When you think of Dave Mustaine of Megadeth, you probably don’t immediately think of miniature horses and peanut M&Ms, but ironically enough, both items made Mustaine’s list of his favorite possessions.

With Thanksgiving upon us, Megadeth’s snarling leader checked in with Spin on his '10 Most Prized Possessions,’ ranging from an AC/DC album to a religious ram’s horn.

AC/DC’s ‘Let There Be Rock' made Mustaine’s list, and he calls it the album that changed his life. He was trading pot with a record store gal pal and she gave him the album in return. Mustaine recounts the incident saying he immediately knew, “This is my band.”

Another Dave fave is his crossbow. He took up the sport with his son and they enjoy shooting together, although Mustaine admits that his son Justis has excelled at the sport a lot quicker than he has.

Most fans know how big of an Oakland Raiders fan Mustaine is, so it’s no surprise that an autographed helmet is among his cherished items but most unexpected on the list? How about a cute little miniature horse named Rocky. The Mustaine family found the malnourished and abused Rocky living in a junkyard and welcomed him into their family and the rest his history.

Dave seems to have a deep connection with each of possession that ranges from family to faith, making them all thing to be thankful for. Watch the clip from Spin below to hear it directly from the man and let us know what one you were most surprised by!

Dave Mustaine Talks To Spin About His Favorite Things