Q4 2014 Holdings
Filed 2015-02-17 | 20 holdings | $1.8M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $719.4K | 3,500,000 | 39.5% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $719.4K | 3,500,000 | 39.5% |
| Select Sector Spdr TR(XLY) | SBI CONS DISCR | 81369Y407 | $115.7K | 1,603,000 | 6.3% |
| Ishares TR(IWM) | RUSSELL 2000 ETF | 464287655 | $41.3K | 345,400 | 2.3% |
| Ishares(HYG) | IBOXX HI YD ETF | 464288513 | $31.4K | 350,000 | 1.7% |
| Southwest Airls Co(LUV)Call | COM | 844741108 | $26.8K | 634,000 | 1.5% |
| United Contl Hldgs Inc(UAL)Call | COM | 910047109 | $26.8K | 400,000 | 1.5% |
| Delta AIR Lines Inc del(DAL)Call | COM | 247361702 | $26.3K | 535,000 | 1.4% |
| American Airls Group Inc(AAL)Call | COM | 02376R102 | $22.8K | 425,000 | 1.3% |
| Spdr Series Trust(XRT) | S&P RETAIL ETF | 78464A714 | $20.5K | 213,000 | 1.1% |
| Invesco Mortgage Capital Inc(IVREUR) | COM | 46131B100 | $20.2K | 1,308,008 | 1.1% |
| Spdr Series Trust | BRC HGH YLD BD | 78464A417 | $19.7K | 510,000 | 1.1% |
| American Capital Agency Corp | COM | 02503X105 | $7.9K | 361,370 | 0.4% |
| Armour Residential REIT Inc | COM | 042315101 | $7.3K | 1,992,273 | 0.4% |
| United Contl Hldgs Inc(UAL) | COM | 910047109 | $3.1K | 45,900 | 0.2% |
| American Airls Group Inc(AAL) | COM | 02376R102 | $3.0K | 56,536 | 0.2% |
| Southwest Airls Co(LUV) | COM | 844741108 | $3.0K | 71,400 | 0.2% |
| Delta AIR Lines Inc del(DAL) | COM | 247361702 | $3.0K | 61,370 | 0.2% |
| Apollo Residential MTG Inc | COM | 03763V102 | $2.6K | 165,911 | 0.1% |
| American Cap MTG Invt Corp | COM | 02504A104 | $1.4K | 75,114 | 0.1% |