| 1 |
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF |
50,000 |
4,480 |
2.02% |
Put |
|
| 2 |
ISHARES TR |
10,000 |
1,196 |
0.54% |
Put |
|
| 3 |
AMERICAN AIRLS GROUP INC |
50,000 |
2,682 |
1.21% |
Call |
|
| 4 |
HUNTSMAN CORP |
100,000 |
2,278 |
1.03% |
Call |
|
| 5 |
ASSURED GUARANTY LTD COM |
415,000 |
10,786 |
4.87% |
|
|
| 6 |
HILTON WORLDWIDE |
315,000 |
8,218 |
3.71% |
|
|
| 7 |
GOOGLE INC |
15,500 |
8,159 |
3.69% |
|
|
| 8 |
NORTHSTAR RLTY FIN CORP COM NEW |
375,000 |
6,593 |
2.98% |
|
|
| 9 |
SPIRIT AIRLS INC |
67,500 |
5,102 |
2.31% |
|
|
| 10 |
FERRO CORP |
315,000 |
4,082 |
1.84% |
|
|
| 11 |
COGNIZANT TECHNOLOGY SOLUTIO |
71,550 |
3,768 |
1.70% |
|
|
| 12 |
HD SUPPLY HLDGS INCORPORATED |
123,724 |
3,649 |
1.65% |
|
|
| 13 |
GLOBAL PMTS INC |
45,000 |
3,633 |
1.64% |
|
|
| 14 |
STONE ENERGY CORP |
215,000 |
3,629 |
1.64% |
|
|
| 15 |
BANK AMER CORP |
200,000 |
3,578 |
1.62% |
|
|
| 16 |
ALLERGAN PLC |
13,600 |
3,501 |
1.58% |
|
|
| 17 |
AMERICAN AIRLS GROUP INC |
65,000 |
3,486 |
1.58% |
|
|
| 18 |
HERITAGE INS HLDGS INC COM |
176,505 |
3,429 |
1.55% |
|
|
| 19 |
SEI INVESTMENTS CO |
85,000 |
3,403 |
1.54% |
|
|
| 20 |
MICRON TECHNOLOGY INC |
95,000 |
3,326 |
1.50% |
|
|
| 21 |
XL Group plc |
95,000 |
3,265 |
1.48% |
|
|
| 22 |
SPIRIT AEROSYSTEMS HLDGS INC |
75,000 |
3,228 |
1.46% |
|
|
| 23 |
VANTIV INC |
95,000 |
3,222 |
1.46% |
|
|
| 24 |
SCHWAB CHARLES CORP |
105,000 |
3,170 |
1.43% |
|
|
| 25 |
LEGG MASON INC |
55,000 |
2,935 |
1.33% |
|
|
| 26 |
NORTHSTAR ASSET |
130,000 |
2,934 |
1.33% |
|
|
| 27 |
POLYONE CORP |
75,000 |
2,843 |
1.28% |
|
|
| 28 |
HUDSON CITY BANCORP INC |
278,900 |
2,822 |
1.28% |
|
|
| 29 |
Mavenir Systems, Inc. |
205,700 |
2,789 |
1.26% |
|
|
| 30 |
ALBEMARLE CORP |
45,000 |
2,706 |
1.22% |
|
|
| 31 |
RADIAN GROUP INC |
160,000 |
2,675 |
1.21% |
|
|
| 32 |
BRINKER INTL INC |
45,000 |
2,641 |
1.19% |
|
|
| 33 |
TYCO INTL PLC SHS |
60,000 |
2,632 |
1.19% |
|
|
| 34 |
FEDERATED NATL HLDG CO COM |
105,000 |
2,537 |
1.15% |
|
|
| 35 |
ESSENT GROUP LTD |
97,500 |
2,507 |
1.13% |
|
|
| 36 |
ARGO GROUP INTERNATIONAL |
45,000 |
2,496 |
1.13% |
|
|
| 37 |
FIDELITY NATL INFORMATION SV |
40,000 |
2,488 |
1.12% |
|
|
| 38 |
Ashland Inc New |
20,000 |
2,395 |
1.08% |
|
|
| 39 |
NORTHERN TRUST |
35,000 |
2,359 |
1.07% |
|
|
| 40 |
STIFEL FINANCIAL CP |
45,359 |
2,314 |
1.05% |
|
|
| 41 |
FORTUNE BRANDS HOME & SEC IN |
50,000 |
2,264 |
1.02% |
|
|
| 42 |
HUBBELL INC CLASS B |
20,000 |
2,137 |
0.97% |
|
|
| 43 |
BROADCOM CORP CL A |
45,000 |
1,950 |
0.88% |
|
|
| 44 |
WAL-MART STORES INC |
22,500 |
1,932 |
0.87% |
|
|
| 45 |
WHITE MOUNTAINS INSURANCE GRP LTD |
3,050 |
1,922 |
0.87% |
|
|
| 46 |
BANK NEW YORK MELLON CORP |
45,000 |
1,826 |
0.83% |
|
|
| 47 |
DISH NETWORK A |
25,000 |
1,822 |
0.82% |
|
|
| 48 |
ADVANCE AUTO PARTS INC |
11,000 |
1,752 |
0.79% |
|
|
| 49 |
FIAT CHRYSLER AUTOMOBILES N |
150,000 |
1,737 |
0.78% |
|
|
| 50 |
PAYCHEX INC |
37,500 |
1,731 |
0.78% |
|
|
