | — | — | Call | 773903109 |
| ITW | ILLINOIS TOOL WORKS | 150,000 | $17,976 | 1.1% | $92.87 | 0.0% | COM | 452308109 |
| AMP | AMERIPRISE FINANCIAL INC | 178,784 | $17,837 | 1.1% | $81.36 | -1.6% | COM | 03076C106 |
| LOW | LOWE'S COS INC | 229,031 | $16,538 | 1.0% | $65.42 | 0.0% | COM | 548661107 |
| AXP | AMERICAN EXPRESS CO | 240,000 | $15,370 | 1.0% | $56.32 | 0.0% | COM | 025816109 |
| HAS | HASBRO INC | 189,951 | $15,069 | 1.0% | $59.17 | 0.0% | COM | 418056107 |
| AXP | AMERICAN EXPRESS CO | 235,000 | $15,049 | 1.0% | $56.32 | 0.0% | Call | 025816109 |
| KEY | KEYCORP | 1,233,274 | $15,009 | 1.0% | $8.31 | -2.6% | COM | 493267108 |
| SBNY | SIGNATURE BANK | 120,706 | $14,298 | 0.9% | $121.99 | — | COM | 82669G104 |
| WYNN | WYNN RESORTS LTD | 145,000 | $14,126 | 0.9% | $87.18 | 0.0% | COM | 983134107 |
| SLM | SLM CORP | 1,866,653 | $13,944 | 0.9% | $6.44 | +11.6% | COM | 78442P106 |
| SBUX | STARBUCKS CORP | 250,000 | $13,535 | 0.9% | $46.45 | -1.3% | Call | 855244109 |
| IVZ | INVESCO LTD | 429,046 | $13,416 | 0.9% | $20.08 | -4.9% | COM | G491BT108 |
| AMG | AFFILIATED MANAGERS GROUP | 92,496 | $13,384 | 0.8% | $161.14 | -14.0% | COM | 008252108 |
| — | BATS GLOBAL MARKETS INC | 432,804 | $13,040 | 0.8% | $25.69 | — | COM | 05491G109 |
| — | KCG HOLDINGS INC-CL A | 835,575 | $12,976 | 0.8% | $11.94 | — | COM | 48244B100 |
| VFC | VF CORP | 228,647 | $12,816 | 0.8% | $57.74 | 0.0% | COM | 918204108 |
| RF | REGIONS FINANCIAL CORP | 1,292,977 | $12,762 | 0.8% | $6.26 | +6.2% | COM | 7591EP100 |
| — | DISCOVER FINANCIAL SERVICES | 220,000 | $12,441 | 0.8% | $56.55 | — | COM | 254709108 |
| PNC | PNC FINANCIAL SERVICES GROUP | 134,940 | $12,157 | 0.8% | $62.38 | +1.5% | COM | 693475105 |
| NFLX | NETFLIX INC | 120,000 | $11,826 | 0.8% | — | — | Call | 64110L106 |
| CSX | CSX CORP | 370,000 | $11,285 | 0.7% | $7.65 | +8.4% | COM | 126408103 |
| SPY | SPDR S&P 500 ETF TRUST | 50,000 | $10,815 | 0.7% | — | — | Call | 78462F103 |
| — | SPIRIT AIRLINES INC | 250,000 | $10,633 | 0.7% | $42.52 | — | Call | 848577102 |
| WYNN | WYNN RESORTS LTD | 100,000 | $9,742 | 0.6% | $87.18 | 0.0% | Call | 983134107 |
| — | PANERA BREAD COMPANY-CLASS A | 50,000 | $9,736 | 0.6% | $194.72 | — | COM | 69840W108 |
| SWK | STANLEY BLACK & DECKER INC | 78,365 | $9,637 | 0.6% | $75.11 | +25.6% | COM | 854502101 |
| AME | AMETEK INC | 189,882 | $9,073 | 0.6% | $44.72 | 0.0% | COM | 031100100 |
| KR | KROGER CO | 300,769 | $8,927 | 0.6% | $27.40 | 0.0% | COM | 501044101 |
| CBOE | CBOE HOLDINGS INC | 132,000 | $8,560 | 0.5% | $58.12 | +4.0% | COM | 12503M108 |
| LULU | LULULEMON ATHLETICA INC | 140,379 | $8,560 | 0.5% | $66.33 | +11.3% | COM | 550021109 |
| — | TIFFANY & CO | 110,000 | $7,989 | 0.5% | — | — | Put | 886547108 |
