Q3 2013 Holdings
Filed 2013-11-14 | 5 holdings | $1.6M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $840.1K | 5,000,000 | 54.0% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $512.3K | 3,049,100 | 32.9% |
| Barclays BK PLCPut | IPATH S&P500 VIX | 06740C188 | $176.4K | 3,000,000 | 11.3% |
| Ishares(ITB)Put | US HOME CONS ETF | 464288752 | $23.5K | 1,050,000 | 1.5% |
| Ishares(FXI) | CHINA LG-CAP ETF | 464287184 | $4.8K | 130,301 | 0.3% |