| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | ISHARES | 1,958,900 | 65,310,000 | 9.96% | Call | |
| 2 | SPDR S&P 500 ETF TR | 250,000 | 55,883,000 | 8.52% | Put | |
| 3 | CATERPILLAR INC | 360,000 | 33,386,000 | 5.09% | Call | |
| 4 | CATERPILLAR INC | 360,000 | 33,386,000 | 5.09% | Put | |
| 5 | ISHARES TR | 896,600 | 31,390,000 | 4.79% | Put | |
| 6 | HALLIBURTON | 500,000 | 27,045,000 | 4.13% | Put | |
| 7 | HALLIBURTON | 500,000 | 27,045,000 | 4.13% | Call | |
| 8 | ISHARES TR | 200,000 | 23,826,000 | 3.63% | Put | |
| 9 | SPDR S&P 500 ETF TR | 100,000 | 22,353,000 | 3.41% | Call | |
| 10 | CHEVRON CORP NEW | 150,000 | 17,655,000 | 2.69% | Call | |
| 11 | CHEVRON CORP NEW | 150,000 | 17,655,000 | 2.69% | Put | |
| 12 | ELLINGTON FINANCIAL | 1,044,492 | 16,211,000 | 2.47% | ||
| 13 | CATERPILLAR INC | 81,494 | 7,558,000 | 1.15% | ||
| 14 | SPDR S&P 500 ETF TR | 32,348 | 7,231,000 | 1.10% | ||
| 15 | ISHARES TR | 200,000 | 6,942,000 | 1.06% | Put | |
| 16 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 50,789 | 4,396,000 | 0.67% | ||
| 17 | HERTZ GLOBAL HLDGS INC | 150,000 | 3,234,000 | 0.49% | Call | |
| 18 | FOREST CITY RLTY TR INC COM CL A | 98,500 | 2,053,000 | 0.31% | ||
| 19 | HALLIBURTON | 37,609 | 2,034,000 | 0.31% | ||
| 20 | F5 NETWORKS INC | 12,700 | 1,838,000 | 0.28% | ||
| 21 | HILTON | 64,600 | 1,757,000 | 0.27% | ||
| 22 | SCOTTS MIRACLE GRO CO | 17,100 | 1,634,000 | 0.25% | ||
| 23 | CHEVRON CORP NEW | 13,800 | 1,624,000 | 0.25% | ||
| 24 | CEMEX SAB DE CV | 200,500 | 1,610,000 | 0.25% | ||
| 25 | ALLSTATE CORP | 20,700 | 1,534,000 | 0.23% | ||
| 26 | VALE S A | 210,900 | 1,453,000 | 0.22% | ||
| 27 | REGENCY CENTERS | 20,700 | 1,427,000 | 0.22% | ||
| 28 | SENIOR HOUSING PROPERTIES TRUST | 75,300 | 1,425,000 | 0.22% | ||
| 29 | CONOCOPHILLIPS | 27,900 | 1,399,000 | 0.21% | ||
| 30 | BANK NEW YORK MELLON CORP | 29,200 | 1,383,000 | 0.21% | ||
| 31 | COSTAR GROUP | 7,300 | 1,376,000 | 0.21% | ||
| 32 | NRG ENERGY INC | 111,500 | 1,367,000 | 0.21% | ||
| 33 | FEDERAL REALTY INVS | 9,500 | 1,350,000 | 0.21% | ||
| 34 | ETRADE GROUP | 38,000 | 1,317,000 | 0.20% | ||
| 35 | UNILEVER N V | 31,700 | 1,302,000 | 0.20% | ||
| 36 | WELLCARE HEALTH PLANS INC COM | 9,500 | 1,302,000 | 0.20% | ||
| 37 | UNILEVER PLC | 31,800 | 1,294,000 | 0.20% | ||
| 38 | SYNCHRONY FINL | 35,300 | 1,280,000 | 0.20% | ||
| 39 | MONSTER BEVERAGE COR | 28,600 | 1,268,000 | 0.19% | ||
| 40 | NOVO-NORDISK A S | 35,100 | 1,259,000 | 0.19% | ||
| 41 | CREDICORP LTD | 7,900 | 1,247,000 | 0.19% | ||
| 42 | TOLL BROTHERS INC | 39,900 | 1,237,000 | 0.19% | ||
| 43 | SYNGENTA AG | 15,500 | 1,225,000 | 0.19% | ||
| 44 | FINISAR CORP COM NEW | 40,100 | 1,214,000 | 0.19% | ||
| 45 | STANDARD PAC CORP NEW | 35,300 | 1,201,000 | 0.18% | ||
| 46 | AIR PRODS & CHEMS INC | 8,300 | 1,194,000 | 0.18% | ||
| 47 | CHICAGO BRIDGE & IRON CO N V | 37,600 | 1,194,000 | 0.18% | ||
| 48 | SYNOPSYS INC | 19,900 | 1,171,000 | 0.18% | ||
| 49 | REALOGY HLDGS CORP | 44,500 | 1,145,000 | 0.17% | ||
| 50 | AMERICAN INTL GROUP INC | 17,500 | 1,143,000 | 0.17% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001085146-17-000789, filed 2017.02.14).
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
