| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | SPDR S&P 500 ETF TR | 3,500,000 | 719,390,000 | 39.49% | Put | |
| 2 | SPDR S&P 500 ETF TR | 3,500,000 | 719,390,000 | 39.49% | ||
| 3 | SELECT SECTOR SPDR TR | 1,603,000 | 115,656,000 | 6.35% | ||
| 4 | ISHARES TR | 345,400 | 41,317,000 | 2.27% | ||
| 5 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 350,000 | 31,360,000 | 1.72% | ||
| 6 | SOUTHWEST AIRLS CO | 634,000 | 26,831,000 | 1.47% | Call | |
| 7 | UNITED CONTINENTAL H | 400,000 | 26,756,000 | 1.47% | Call | |
| 8 | DELTA AIRLINES INC DEL | 535,000 | 26,317,000 | 1.44% | Call | |
| 9 | AMERICAN AIRLS GROUP INC | 425,000 | 22,793,000 | 1.25% | Call | |
| 10 | SPDR SER TR | 213,000 | 20,450,000 | 1.12% | ||
| 11 | INVESCO MORTGAGE CAPITAL INC | 1,308,008 | 20,222,000 | 1.11% | ||
| 12 | SPDR SERIES TRUST | 510,000 | 19,691,000 | 1.08% | ||
| 13 | AMERICAN CAPITAL AGENCY CORP | 361,370 | 7,889,000 | 0.43% | ||
| 14 | ARMOUR RESIDENTIAL REIT | 1,992,273 | 7,332,000 | 0.40% | ||
| 15 | UNITED CONTINENTAL H | 45,900 | 3,070,000 | 0.17% | ||
| 16 | AMERICAN AIRLS GROUP INC | 56,536 | 3,032,000 | 0.17% | ||
| 17 | SOUTHWEST AIRLS CO | 71,400 | 3,022,000 | 0.17% | ||
| 18 | DELTA AIRLINES INC DEL | 61,370 | 3,019,000 | 0.17% | ||
| 19 | Apollo Residentail Mtg Inc | 165,911 | 2,616,000 | 0.14% | ||
| 20 | MTGE INVT CORP | 75,114 | 1,415,000 | 0.08% |
Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0000902664-15-000872, filed 2015.02.17).
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.