| BYD | BOYD GAMING CORP | 402,400 | $7,959 | 0.5% | $18.02 | 0.0% | COM | 103304101 |
| WAB | WABTEC CORP | 94,689 | $7,731 | 0.5% | $70.25 | -1.1% | COM | 929740108 |
| — | GREENHILL & CO INC | 315,754 | $7,442 | 0.5% | $22.62 | — | COM | 395259104 |
| MHK | MOHAWK INDUSTRIES INC | 37,011 | $7,415 | 0.5% | $197.57 | +4.0% | COM | 608190104 |
| — | TIFFANY & CO | 100,000 | $7,263 | 0.5% | — | — | Call | 886547108 |
| — | SUMMIT MATERIALS INC -CL A | 378,510 | $7,021 | 0.4% | $19.09 | — | COM | 86614U100 |
| NTRS | NORTHERN TRUST CORP | 99,000 | $6,731 | 0.4% | $52.45 | 0.0% | COM | 665859104 |
| CAT | CATERPILLAR INC | 75,000 | $6,658 | 0.4% | $58.53 | +12.8% | COM | 149123101 |
| CSL | CARLISLE COS INC | 61,061 | $6,263 | 0.4% | $92.70 | 0.0% | COM | 142339100 |
| IWM | ISHARES RUSSELL 2000 | 50,000 | $6,211 | 0.4% | — | — | Call | 464287655 |
| AFL | AFLAC INC | 86,070 | $6,186 | 0.4% | $26.55 | +10.1% | COM | 001055102 |
| — | SANTANDER CONSUMER USA HOLDI | 505,243 | $6,144 | 0.4% | $14.24 | — | COM | 80283M101 |
| — | COLFAX CORP | 187,621 | $5,897 | 0.4% | $31.43 | — | COM | 194014106 |
| — | SVB FINANCIAL GROUP | 53,014 | $5,860 | 0.4% | $106.59 | — | COM | 78486Q101 |
| — | HILTON WORLDWIDE HOLDINGS IN | 251,900 | $5,776 | 0.4% | — | — | Call | 43300A104 |
| AIZ | ASSURANT INC | 62,163 | $5,735 | 0.4% | $64.47 | +12.8% | COM | 04621X108 |
| — | WABCO HOLDINGS INC | 50,332 | $5,714 | 0.4% | $113.53 | — | COM | 92927K102 |
| ALLE | ALLEGION PLC | 81,348 | $5,606 | 0.4% | $60.21 | +4.9% | COM | G0176J109 |
| — | SPX CORP | 274,794 | $5,534 | 0.4% | $16.17 | — | COM | 784635104 |
| HBAN | HUNTINGTON BANCSHARES INC | 545,000 | $5,374 | 0.3% | $6.42 | 0.0% | COM | 446150104 |
| — | SYNCHRONOSS TECHNOLOGIES INC | 125,940 | $5,186 | 0.3% | $41.18 | — | COM | 87157B103 |
| VOYA | VOYA FINANCIAL INC | 172,813 | $4,980 | 0.3% | $27.18 | -9.9% | COM | 929089100 |
| BAC | BANK OF AMERICA CORP | 315,167 | $4,932 | 0.3% | $12.44 | -3.0% | COM | 060505104 |
| PNR | PENTAIR PLC | 76,279 | $4,900 | 0.3% | $31.03 | +17.0% | COM | G7S00T104 |
| — | FELCOR LODGING TRUST INC | 761,529 | $4,897 | 0.3% | $8.54 | — | COM | 31430F101 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 111,123 | $4,758 | 0.3% | $34.16 | 0.0% | COM | 416515104 |
| WAL | WESTERN ALLIANCE BANCORP | 123,418 | $4,633 | 0.3% | $26.85 | +14.9% | COM | 957638109 |
| CMA | COMERICA INC | 94,771 | $4,485 | 0.3% | $30.10 | +3.3% | COM | 200340107 |
| UAL | UNITED CONTINENTAL HOLDINGS | 84,187 | $4,417 | 0.3% | $47.32 | +1.7% | COM | 910047109 |
| CRI | CARTER'S INC | 50,894 | $4,413 | 0.3% | $73.68 | +5.4% | COM | 146229109 |
| GM | GENERAL MOTORS CO | 138,167 | $4,390 | 0.3% | $26.71 | -3.2% | COM | 37045V100 |
| WMT | WAL-MART STORES INC | 60,400 | $4,356 | 0.3% | $20.60 | 0.0% | Call | 931142103 |
