Q4 2018 Holdings
Filed 2019-02-05 | 17 holdings | $1.3M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr Series Trust(KRE)Call | S&P REGL BKG | 78464A698 | $725.2K | 15,500,000 | 55.8% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $133.7K | 1,648,500 | 10.3% |
| Ishares TR(IEF)Put | BARCLAYS 7 10 YR | 464287440 | $116.7K | 1,120,400 | 9.0% |
| Ishares TR(TLT)Call | 20 YR TR BD ETF | 464287432 | $73.8K | 607,200 | 5.7% |
| Ishares TR(TLT)Put | 20 YR TR BD ETF | 464287432 | $72.9K | 600,000 | 5.6% |
| Morgan Stanley(MS)Call | COM NEW | 617446448 | $55.9K | 1,410,000 | 4.3% |
| Select Sector Spdr TR(XLF)Call | SBI INT-FINL | 81369Y605 | $28.6K | 1,200,000 | 2.2% |
| Ishares TR(TLT) | 20 YR TR BD ETF | 464287432 | $26.1K | 215,000 | 2.0% |
| Select Sector Spdr TR(XLI)Call | SBI INT-INDS | 81369Y704 | $12.9K | 200,000 | 1.0% |
| Select Sector Spdr TR(XLB)Call | SBI MATERIALS | 81369Y100 | $10.1K | 200,000 | 0.8% |
| Spdr Series Trust(XME)Call | S&P METALS MNG | 78464A755 | $7.9K | 300,000 | 0.6% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $7.8K | 200,000 | 0.6% |
| Ishares TR(EEM)Call | MSCI EMG MKT ETF | 464287234 | $7.8K | 200,000 | 0.6% |
| Ishares TR(IYR)Put | U.S. REAL ES ETF | 464287739 | $7.5K | 100,000 | 0.6% |
| Penney J C Inc | COM | 708160106 | $5.9K | 5,661,650 | 0.5% |
| CME Group Inc(CME) | COM CL A | 12572Q105 | $5.6K | 30,000 | 0.4% |
| Ishares TR(IEF) | BARCLAYS 7 10 YR | 464287440 | $761 | 7,300 | 0.1% |