CIK: 0001590228 · Show all filings
Period: Q1 2017 (← Previous) (Next →)
Filing Date: May 15, 2017
Total Value ($000): $2,059,501 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF TRUST | 470,000 | $110,798 | 5.4% | $223.53 | — | Put | 78462F103 |
| IWM | ISHARES RUSSELL 2000 | 715,000 | $98,298 | 4.8% | — | — | Put | 464287655 |
| SHW | SHERWIN-WILLIAMS CO/THE | 211,243 | $65,525 | 3.2% | $85.29 | +9.0% | COM | 824348106 |
| DLTR | DOLLAR TREE INC | 760,426 | $59,663 | 2.9% | $82.68 | -7.0% | COM | 256746108 |
| DOV | DOVER CORP | 648,500 | $52,107 | 2.5% | $54.47 | +1.4% | COM | 260003108 |
| MCD | MCDONALD'S CORP | 400,391 | $51,895 | 2.5% | $98.90 | +2.8% | COM | 580135101 |
| FDX | FEDEX CORP | 225,279 | $43,963 | 2.1% | $165.14 | 0.0% | COM | 31428X106 |
| — | SWIFT TRANSPORTATION CO | 2,101,144 | $43,157 | 2.1% | $20.54 | — | COM | 87074U101 |
| HD | HOME DEPOT INC | 250,000 | $36,708 | 1.8% | — | — | Put | 437076102 |
| KR | KROGER CO | 1,180,649 | $34,817 | 1.7% | $26.87 | -1.3% | COM | 501044101 |
| HST | HOST HOTELS & RESORTS INC | 1,800,000 | $33,588 | 1.6% | $12.94 | 0.0% | COM | 44107P104 |
| MAR | MARRIOTT INTERNATIONAL-CL A | 350,000 | $32,963 | 1.6% | $80.37 | 0.0% | COM | 571903202 |
| LOW | LOWE'S COS INC | 360,000 | $29,596 | 1.4% | $65.00 | 0.0% | COM | 548661107 |
| RCL | ROYAL CARIBBEAN CRUISES LTD | 300,876 | $29,519 | 1.4% | $69.51 | +22.7% | COM | V7780T103 |
| ULTA | ULTA SALON COSMETICS & FRAGR | 100,000 | $28,523 | 1.4% | — | — | Put | 90384S303 |
| AXP | AMERICAN EXPRESS CO | 351,373 | $27,797 | 1.3% | $59.49 | +16.3% | COM | 025816109 |
| — | TUPPERWARE BRANDS CORP | 400,704 | $25,132 | 1.2% | $62.72 | — | COM | 899896104 |
| LOW | LOWE'S COS INC | 300,000 | $24,663 | 1.2% | $65.00 | 0.0% | Call | 548661107 |
| PVH | PVH CORP | 215,674 | $22,316 | 1.1% | $86.19 | +6.0% | COM | 693656100 |
| AME | AMETEK INC | 410,310 | $22,190 | 1.1% | $44.59 | +11.5% | COM | 031100100 |
| GAP | GAP INC/THE | 901,656 | $21,901 | 1.1% | $17.48 | 0.0% | COM | 364760108 |
| THO | THOR INDUSTRIES INC | 215,747 | $20,740 | 1.0% | $86.83 | 0.0% | COM | 885160101 |
| AAP | ADVANCE AUTO PARTS INC | 135,730 | $20,123 | 1.0% | $138.81 | +1.5% | COM | 00751Y106 |
| — | SPIRIT AIRLINES INC | 377,699 | $20,044 | 1.0% | $42.52 | — | COM | 848577102 |
| DE | DEERE & CO | 183,551 | $19,981 | 1.0% | $94.37 | 0.0% | COM | 244199105 |
| BIGGQ | BIG LOTS INC | 408,310 | $19,877 | 1.0% | $39.76 | 0.0% | COM | 089302103 |
| AMP | AMERIPRISE FINANCIAL INC | 146,976 | $19,060 | 0.9% | $83.18 | +24.8% | COM | 03076C106 |
