| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 1,115,900 | 229,340,000 | 13.35% | Call | |
| 2 | ISHARES TR | 1,000,000 | 110,630,000 | 6.44% | Put | |
| 3 | MCDONALDS CORP | 800,000 | 100,544,000 | 5.85% | Call | |
| 4 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 630,000 | 51,465,000 | 3.00% | Call | |
| 5 | POWERSHS DB US DOLLAR INDEX | 1,736,100 | 42,604,000 | 2.48% | Put | |
| 6 | BARCLAYS BK PLC IPATH S&P500 VIX | 2,064,300 | 36,373,000 | 2.12% | Put | |
| 7 | CURRENCYSHS BRIT POUND STER | 254,900 | 35,829,000 | 2.09% | Put | |
| 8 | SPDR S&P 500 ETF TR | 161,700 | 33,233,000 | 1.94% | Put | |
| 9 | POWERSHS DB US DOLLAR INDEX | 1,336,500 | 32,798,000 | 1.91% | Call | |
| 10 | CURRENCYSHS JAPANESE YEN TR | 353,200 | 30,382,000 | 1.77% | Put | |
| 11 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 315,995 | 25,814,000 | 1.50% | ||
| 12 | WISDOMTREE TR | 575,800 | 25,168,000 | 1.47% | Put | |
| 13 | VERIZON COMMUNICATIONS INC | 400,000 | 21,632,000 | 1.26% | Put | |
| 14 | CURRENCYSHARES EURO TR | 169,600 | 18,856,000 | 1.10% | Put | |
| 15 | BANK AMER CORP | 1,390,000 | 18,793,000 | 1.09% | Call | |
| 16 | GENERAL ELECTRIC CO | 585,000 | 18,597,000 | 1.08% | Put | |
| 17 | ISHARES TR | 164,632 | 18,213,000 | 1.06% | ||
| 18 | DELTA AIRLINES INC DEL | 362,500 | 17,647,000 | 1.03% | Call | |
| 19 | SPDR INDEX SHS FDS | 485,800 | 16,143,000 | 0.94% | Call | |
| 20 | ISHARES TR | 200,000 | 15,572,000 | 0.91% | Call | |
| 21 | ARAMARK | 438,108 | 14,510,000 | 0.84% | ||
| 22 | ALLERGAN PLC | 53,920 | 14,452,000 | 0.84% | ||
| 23 | ISHARES TR | 250,000 | 14,290,000 | 0.83% | Put | |
| 24 | BERRY PLASTICS GROUP INC | 394,593 | 14,265,000 | 0.83% | ||
| 25 | CURRENCYSHS BRIT POUND STER | 99,700 | 14,014,000 | 0.82% | Call | |
| 26 | ZAYO GROUP HOLDINGS | 545,485 | 13,223,000 | 0.77% | ||
| 27 | ISHARES TR | 100,000 | 13,061,000 | 0.76% | Put | |
| 28 | AIR PRODS & CHEMS INC | 89,975 | 12,961,000 | 0.75% | ||
| 29 | NEXSTAR MEDIA GROUP INC | 291,465 | 12,903,000 | 0.75% | ||
| 30 | ALPHABET INC | 17,032 | 12,688,000 | 0.74% | ||
| 31 | ENPRO INDS INC COM | 218,286 | 12,591,000 | 0.73% | ||
| 32 | AMERICAN AIRLS GROUP INC | 301,500 | 12,365,000 | 0.72% | Call | |
| 33 | AMAZON COM INC | 20,000 | 11,873,000 | 0.69% | Put | |
| 34 | MEDIA GENERAL INC NEW | 704,324 | 11,488,000 | 0.67% | ||
| 35 | MICROSOFT CORP | 205,600 | 11,355,000 | 0.66% | Put | |
| 36 | SPDR SER TR | 297,500 | 11,198,000 | 0.65% | Put | |
| 37 | AKORN INC | 458,345 | 10,785,000 | 0.63% | ||
| 38 | SELECT SECTOR SPDR TR | 200,000 | 10,612,000 | 0.62% | Call | |
| 39 | Nomad HLDGS Ltd | 1,148,531 | 10,348,000 | 0.60% | ||
| 40 | YAHOO INC | 280,815 | 10,337,000 | 0.60% | ||
| 41 | TESLA MTRS INC | 5,500,000 | 10,151,000 | 0.59% | PRN | |
| 42 | AXALTA COATING SYS LTD | 347,100 | 10,135,000 | 0.59% | ||
| 43 | BANK AMER CORP | 742,000 | 10,032,000 | 0.58% | Put | |
| 44 | INTEL CORP | 308,200 | 9,970,000 | 0.58% | Put | |
| 45 | SYNCHRONY FINL | 333,800 | 9,567,000 | 0.56% | ||
| 46 | ISHARES TR | 280,000 | 9,454,000 | 0.55% | Call | |
| 47 | COCA COLA CO | 200,000 | 9,278,000 | 0.54% | Call | |
| 48 | J.P. MORGAN CHASE & CO | 521,089 | 9,223,000 | 0.54% | ||
| 49 | APPLE INC | 82,500 | 8,992,000 | 0.52% | Put | |
| 50 | SILGAN HOLDINGS INC | 167,161 | 8,888,000 | 0.52% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001140361-16-065732, filed 2016.05.16).
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.
