| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 4,500,000 | 924,931,000 | 70.92% | Put | |
| 2 | SPDR S&P 500 ETF TR | 500,000 | 102,770,000 | 7.88% | Call | |
| 3 | Cheniere Energy Partners LP Holdings, LLC | 2,528,700 | 56,972,000 | 4.37% | ||
| 4 | GENERAL MTRS CO | 1,293,000 | 45,139,000 | 3.46% | Call | |
| 5 | GENERAL MTRS CO | 916,317 | 31,989,000 | 2.45% | ||
| 6 | ALLY FINANCIAL | 899,418 | 21,245,000 | 1.63% | ||
| 7 | NEWFIELD EXPLOR | 750,000 | 20,340,000 | 1.56% | ||
| 8 | WHITING PETE CORP NEW | 600,000 | 19,800,000 | 1.52% | ||
| 9 | CAESARS ACQUISITION CO CL A | 1,683,673 | 17,359,000 | 1.33% | ||
| 10 | NMI HLDGS INC CL A | 1,701,291 | 15,532,000 | 1.19% | ||
| 11 | TECK RESOURCES LTD | 830,000 | 11,321,000 | 0.87% | Put | |
| 12 | ALPHA NAT RES INC NOTE 4.875%12/1 DELETED | 29,500,000 | 10,915,000 | 0.84% | PRN | |
| 13 | ALPHA NATURAL RESOURCES | 17,900,000 | 8,771,000 | 0.67% | PRN | |
| 14 | YPF SOCIEDAD ANONIMA SPON ADR CL D | 150,000 | 3,971,000 | 0.30% | ||
| 15 | CAESARS ENTMT CORP | 280,000 | 3,780,000 | 0.29% | ||
| 16 | RSX - Market Vectors Russia ETF | 200,000 | 2,926,000 | 0.22% | ||
| 17 | PENNYMAC MTG INVT TR | 100,000 | 2,110,000 | 0.16% | ||
| 18 | Chimera Investment Corp REIT | 539,000 | 1,714,000 | 0.13% | ||
| 19 | PETROLEO BRASILEIRO SA PETRO | 200,000 | 1,460,000 | 0.11% | ||
| 20 | MIDSTATES PETE CO INC | 413,358 | 612,000 | 0.05% | ||
| 21 | QUICKSILVER RESOURCES INC COM | 2,322,381 | 461,000 | 0.04% |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0000919574-15-001472, filed 2015.02.13).
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.