| LW | LAMB WESTON HOLDINGS INC | 452,664 | $19,039 | 0.9% | $34.57 | 0.0% | COM | 513272104 |
| HON | HONEYWELL INTERNATIONAL INC | 150,000 | $18,731 | 0.9% | $87.69 | +4.8% | COM | 438516106 |
| XLF | FINANCIAL SELECT SECTOR SPDR | 775,000 | $18,391 | 0.9% | — | — | Put | 81369Y605 |
| MAS | MASCO CORP | 520,604 | $17,695 | 0.9% | $29.20 | 0.0% | COM | 574599106 |
| PFG | PRINCIPAL FINANCIAL GROUP | 271,600 | $17,141 | 0.8% | — | — | Call | 74251V102 |
| SWK | STANLEY BLACK & DECKER INC | 125,700 | $16,702 | 0.8% | $99.03 | 0.0% | COM | 854502101 |
| — | SUMMIT MATERIALS INC -CL A | 651,358 | $16,095 | 0.8% | $21.16 | — | COM | 86614U100 |
| — | FOOT LOCKER INC | 210,000 | $15,710 | 0.8% | $74.81 | — | COM | 344849104 |
| DLTR | DOLLAR TREE INC | 200,000 | $15,692 | 0.8% | $82.68 | -7.0% | Put | 256746108 |
| XLI | INDUSTRIAL SELECT SECT SPDR | 240,000 | $15,614 | 0.8% | — | — | Put | 81369Y704 |
| FTV | FORTIVE CORP | 256,827 | $15,466 | 0.8% | $32.57 | +6.2% | COM | 34959J108 |
| RF | REGIONS FINANCIAL CORP | 1,042,181 | $15,143 | 0.7% | $7.85 | +35.0% | COM | 7591EP100 |
| CTAS | CINTAS CORP | 115,325 | $14,593 | 0.7% | $27.09 | 0.0% | COM | 172908105 |
| C | CITIGROUP INC | 240,100 | $14,363 | 0.7% | $40.69 | +9.8% | COM | 172967424 |
| COF | CAPITAL ONE FINANCIAL CORP | 165,705 | $14,360 | 0.7% | $76.35 | 0.0% | COM | 14040H105 |
| — | KCG HOLDINGS INC-CL A | 748,022 | $13,337 | 0.6% | $11.97 | — | COM | 48244B100 |
| FITB | FIFTH THIRD BANCORP | 514,734 | $13,074 | 0.6% | $19.32 | 0.0% | COM | 316773100 |
| — | TD AMERITRADE HOLDING CORP | 336,303 | $13,069 | 0.6% | $41.80 | — | COM | 87236Y108 |
| PK | PARK HOTELS & RESORTS INC | 501,331 | $12,869 | 0.6% | $25.67 | — | COM | 700517105 |
| YUM | YUM! BRANDS INC | 200,000 | $12,780 | 0.6% | $55.54 | 0.0% | COM | 988498101 |
| TROW | T ROWE PRICE GROUP INC | 185,614 | $12,650 | 0.6% | $51.00 | +0.1% | COM | 74144T108 |
| FLS | FLOWSERVE CORP | 260,000 | $12,589 | 0.6% | $40.40 | 0.0% | COM | 34354P105 |
| VLY | VALLEY NATIONAL BANCORP | 1,058,084 | $12,485 | 0.6% | $11.75 | +2.1% | COM | 919794107 |
| SGI | TEMPUR-PEDIC INTERNATIONAL | 267,500 | $12,428 | 0.6% | — | — | Call | 88023U101 |
| FAST | FASTENAL CO | 241,063 | $12,415 | 0.6% | $9.44 | +5.3% | COM | 311900104 |
| WAL | WESTERN ALLIANCE BANCORP | 248,072 | $12,178 | 0.6% | $36.30 | +19.7% | COM | 957638109 |
| DKS | DICK'S SPORTING GOODS INC | 250,000 | $12,165 | 0.6% | $44.07 | -11.4% | Call | 253393102 |
| SBNY | SIGNATURE BANK | 80,952 | $12,012 | 0.6% | $125.48 | — | COM | 82669G104 |
