Hedge Fund - Brigade Capital

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No. Security Ticker Shares Value Activity % Port History
1.
Ishares Tr - IBOXX HI YD ETFPUT
2,400,000 $190,944,000 NEW 23.7%
2. IEF 2,050,000 $177,714,500 NEW 22.05%
3. IEF 1,000,000 $108,990,000 NEW 13.53%
4.
Ishares Tr - IBOXX HI YD ETFCALL
1,200,000 $95,472,000 NEW 11.85%
5. IEF 305,000 $75,640,000 NEW 9.39%