| 1 |
SPDR S&P 500 ETF TR |
587,500 |
115,749 |
3.05% |
Put |
|
| 2 |
SPDR GOLD TR |
587,500 |
68,273 |
1.80% |
Put |
|
| 3 |
PACIRA PHARMACEUTICALS INC |
47,000 |
4,555 |
0.12% |
Put |
|
| 4 |
INTEL CORP |
3,000,000 |
104,460 |
2.75% |
Call |
|
| 5 |
D R HORTON INC |
1,000,000 |
20,520 |
0.54% |
Call |
|
| 6 |
ALTERA CORPORATION |
560,000 |
20,037 |
0.53% |
Call |
|
| 7 |
INTEL CORP |
5,085,000 |
177,060 |
4.67% |
|
|
| 8 |
DELTA AIRLINES INC DEL |
4,655,000 |
168,278 |
4.44% |
|
|
| 9 |
APACHE CORP |
1,375,000 |
129,071 |
3.40% |
|
|
| 10 |
PFIZER INC |
4,140,000 |
122,420 |
3.23% |
|
|
| 11 |
D R HORTON INC |
5,685,000 |
116,656 |
3.08% |
|
|
| 12 |
GAMESTOP CORP NEW |
2,760,000 |
113,712 |
3.00% |
|
|
| 13 |
CITIGROUPINC |
2,095,000 |
108,563 |
2.86% |
|
|
| 14 |
AERCAP HOLDINGS NV |
2,650,000 |
108,385 |
2.86% |
|
|
| 15 |
MICRON TECHNOLOGY INC |
2,892,500 |
99,097 |
2.61% |
|
|
| 16 |
RAYMOND JAMES FINANC |
1,655,000 |
88,675 |
2.34% |
|
|
| 17 |
DOLLAR TREE INC |
1,550,000 |
86,909 |
2.29% |
|
|
| 18 |
JPMORGAN CHASE & CO |
1,417,500 |
85,390 |
2.25% |
|
|
| 19 |
ALTERA CORPORATION |
2,242,500 |
80,237 |
2.12% |
|
|
| 20 |
GOODYEAR TIRE & RUBR CO |
3,310,000 |
74,756 |
1.97% |
|
|
| 21 |
VEECO INSTRS INC DEL COM |
1,990,000 |
69,551 |
1.83% |
|
|
| 22 |
MACYS INC |
1,165,000 |
67,780 |
1.79% |
|
|
| 23 |
COVIDIEN PLC |
775,000 |
67,045 |
1.77% |
|
|
| 24 |
HANESBRANDS INC |
615,000 |
66,076 |
1.74% |
|
|
| 25 |
HOME DEPOT INC |
710,000 |
65,135 |
1.72% |
|
|
| 26 |
EXTENDED STAY AMER INC |
2,742,500 |
65,107 |
1.72% |
|
|
| 27 |
US BANCORP DEL |
1,545,000 |
64,627 |
1.70% |
|
|
| 28 |
AMGEN INC |
450,000 |
63,207 |
1.67% |
|
|
| 29 |
GENESEE AND WYOMING INC INC CL A |
647,500 |
61,713 |
1.63% |
|
|
| 30 |
CEMEX SAB DE CV |
4,585,000 |
59,788 |
1.58% |
|
|
| 31 |
LENNAR |
1,535,000 |
59,604 |
1.57% |
|
|
| 32 |
RANGE RES CORP |
867,500 |
58,825 |
1.55% |
|
|
| 33 |
HOLLYFRONTIER CORP |
1,320,000 |
57,658 |
1.52% |
|
|
| 34 |
UNITED RENTALS INC |
517,500 |
57,494 |
1.52% |
|
|
| 35 |
DELPHI AUTOMOTIVE PLC |
917,500 |
56,279 |
1.48% |
|
|
| 36 |
BERRY PLASTICS GROUP INC |
2,192,500 |
55,339 |
1.46% |
|
|
| 37 |
OLD DOMINION FREIGHT LINE IN |
757,500 |
53,510 |
1.41% |
|
|
| 38 |
SOUTH JERSEY INDS INC COM |
995,000 |
53,093 |
1.40% |
|
|
| 39 |
MARATHON PETE CORP |
610,000 |
51,649 |
1.36% |
|
|
| 40 |
QUANTA SVCS INC |
1,417,500 |
51,441 |
1.36% |
|
|
| 41 |
UNITEDHEALTH GROUP INC |
587,500 |
50,672 |
1.34% |
|
|
| 42 |
WESTERN DIGITAL CORP |
517,500 |
50,363 |
1.33% |
|
|
| 43 |
TEVA PHARMACEUTICAL INDS LTD |
917,500 |
49,316 |
1.30% |
|
|
| 44 |
TOLL BROTHERS INC |
1,545,000 |
48,142 |
1.27% |
|
|
| 45 |
Anthem, Inc. |
400,000 |
47,848 |
1.26% |
|
|
| 46 |
SEAGATE TECHNOLOGY PLC |
820,000 |
46,961 |
1.24% |
|
|
| 47 |
BARRICK GOLD CORP |
3,150,000 |
46,179 |
1.22% |
|
|
| 48 |
CISCO SYS INC |
1,775,000 |
44,677 |
1.18% |
|
|
| 49 |
REPUBLIC AIRWAYS HLD |
3,812,500 |
42,357 |
1.12% |
|
|
| 50 |
HORMEL FOODS CORP |
820,000 |
42,140 |
1.11% |
|
|
