Q3 2019 Holdings
Filed 2019-11-13 | 12 holdings | $308.7K | 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 | $148.2K | 1,700,000 | 48.0% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $45.4K | 300,000 | 14.7% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $29.7K | 100,000 | 9.6% |
| Spdr Series Trust(XRT)Put | S&P RETAIL ETF | 78464A714 | $25.5K | 600,000 | 8.2% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $14.8K | 50,000 | 4.8% |
| Intelsat S APut | NOTE 4.500% 6/1 | 45790VAB6 | $12.5K | 550,000 | 4.1% |
| Spdr Series Trust(XME)Put | S&P METALS MNG | 78464A755 | $8.9K | 350,000 | 2.9% |
| Uniti Group Inc | COM | 91325V108 | $6.6K | 845,000 | 2.1% |
| Highland Income Fund(HFRO) | HIGHLAND INCOME | 43010E404 | $5.5K | 415,215 | 1.8% |
| Deutsche Bank AGPut | NAMEN AKT | D18190898 | $5.3K | 700,000 | 1.7% |
| Mattel Inc(MAT)Put | COM | 577081102 | $4.6K | 400,000 | 1.5% |
| PG&E Corp(PCG) | COM | 69331C108 | $1.8K | 180,000 | 0.6% |