| FITB | FIFTH THIRD BANCORP | 210,000 | $4,297 | 0.3% | $13.84 | 0.0% | COM | 316773100 |
| MS | MORGAN STANLEY | 131,976 | $4,231 | 0.3% | $22.60 | +1.1% | COM | 617446448 |
| — | GMS INC | 182,733 | $4,062 | 0.3% | $22.25 | — | COM | 36251C103 |
| UCB | UNITED COMMUNITY BANKS/GA | 188,499 | $3,962 | 0.3% | $19.78 | +0.3% | COM | 90984P303 |
| DLTR | DOLLAR TREE INC | 50,000 | $3,947 | 0.3% | $89.98 | 0.0% | Call | 256746108 |
| OSK | OSHKOSH CORP | 70,000 | $3,920 | 0.2% | $45.53 | 0.0% | COM | 688239201 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 50,000 | $3,748 | 0.2% | $68.63 | -7.7% | Call | V7780T103 |
| — | XL GROUP LTD | 110,899 | $3,730 | 0.2% | $33.63 | — | COM | G98290102 |
| AAL | AMERICAN AIRLINES GROUP INC | 100,300 | $3,672 | 0.2% | $32.44 | +4.8% | Put | 02376R102 |
| — | COACH INC | 100,000 | $3,656 | 0.2% | $36.21 | — | Call | 189754104 |
| LOW | LOWE'S COS INC | 50,000 | $3,611 | 0.2% | $65.42 | 0.0% | Call | 548661107 |
| AIG | AMERICAN INTERNATIONAL GROUP | 60,674 | $3,600 | 0.2% | $43.65 | +3.2% | COM | 026874784 |
| SYF | SYNCHRONY FINANCIAL | 126,949 | $3,555 | 0.2% | $23.73 | -7.4% | COM | 87165B103 |
| — | COACH INC | 96,499 | $3,528 | 0.2% | $36.21 | — | COM | 189754104 |
| WSO | WATSCO INC | 25,000 | $3,523 | 0.2% | $143.26 | 0.0% | COM | 942622200 |
| AER | AERCAP HOLDINGS NV | 90,000 | $3,464 | 0.2% | $37.14 | 0.0% | COM | N00985106 |
| DAN | DANA INC | 216,348 | $3,373 | 0.2% | $11.22 | 0.0% | COM | 235825205 |
| FTV | FORTIVE CORP | 64,500 | $3,283 | 0.2% | $30.87 | 0.0% | COM | 34959J108 |
| ITT | ITT INC | 91,500 | $3,279 | 0.2% | $34.17 | 0.0% | COM | 45073V108 |
| — | GNC HOLDINGS INC-CL A | 151,107 | $3,086 | 0.2% | $30.23 | — | COM | 36191G107 |
| — | SUNTRUST BANKS INC | 70,000 | $3,066 | 0.2% | $39.70 | — | COM | 867914103 |
| — | ENDURANCE SPECIALTY HOLDINGS | 46,584 | $3,049 | 0.2% | $65.45 | — | COM | g30397106 |
| ALLY | ALLY FINANCIAL INC | 150,045 | $2,921 | 0.2% | $13.20 | +7.9% | COM | 02005N100 |
| AXP | AMERICAN EXPRESS CO | 45,000 | $2,882 | 0.2% | $56.32 | 0.0% | Put | 025816109 |
| HON | HONEYWELL INTERNATIONAL INC | 24,653 | $2,874 | 0.2% | $75.95 | +13.3% | COM | 438516106 |
| C | CITIGROUP INC | 60,000 | $2,834 | 0.2% | — | — | Put | 172967424 |
| ZION | ZIONS BANCORPORATION | 86,767 | $2,692 | 0.2% | $26.88 | +5.7% | COM | 989701107 |
| — | BEACON ROOFING SUPPLY INC | 60,000 | $2,524 | 0.2% | $41.66 | — | COM | 073685109 |
| NSC | NORFOLK SOUTHERN CORP | 26,000 | $2,524 | 0.2% | $75.16 | 0.0% | COM | 655844108 |
| AMP | AMERIPRISE FINANCIAL INC | 25,000 | $2,494 | 0.2% | $81.36 | -1.6% | Call | 03076C106 |
| RGA | REINSURANCE GROUP OF AMERICA | 23,000 | $2,483 | 0.2% | $102.08 | 0.0% | COM | 759351604 |
