Q4 2019 Holdings
Filed 2020-02-10 | 17 holdings | $510.9K | 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 | $197.9K | 2,250,000 | 38.7% |
| Proshares TR IIPut | ULTRA VIX SHORT | 74347W148 | $55.0K | 4,270,500 | 10.8% |
| Ishares TR(IEF)Call | BARCLAYS 7 10 YR | 464287440 | $46.1K | 417,900 | 9.0% |
| Microchip Technology Inc | NOTE 1.625% 2/1 | 595017AD6 | $45.3K | $21,036,000 | 8.9% |
| Ishares TR(IEF)Put | BARCLAYS 7 10 YR | 464287440 | $38.6K | 350,000 | 7.6% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $32.5K | 370,000 | 6.4% |
| Ishares TR(IEF) | BARCLAYS 7 10 YR | 464287440 | $25.1K | 228,000 | 4.9% |
| Ishares TR(EEM)Put | MSCI EMG MKT ETF | 464287234 | $20.2K | 450,000 | 4.0% |
| Ishares TR(EEM)Call | MSCI EMG MKT ETF | 464287234 | $11.2K | 250,000 | 2.2% |
| Direxion SHS ETF TRPut | OIL GAS BL 3X SH | 25460G104 | $11.2K | 305,660 | 2.2% |
| Direxion SHS ETF TRPut | DLY S&P OIL GAS | 25460E174 | $9.3K | 166,300 | 1.8% |
| Direxion SHS ETF TR(NUGT)Put | DLY GOLD INDX 3X | 25460E844 | $6.5K | 187,700 | 1.3% |
| Tesla Inc | NOTE 1.250% 3/0 | 88160RAC5 | $3.8K | $3,000,000 | 0.7% |
| Direxion SHS ETF TRPut | DAILY GOLD MINER | 25490K133 | $2.9K | 523,100 | 0.6% |
| Amazon COM Inc(AMZN)Put | COM | 023135106 | $2.8K | 1,500 | 0.5% |
| Amazon COM Inc(AMZN) | COM | 023135106 | $2.4K | 1,300 | 0.5% |
| Proshares TR IICall | ULTRA VIX SHORT | 74347W148 | $116 | 9,000 | 0.0% |