| PNC | PNC FINANCIAL SERVICES GROUP | 99,405 | $11,952 | 0.6% | $62.94 | +45.1% | COM | 693475105 |
| PGR | PROGRESSIVE CORP | 293,224 | $11,489 | 0.6% | $26.06 | +12.5% | COM | 743315103 |
| PEP | PEPSICO INC | 100,000 | $11,186 | 0.5% | — | — | Put | 713448108 |
| LPLA | LPL FINANCIAL HOLDINGS INC | 264,003 | $10,515 | 0.5% | $37.16 | +5.8% | COM | 50212V100 |
| BYD | BOYD GAMING CORP | 475,315 | $10,462 | 0.5% | $18.03 | +5.6% | COM | 103304101 |
| — | L BRANDS INC | 220,700 | $10,395 | 0.5% | $47.10 | — | COM | 501797104 |
| LII | LENNOX INTERNATIONAL INC | 62,070 | $10,384 | 0.5% | $136.91 | +6.1% | COM | 526107107 |
| AFL | AFLAC INC | 142,891 | $10,348 | 0.5% | $28.82 | 0.0% | COM | 001055102 |
| LEN | LENNAR CORP-A | 200,910 | $10,285 | 0.5% | $41.41 | 0.0% | COM | 526057104 |
| EWBC | EAST WEST BANCORP INC | 187,359 | $9,670 | 0.5% | $28.67 | +48.8% | COM | 27579R104 |
| WCC | WESCO INTERNATIONAL INC | 137,759 | $9,581 | 0.5% | $68.14 | 0.0% | COM | 95082P105 |
| — | COACH INC | 227,576 | $9,406 | 0.5% | $41.33 | — | COM | 189754104 |
| CMI | CUMMINS INC | 61,770 | $9,340 | 0.5% | $105.31 | +11.3% | COM | 231021106 |
| — | ATHENE HOLDING LTD-CLASS A | 184,847 | $9,241 | 0.4% | $48.35 | — | COM | G0684D107 |
| CBOE | CBOE HOLDINGS INC | 113,213 | $9,178 | 0.4% | $65.93 | +5.9% | COM | 12503M108 |
| ROK | ROCKWELL AUTOMATION INC | 58,500 | $9,109 | 0.4% | $126.71 | 0.0% | COM | 773903109 |
| GAP | GAP INC/THE | 375,000 | $9,109 | 0.4% | $17.48 | 0.0% | Call | 364760108 |
| SLM | SLM CORP | 752,159 | $9,101 | 0.4% | $6.44 | +83.9% | COM | 78442P106 |
| AMG | AFFILIATED MANAGERS GROUP | 54,255 | $8,895 | 0.4% | $161.14 | -4.9% | COM | 008252108 |
| — | GREENHILL & CO INC | 290,418 | $8,509 | 0.4% | $23.23 | — | COM | 395259104 |
| — | COLFAX CORP | 213,298 | $8,374 | 0.4% | $32.37 | — | COM | 194014106 |
| CAT | CATERPILLAR INC | 90,000 | $8,348 | 0.4% | $77.69 | 0.0% | Put | 149123101 |
| — | LEGG MASON INC | 230,683 | $8,330 | 0.4% | $35.22 | — | COM | 524901105 |
| COF | CAPITAL ONE FINANCIAL CORP | 95,000 | $8,233 | 0.4% | $76.35 | 0.0% | Call | 14040H105 |
| CMA | COMERICA INC | 117,406 | $8,052 | 0.4% | $40.68 | +18.6% | COM | 200340107 |
| DKS | DICK'S SPORTING GOODS INC | 165,000 | $8,029 | 0.4% | $44.07 | -11.4% | COM | 253393102 |
| THG | HANOVER INSURANCE GROUP INC/ | 88,899 | $8,006 | 0.4% | $66.97 | +1.8% | COM | 410867105 |
| ALLY | ALLY FINANCIAL INC | 385,000 | $7,827 | 0.4% | $15.75 | +4.2% | COM | 02005N100 |
| PVH | PVH CORP | 75,000 | $7,760 | 0.4% | $86.19 | +6.0% | Call | 693656100 |