| ESNT | ESSENT GROUP LTD | 88,055 | $2,343 | 0.1% | $17.32 | +30.9% | COM | G3198U102 |
| VRTS | VIRTUS INVESTMENT PARTNERS | 23,758 | $2,325 | 0.1% | $67.13 | 0.0% | COM | 92828Q109 |
| CSX | CSX CORP | 75,000 | $2,288 | 0.1% | $7.65 | +8.4% | Call | 126408103 |
| KR | KROGER CO | 75,600 | $2,244 | 0.1% | $27.40 | 0.0% | Call | 501044101 |
| — | UNITED STATES OIL FUND LP | 200,000 | $2,186 | 0.1% | $10.93 | — | Call | 91232N108 |
| — | ANWORTH MORTGAGE ASSET CORP | 429,435 | $2,113 | 0.1% | $4.72 | — | COM | 037347101 |
| — | AMTRUST FINANCIAL SERVICES | 78,531 | $2,107 | 0.1% | $24.50 | — | COM | 032359309 |
| UAL | UNITED CONTINENTAL HOLDINGS | 40,000 | $2,099 | 0.1% | $47.32 | +1.7% | Call | 910047109 |
| — | NORDSTROM INC | 40,300 | $2,091 | 0.1% | — | — | Put | 655664100 |
| — | LAZARD LTD-CL A | 55,678 | $2,024 | 0.1% | $38.94 | — | COM | G54050102 |
| GLRE | GREENLIGHT CAPITAL RE LTD-A | 98,402 | $2,011 | 0.1% | $19.93 | +2.5% | COM | G4095J109 |
| FDS | FACTSET RESEARCH SYSTEMS INC | 12,000 | $1,945 | 0.1% | $156.47 | 0.0% | COM | 303075105 |
| — | SUMMIT MATERIALS INC -CL A | 100,300 | $1,861 | 0.1% | $19.09 | — | Call | 86614U100 |
| WTW | WILLIS TOWERS WATSON PLC | 14,000 | $1,859 | 0.1% | $109.08 | 0.0% | COM | G96629103 |
| AIG | AMERICAN INTERNATIONAL GROUP | 30,000 | $1,780 | 0.1% | $43.65 | +3.2% | Call | 026874784 |
| — | UNITED STATES OIL FUND LP | 150,700 | $1,647 | 0.1% | $10.93 | — | COM | 91232N108 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 21,705 | $1,531 | 0.1% | $56.24 | +14.7% | COM | 477839104 |
| BK | BANK OF NEW YORK MELLON CORP | 36,348 | $1,450 | 0.1% | $28.85 | +8.5% | COM | 064058100 |
| — | EXTENDED STAY AMERICA INC | 100,000 | $1,420 | 0.1% | $14.20 | — | COM | 30224P200 |
| — | FLAGSTAR BANCORP INC | 51,123 | $1,419 | 0.1% | $27.76 | — | COM | 337930705 |
| LNC | LINCOLN NATIONAL CORP | 29,216 | $1,373 | 0.1% | $31.11 | 0.0% | COM | 534187109 |
| EMR | EMERSON ELECTRIC CO | 25,000 | $1,363 | 0.1% | — | — | Call | 291011104 |
| — | FIRST MIDWEST BANCORP INC/IL | 67,691 | $1,310 | 0.1% | $18.15 | — | COM | 320867104 |
| JCI | JOHNSON CONTROLS INTERNATION | 25,000 | $1,163 | 0.1% | $33.21 | 0.0% | Call | G51502105 |
| — | HEADWATERS INC | 61,951 | $1,048 | 0.1% | $16.92 | — | COM | 42210P102 |
| SFM | SPROUTS FARMERS MARKET INC | 50,000 | $1,033 | 0.1% | — | — | Put | 85208M102 |
| — | HD SUPPLY HOLDINGS INC | 30,000 | $959 | 0.1% | $31.97 | — | COM | 40416M105 |
| MTG | MGIC INVESTMENT CORP | 112,420 | $899 | 0.1% | $6.81 | +9.2% | COM | 552848103 |
| GM | GENERAL MOTORS CO | 20,000 | $635 | 0.0% | $26.71 | -3.2% | Call | 37045V100 |
| BIGGQ | BIG LOTS INC | 12,397 | $592 | 0.0% | $36.94 | +8.3% | COM | 089302103 |
| VIRT | VIRTU FINANCIAL INC-CLASS A | 35,000 | $524 | 0.0% | $16.85 | 0.0% | COM | 928254101 |