| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 952,500 | 196,072,000 | 6.40% | Put | |
| 2 | FIRSTENERGY CORP | 5,163,182 | 168,062,000 | 5.48% | ||
| 3 | DOMINION ENERGY INC | 1,810,726 | 121,083,000 | 3.95% | ||
| 4 | DUKE ENERGY CORP NEW | 1,676,841 | 118,419,000 | 3.86% | ||
| 5 | DYNEGY INCORPORATED NEW DEL | 3,999,077 | 116,974,000 | 3.82% | ||
| 6 | NEXTERA ENERGY INC | 1,021,043 | 100,093,000 | 3.27% | ||
| 7 | CALPINE CORP | 5,212,100 | 93,766,000 | 3.06% | ||
| 8 | SPDR S&P 500 ETF TR | 454,000 | 93,456,000 | 3.05% | Call | |
| 9 | PPL CORP | 2,923,100 | 86,144,000 | 2.81% | ||
| 10 | NRG ENERGY INC | 3,531,903 | 80,810,000 | 2.64% | ||
| 11 | AMEREN CORP | 2,074,846 | 78,180,000 | 2.55% | ||
| 12 | UNITED PARCEL SERVICE INC | 699,000 | 67,740,000 | 2.21% | ||
| 13 | EXELON CORP | 2,120,558 | 66,628,000 | 2.17% | ||
| 14 | HONEYWELL INTL INC | 650,000 | 66,281,000 | 2.16% | Call | |
| 15 | PG&E CORP | 1,182,011 | 58,037,000 | 1.89% | ||
| 16 | SUNEDISON INC | 1,740,695 | 52,064,000 | 1.70% | ||
| 17 | PIEDMONT NATURAL GAS | 990,788 | 51,580,000 | 1.68% | ||
| 18 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 560,000 | 49,728,000 | 1.62% | Put | |
| 19 | STEEL DYNAMICS INC | 2,307,640 | 47,803,000 | 1.56% | ||
| 20 | TECK RESOURCES LTD | 4,751,709 | 47,089,000 | 1.54% | ||
| 21 | ATMOS ENERGY CORP | 882,916 | 45,276,000 | 1.48% | ||
| 22 | MARATHON PETE CORP | 805,578 | 42,140,000 | 1.37% | ||
| 23 | TRANSCANADA CORP | 987,000 | 40,092,000 | 1.31% | ||
| 24 | Ashland Inc New | 328,658 | 40,063,000 | 1.31% | ||
| 25 | TERRAFORM POWER | 1,049,694 | 39,868,000 | 1.30% | ||
| 26 | CANADIAN PAC RY LTD | 247,920 | 39,724,000 | 1.30% | ||
| 27 | NORFOLK SOUTHN CORP | 438,117 | 38,274,000 | 1.25% | ||
| 28 | EXELON CORP | 1,206,300 | 37,902,000 | 1.24% | Call | |
| 29 | HONEYWELL INTL INC | 360,751 | 36,786,000 | 1.20% | ||
| 30 | SWIFT TRANSPORTATION | 1,605,876 | 36,405,000 | 1.19% | ||
| 31 | QUANTA SVCS INC | 1,227,935 | 35,389,000 | 1.15% | ||
| 32 | PPG INDS INC | 285,186 | 32,717,000 | 1.07% | ||
| 33 | DOW CHEM CO | 563,038 | 28,811,000 | 0.94% | ||
| 34 | RYDER SYS INC COM | 320,420 | 27,995,000 | 0.91% | ||
| 35 | TRANSALTA CORP | 3,385,500 | 26,238,000 | 0.86% | ||
| 36 | ENBRIDGE INC | 559,900 | 26,198,000 | 0.85% | ||
| 37 | CENTERPOINT ENERGY INC | 1,294,461 | 24,634,000 | 0.80% | ||
| 38 | EDISON INTL | 373,075 | 20,736,000 | 0.68% | ||
| 39 | Atlantica Yield plc | 634,847 | 19,884,000 | 0.65% | ||
| 40 | WEC ENERGY GROUP INC | 439,325 | 19,756,000 | 0.64% | ||
| 41 | TRANSOCEAN LTD | 1,220,000 | 19,666,000 | 0.64% | Put | |
| 42 | TALEN ENERGY CORP COM | 1,118,900 | 19,200,000 | 0.63% | ||
| 43 | VALE S A | 3,116,400 | 18,356,000 | 0.60% | Put | |
| 44 | VALE S A | 2,968,000 | 17,482,000 | 0.57% | ||
| 45 | HOLLYFRONTIER CORP | 398,900 | 17,029,000 | 0.56% | ||
| 46 | I T T CORPORATION | 403,100 | 16,866,000 | 0.55% | ||
| 47 | AIR PRODS & CHEMS INC | 122,013 | 16,695,000 | 0.54% | ||
| 48 | WR GRACE & CO | 165,566 | 16,606,000 | 0.54% | ||
| 49 | NORTHWESTERN ENERGY GROUP INC COM NEW | 339,649 | 16,558,000 | 0.54% | ||
| 50 | PUBLIC SVC ENTERPRISE GRP IN | 392,402 | 15,414,000 | 0.50% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001172661-15-001647, filed 2015.08.14).
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.
