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