| CCL | CARNIVAL CORP | 130,000 | $7,658 | 0.4% | $50.33 | 0.0% | Call | 143658300 |
| CAT | CATERPILLAR INC | 82,171 | $7,622 | 0.4% | $77.69 | 0.0% | COM | 149123101 |
| — | FELCOR LODGING TRUST INC | 1,011,732 | $7,598 | 0.4% | $8.37 | — | COM | 31430F101 |
| CL | COLGATE-PALMOLIVE CO | 103,200 | $7,553 | 0.4% | — | — | Call | 194162103 |
| KEY | KEYCORP | 424,327 | $7,545 | 0.4% | $8.31 | +50.3% | COM | 493267108 |
| — | LAZARD LTD-CL A | 163,739 | $7,530 | 0.4% | $45.99 | — | COM | G54050102 |
| CCL | CARNIVAL CORP | 125,200 | $7,376 | 0.4% | $50.33 | 0.0% | COM | 143658300 |
| PRU | PRUDENTIAL FINANCIAL INC | 67,385 | $7,189 | 0.3% | $71.74 | 0.0% | COM | 744320102 |
| TSLA | TESLA MOTORS INC | 25,800 | $7,180 | 0.3% | — | — | Put | 88160R101 |
| C | CITIGROUP INC | 120,000 | $7,178 | 0.3% | $40.69 | +9.8% | Put | 172967424 |
| — | SYNOVUS FINANCIAL CORP | 168,660 | $6,918 | 0.3% | $41.02 | — | COM | 87161C501 |
| MGM | MGM RESORTS INTERNATIONAL | 250,000 | $6,850 | 0.3% | $21.32 | +23.0% | COM | 552953101 |
| WMS | ADVANCED DRAINAGE SYSTEMS IN | 310,371 | $6,797 | 0.3% | $20.57 | 0.0% | COM | 00790R104 |
| KR | KROGER CO | 225,000 | $6,635 | 0.3% | $26.87 | -1.3% | Call | 501044101 |
| — | SPX CORP | 272,247 | $6,602 | 0.3% | $17.14 | — | COM | 784635104 |
| NKE | NIKE INC -CL B | 115,817 | $6,454 | 0.3% | $49.27 | 0.0% | COM | 654106103 |
| SNA | SNAP-ON INC | 37,780 | $6,372 | 0.3% | $130.74 | +5.6% | COM | 833034101 |
| BEN | FRANKLIN RESOURCES INC | 148,896 | $6,274 | 0.3% | $26.15 | 0.0% | COM | 354613101 |
| MS | MORGAN STANLEY | 143,223 | $6,136 | 0.3% | $24.38 | +40.9% | COM | 617446448 |
| SCHW | SCHWAB (CHARLES) CORP | 150,000 | $6,122 | 0.3% | — | — | Call | 808513105 |
| IVZ | INVESCO LTD | 197,005 | $6,034 | 0.3% | $20.51 | +0.9% | COM | G491BT108 |
| — | WHOLE FOODS MARKET INC | 200,000 | $5,944 | 0.3% | — | — | Call | 966837106 |
| NDAQ | NASDAQ INC | 84,320 | $5,856 | 0.3% | $20.15 | 0.0% | COM | 631103108 |
| SBUX | STARBUCKS CORP | 100,000 | $5,839 | 0.3% | $46.45 | +0.7% | Call | 855244109 |
| MET | METLIFE INC | 110,437 | $5,833 | 0.3% | $34.52 | +2.3% | COM | 59156R108 |
| LVS | LAS VEGAS SANDS CORP | 100,000 | $5,707 | 0.3% | $46.83 | -5.4% | Put | 517834107 |
| PH | PARKER HANNIFIN CORP | 35,000 | $5,611 | 0.3% | — | — | Put | 701094104 |
| RUSHA | RUSH ENTERPRISES INC-CL A | 161,533 | $5,344 | 0.3% | $14.78 | 0.0% | COM | 781846209 |
| LULU | LULULEMON ATHLETICA INC | 101,429 | $5,261 | 0.3% | $60.43 | +8.9% | COM | 550021109 |
| — | J. JILL INC | 371,375 | $5,236 | 0.3% | $14.10 | — | COM | 46620W102 |
