Q3 2017 Holdings
Filed 2017-11-13 | 16 holdings | $347.3K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $103.0K | 1,160,000 | 29.6% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $101.2K | 1,140,000 | 29.1% |
| Ishares TR(IEF)Put | BARCLAYS 7 10 YR | 464287440 | $46.0K | 431,700 | 13.2% |
| Monsanto Co NewCall | COM | 61166W101 | $28.7K | 239,800 | 8.3% |
| Tesla Inc(TSLA)Put | COM | 88160R101 | $23.9K | 70,000 | 6.9% |
| Powershares ETF Trust IIPut | SENIOR LN PORT | 73936Q769 | $11.6K | 500,000 | 3.3% |
| Proshares TR IICall | ULTRA VIX SHORT | 74347W163 | $6.9K | 334,300 | 2.0% |
| Tesla Inc | NOTE 0.250% 3/0 | 88160RAB7 | $5.5K | $5,000,000 | 1.6% |
| Monsanto Co New | COM | 61166W101 | $4.8K | 40,000 | 1.4% |
| Annaly Cap Mgmt Inc(NLYEUR)Put | COM | 035710409 | $3.7K | 300,000 | 1.1% |
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | $3.4K | $3,000,000 | 1.0% |
| Pandora Media Inc | NOTE 1.750%12/0 | 698354AB3 | $3.3K | $3,500,000 | 0.9% |
| Herbalife LTD | NOTE 2.000% 8/1 | 42703MAB9 | $2.5K | $2,500,000 | 0.7% |
| Proshares TR IIPut | ULTRA VIX SHORT | 74347W163 | $2.1K | 100,000 | 0.6% |
| Rite AID CorpCall | COM | 767754104 | $588 | 300,000 | 0.2% |
| Zions Bancorporation | *W EXP 11/14/201 | 989701131 | $337 | 29,019 | 0.1% |