Q1 2019 Holdings
Filed 2019-05-08 | 12 holdings | $366.2K | 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 | $121.1K | 1,400,000 | 33.1% |
| Ishares TR(IEF)Call | BARCLAYS 7 10 YR | 464287440 | $106.7K | 1,000,000 | 29.1% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $34.5K | $21,036,000 | 9.4% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $33.2K | 384,000 | 9.1% |
| Ishares TR(IEF)Put | BARCLAYS 7 10 YR | 464287440 | $21.3K | 200,000 | 5.8% |
| Proshares TR IIPut | ULTRA VIX SHORT | 74347W148 | $17.6K | 451,380 | 4.8% |
| Ishares TR(EEM)Put | MSCI EMG MKT ETF | 464287234 | $8.6K | 200,000 | 2.3% |
| Ishares TR(EEM)Call | MSCI EMG MKT ETF | 464287234 | $8.6K | 200,000 | 2.3% |
| General Electric CoCall | COM | 369604103 | $8.2K | 820,100 | 2.2% |
| Herbalife LTD | NOTE 2.000% 8/1 | 42703MAB9 | $3.1K | $2,500,000 | 0.8% |
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | $3.1K | $3,000,000 | 0.8% |
| General Electric Co | COM | 369604103 | $325 | 32,500 | 0.1% |