| — | J.C. PENNEY CO INC | 850,000 | $5,236 | 0.3% | $8.31 | — | COM | 708160106 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 105,000 | $5,047 | 0.2% | $39.89 | 0.0% | COM | 416515104 |
| ESNT | ESSENT GROUP LTD | 139,237 | $5,036 | 0.2% | $28.72 | +8.1% | COM | G3198U102 |
| LEA | LEAR CORP | 35,000 | $4,955 | 0.2% | $119.43 | 0.0% | COM | 521865204 |
| WSO | WATSCO INC | 33,000 | $4,725 | 0.2% | $149.72 | 0.0% | COM | 942622200 |
| ETN | EATON CORP PLC | 60,000 | $4,449 | 0.2% | — | — | Put | G29183103 |
| JPM | JPMORGAN CHASE & CO | 50,000 | $4,392 | 0.2% | — | — | Call | 46625H100 |
| KRE | SPDR S&P REGIONAL BANKING | 80,000 | $4,369 | 0.2% | $55.57 | — | Put | 78464A698 |
| — | CAESARS ENTERTAINMENT CORP | 451,928 | $4,316 | 0.2% | $9.02 | — | COM | 127686103 |
| DRI | DARDEN RESTAURANTS INC | 50,247 | $4,204 | 0.2% | $58.54 | 0.0% | COM | 237194105 |
| MGM | MGM RESORTS INTERNATIONAL | 150,000 | $4,110 | 0.2% | $21.32 | +23.0% | Call | 552953101 |
| — | XL GROUP LTD | 102,013 | $4,066 | 0.2% | $37.26 | — | COM | G98294104 |
| WSM | WILLIAMS-SONOMA INC | 75,000 | $4,022 | 0.2% | — | — | Call | 969904101 |
| VOYA | VOYA FINANCIAL INC | 100,000 | $3,796 | 0.2% | $27.18 | +32.9% | COM | 929089100 |
| OSK | OSHKOSH CORP | 55,000 | $3,772 | 0.2% | $47.29 | +26.5% | COM | 688239201 |
| BBY | BEST BUY CO INC | 75,000 | $3,686 | 0.2% | — | — | Put | 086516101 |
| CNOB | CONNECTONE BANCORP INC | 151,344 | $3,670 | 0.2% | $18.29 | +10.5% | COM | 20786W107 |
| VMC | VULCAN MATERIALS CO | 30,000 | $3,614 | 0.2% | $113.13 | 0.0% | COM | 929160109 |
| PNC | PNC FINANCIAL SERVICES GROUP | 30,000 | $3,607 | 0.2% | $62.94 | +45.1% | Put | 693475105 |
| FAST | FASTENAL CO | 70,000 | $3,605 | 0.2% | $9.44 | +5.3% | Put | 311900104 |
| — | FIRST MIDWEST BANCORP INC/IL | 149,591 | $3,542 | 0.2% | $21.52 | — | COM | 320867104 |
| ODFL | OLD DOMINION FREIGHT LINE | 40,000 | $3,423 | 0.2% | — | — | Put | 679580100 |
| — | USG CORP | 100,000 | $3,180 | 0.2% | $31.80 | — | COM | 903293405 |
| XRT | SPDR S&P RETAIL ETF | 75,000 | $3,168 | 0.2% | $42.24 | — | COM | 78464A714 |
| CHMI | CHERRY HILL MORTGAGE INVESTM | 185,000 | $3,162 | 0.2% | $17.09 | — | COM | 164651101 |
| — | AMTRUST FINANCIAL SERVICES | 171,000 | $3,157 | 0.2% | $18.46 | — | COM | 032359309 |
| EMR | EMERSON ELECTRIC CO | 50,000 | $2,993 | 0.1% | $47.93 | 0.0% | COM | 291011104 |
| HIG | HARTFORD FINANCIAL SVCS GRP | 60,000 | $2,884 | 0.1% | $39.89 | 0.0% | Put | 416515104 |
| — | SANTANDER CONSUMER USA HOLDI | 211,490 | $2,817 | 0.1% | $14.24 | — | COM | 80283M101 |
