Q4 2017 Holdings
Filed 2018-02-13 | 15 holdings | $323.2K | 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 | $101.2K | 1,160,000 | 31.3% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $99.5K | 1,140,000 | 30.8% |
| Ishares TR(IEF)Put | BARCLAYS 7 10 YR | 464287440 | $45.6K | 431,700 | 14.1% |
| Tesla Inc(TSLA)Put | COM | 88160R101 | $21.8K | 70,000 | 6.7% |
| Powershares ETF Trust IIPut | SENIOR LN PORT | 73936Q769 | $11.5K | 500,000 | 3.6% |
| Micron Technology Inc | NOTE 3.000%11/1 | 595112AY9 | $10.8K | $7,500,000 | 3.3% |
| Annaly Cap Mgmt Inc(NLYEUR)Put | COM | 035710409 | $7.6K | 643,000 | 2.4% |
| Tesla Inc | NOTE 0.250% 3/0 | 88160RAB7 | $5.3K | $5,000,000 | 1.6% |
| Ishares TR(IEF) | BARCLAYS 7 10 YR | 464287440 | $5.3K | 50,000 | 1.6% |
| Proshares TR IICall | ULTRA VIX SHORT | 74347W163 | $4.2K | 414,000 | 1.3% |
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | $3.2K | $3,000,000 | 1.0% |
| Herbalife LTD | NOTE 2.000% 8/1 | 42703MAB9 | $2.5K | $2,500,000 | 0.8% |
| Annaly Cap Mgmt Inc(NLYEUR) | COM | 035710409 | $2.1K | 175,000 | 0.6% |
| Proshares TR IIPut | ULTRA VIX SHORT | 74347W163 | $2.0K | 200,000 | 0.6% |
| Zions Bancorporation | *W EXP 11/14/201 | 989701131 | $428 | 29,019 | 0.1% |