| 1 |
SPDR S&P 500 ETF TR |
1,926,400 |
403,533 |
11.62% |
Put |
|
| 2 |
ISHARES TR |
460,000 |
52,891 |
1.52% |
Put |
|
| 3 |
UNITED STATES NATL GAS FUND |
5,930,600 |
51,240 |
1.48% |
Put |
|
| 4 |
NUCOR CORP |
778,500 |
38,466 |
1.11% |
Put |
|
| 5 |
TEREX CORP NEW |
100,000 |
2,031 |
0.06% |
Put |
|
| 6 |
ISHARES TR |
3,000,000 |
102,660 |
2.96% |
Call |
|
| 7 |
PG&E CORP |
1,280,000 |
81,818 |
2.36% |
Call |
|
| 8 |
CSX CORP |
1,324,500 |
34,543 |
0.99% |
Call |
|
| 9 |
FIRSTENERGY CORP |
970,000 |
33,863 |
0.98% |
Call |
|
| 10 |
CUMMINS INC |
100,000 |
11,244 |
0.32% |
Call |
|
| 11 |
MONSANTO CO NEW |
100,000 |
10,341 |
0.30% |
Call |
|
| 12 |
METHANEX CORP |
150,000 |
4,365 |
0.13% |
Call |
|
| 13 |
CF INDS HLDGS INC |
100,000 |
2,410 |
0.07% |
Call |
|
| 14 |
PG&E CORP |
2,990,845 |
191,175 |
5.51% |
|
|
| 15 |
FIRSTENERGY CORP |
3,659,527 |
127,754 |
3.68% |
|
|
| 16 |
DOMINION ENERGY INC |
1,535,000 |
119,623 |
3.45% |
|
|
| 17 |
RYDER SYS INC |
1,669,571 |
102,077 |
2.94% |
|
|
| 18 |
UNION PAC CORP |
1,124,147 |
98,082 |
2.83% |
|
|
| 19 |
CONSOLIDATED EDISON INC |
1,209,000 |
97,252 |
2.80% |
|
|
| 20 |
CSX CORP |
3,590,757 |
93,647 |
2.70% |
|
|
| 21 |
PUBLIC SVC ENTERPRISE GRP IN |
1,595,000 |
74,343 |
2.14% |
|
|
| 22 |
AIR PRODS & CHEMS INC |
508,398 |
72,213 |
2.08% |
|
|
| 23 |
TRANSCANADA CORP |
1,478,000 |
66,835 |
1.93% |
|
|
| 24 |
XPO LOGISTICS INC |
2,501,634 |
65,693 |
1.89% |
|
|
| 25 |
SPDR SERIES TRUST |
1,878,686 |
65,397 |
1.88% |
|
|
| 26 |
ISHARES TR |
1,696,000 |
58,275 |
1.68% |
|
|
| 27 |
SWIFT TRANSN CO |
3,656,884 |
56,353 |
1.62% |
|
|
| 28 |
CELANESE CORP DEL |
856,557 |
56,062 |
1.61% |
|
|
| 29 |
CENTERPOINT ENERGY INC |
2,097,619 |
50,343 |
1.45% |
|
|
| 30 |
DOW CHEM CO |
1,006,306 |
50,024 |
1.44% |
|
|
| 31 |
GENESEE AND WYOMING INC INC CL A |
833,512 |
49,135 |
1.42% |
|
|
| 32 |
ALBEMARLE CORP |
614,056 |
48,700 |
1.40% |
|
|
| 33 |
ISHARES TR |
420,400 |
48,338 |
1.39% |
|
|
| 34 |
COLUMBIA PIPELINE GR |
1,817,998 |
46,341 |
1.33% |
|
|
| 35 |
RIO TINTO PLC |
1,391,033 |
43,539 |
1.25% |
|
|
| 36 |
BERRY PLASTICS GROUP INC |
1,062,855 |
41,292 |
1.19% |
|
|
| 37 |
SPIRE INC COM |
570,770 |
40,433 |
1.16% |
|
|
| 38 |
UNITED STATES STL CORP NEW |
2,373,463 |
40,017 |
1.15% |
|
|
| 39 |
DUKE ENERGY CORP NEW |
368,523 |
31,616 |
0.91% |
|
|
| 40 |
SPDR S&P 500 ETF TR |
137,860 |
28,878 |
0.83% |
|
|
| 41 |
EXELON CORP |
765,010 |
27,816 |
0.80% |
|
|
| 42 |
TESORO CORP |
368,990 |
27,645 |
0.80% |
|
|
| 43 |
DANAHER CORP DEL |
267,269 |
26,994 |
0.78% |
|
|
| 44 |
OLIN CORP |
1,021,900 |
25,384 |
0.73% |
|
|
| 45 |
ISHARES TR |
718,000 |
24,570 |
0.71% |
|
|
| 46 |
HONEYWELL INTL INC |
210,443 |
24,479 |
0.71% |
|
|
| 47 |
SEMPRA ENERGY |
200,000 |
22,804 |
0.66% |
|
|
| 48 |
VALE S A |
4,480,691 |
22,672 |
0.65% |
|
|
| 49 |
VALERO ENERGY CORP NEW |
441,297 |
22,506 |
0.65% |
|
|
| 50 |
OGE ENERGY CORP |
568,861 |
18,630 |
0.54% |
|
|
