Q3 2018 Holdings
Filed 2018-11-13 | 15 holdings | $465.6K | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $152.8K | 1,768,000 | 32.8% |
| Ishares TR(IEF)Call | BARCLAYS 7 10 YR | 464287440 | $110.8K | 1,095,000 | 23.8% |
| Ishares TR(IEF)Put | BARCLAYS 7 10 YR | 464287440 | $60.7K | 600,000 | 13.0% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $38.4K | 444,000 | 8.2% |
| Micron Technology Inc | NOTE 3.000%11/1 | 595112AY9 | $34.9K | $22,500,000 | 7.5% |
| Tesla Inc(TSLA)Put | COM | 88160R101 | $18.5K | 70,000 | 4.0% |
| Tesla Inc(TSLA)Call | COM | 88160R101 | $13.2K | 50,000 | 2.8% |
| Proshares TR IIPut | ULTRA VIX SHORT | 74347W148 | $12.8K | 347,200 | 2.7% |
| Vaneck Vectors ETF TR(GDX)Call | GOLD MINERS ETF | 92189F106 | $6.1K | 331,000 | 1.3% |
| Tesla Inc | NOTE 0.250% 3/0 | 88160RAB7 | $5.0K | $5,000,000 | 1.1% |
| New Residential Invt Corp(RITM)Put | COM NEW | 64828T201 | $4.2K | 236,200 | 0.9% |
| Herbalife LTD | NOTE 2.000% 8/1 | 42703MAB9 | $3.3K | $2,500,000 | 0.7% |
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | $2.9K | $3,000,000 | 0.6% |
| Annaly Cap Mgmt Inc(NLYEUR)Put | COM | 035710409 | $1.4K | 134,200 | 0.3% |
| Annaly Cap Mgmt Inc(NLYEUR) | COM | 035710409 | $594 | 58,100 | 0.1% |