Q2 2019 Holdings
Filed 2019-08-09 | 12 holdings | $346.2K | 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 | $122.1K | 1,400,000 | 35.3% |
| Ishares TR(IEF)Call | BARCLAYS 7 10 YR | 464287440 | $49.5K | 450,000 | 14.3% |
| Proshares TR IICall | ULTRA VIX SHORT | 74347W148 | $44.8K | 1,424,100 | 13.0% |
| Ishares TR(IEF)Put | BARCLAYS 7 10 YR | 464287440 | $38.5K | 350,000 | 11.1% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $36.9K | $21,036,000 | 10.7% |
| Proshares TR IIPut | ULTRA VIX SHORT | 74347W148 | $18.4K | 584,380 | 5.3% |
| Ishares TR(EEM)Put | MSCI EMG MKT ETF | 464287234 | $10.7K | 250,000 | 3.1% |
| Ishares TR(EEM)Call | MSCI EMG MKT ETF | 464287234 | $10.7K | 250,000 | 3.1% |
| General Electric Co | COM | 369604103 | $4.9K | 470,600 | 1.4% |
| General Electric CoCall | COM | 369604103 | $4.2K | 400,000 | 1.2% |
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | $2.8K | $3,000,000 | 0.8% |
| Herbalife LTD | NOTE 2.000% 8/1 | 42703MAB9 | $2.6K | $2,500,000 | 0.7% |