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