| — | J.C. PENNEY CO INC | 450,000 | $2,772 | 0.1% | $8.31 | — | Call | 708160106 |
| — | SUNTRUST BANKS INC | 50,000 | $2,765 | 0.1% | — | — | Put | 867914103 |
| — | HD SUPPLY HOLDINGS INC | 67,148 | $2,761 | 0.1% | $41.51 | — | COM | 40416M105 |
| VFC | VF CORP | 50,000 | $2,749 | 0.1% | — | — | Put | 918204108 |
| WAB | WABTEC CORP | 34,777 | $2,713 | 0.1% | $70.25 | +11.5% | COM | 929740108 |
| KMPR | KEMPER CORP | 66,216 | $2,642 | 0.1% | $40.47 | +5.6% | COM | 488401100 |
| JBTM | JOHN BEAN TECHNOLOGIES CORP | 30,000 | $2,639 | 0.1% | $62.62 | +33.8% | COM | 477839104 |
| FHI | FEDERATED INVESTORS INC-CL B | 99,983 | $2,634 | 0.1% | $18.26 | -0.5% | COM | 314211103 |
| — | IBERIABANK CORP | 32,630 | $2,581 | 0.1% | $81.23 | — | COM | 450828108 |
| USB | US BANCORP | 49,913 | $2,571 | 0.1% | $33.77 | +12.7% | COM | 902973304 |
| DAN | DANA INC | 132,702 | $2,562 | 0.1% | $11.22 | +43.2% | COM | 235825205 |
| — | MERITOR INC | 133,000 | $2,278 | 0.1% | $17.13 | — | COM | 59001K100 |
| RDN | RADIAN GROUP INC | 124,204 | $2,231 | 0.1% | $12.43 | +23.3% | COM | 750236101 |
| — | UNITED STATES OIL FUND LP | 192,339 | $2,046 | 0.1% | $10.93 | — | COM | 91232N108 |
| — | EXTENDED STAY AMERICA INC | 125,000 | $1,993 | 0.1% | $15.94 | — | COM | 30224P200 |
| GLRE | GREENLIGHT CAPITAL RE LTD-A | 84,193 | $1,861 | 0.1% | $19.93 | +13.6% | COM | G4095J109 |
| — | BANCORPSOUTH INC | 59,729 | $1,807 | 0.1% | $30.25 | — | COM | 059692103 |
| C | CITIGROUP INC | 30,000 | $1,795 | 0.1% | $40.69 | +9.8% | Call | 172967424 |
| COST | COSTCO WHOLESALE CORP | 10,000 | $1,677 | 0.1% | $142.87 | 0.0% | COM | 22160K105 |
| NTRS | NORTHERN TRUST CORP | 18,498 | $1,602 | 0.1% | $52.45 | +29.2% | COM | 665859104 |
| NTB | BANK OF NT BUTTERFIELD & SON | 50,000 | $1,596 | 0.1% | $21.61 | 0.0% | COM | G0772R208 |
| NAVI | NAVIENT CORP | 100,000 | $1,476 | 0.1% | $15.33 | 0.0% | COM | 63938C108 |
| MS | MORGAN STANLEY | 30,000 | $1,285 | 0.1% | $24.38 | +40.9% | Call | 617446448 |
| FNB | FNB CORP | 75,826 | $1,128 | 0.1% | $10.85 | 0.0% | COM | 302520101 |
| SBCF | SEACOAST BANKING CORP/FL | 43,979 | $1,055 | 0.1% | $22.92 | 0.0% | COM | 811707801 |
| — | NEW YORK COMMUNITY BANCORP | 73,193 | $1,023 | 0.0% | $13.98 | — | COM | 649445103 |
| LADR | LADDER CAPITAL CORP-REIT | 67,951 | $981 | 0.0% | $13.72 | — | COM | 505743104 |
| — | BB&T CORP | 80,000 | $92 | 0.0% | — | — | Put | 054937107 |
| WMT | WAL-MART STORES INC | 75,000 | $65 | 0.0% | — | — | Put | 931142103 |
| URI | UNITED RENTALS INC | 20,000 | $20 | 0.0% | — | — | Put | 911363109 |