| # | % | |||||
|---|---|---|---|---|---|---|
| 1 | CURRENCYSHARES EURO TR | 950,000 | 97,147,000 | 25.05% | Put | |
| 2 | ISHARES TR | 500,000 | 67,425,000 | 17.38% | Put | |
| 3 | CURRENCYSHARES SWISS | 680,000 | 63,736,000 | 16.43% | Call | |
| 4 | SPDR S&P 500 ETF TR | 248,000 | 55,435,000 | 14.29% | Put | |
| 5 | SPDR GOLD TR | 350,000 | 38,364,000 | 9.89% | Call | |
| 6 | ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF | 330,000 | 28,562,000 | 7.36% | Put | |
| 7 | ISHARES TR | 160,000 | 19,061,000 | 4.91% | Call | |
| 8 | UNITED STATES | 800,000 | 9,376,000 | 2.42% | Put | |
| 9 | CURRENCYSHS JAPANESE YEN TR | 106,000 | 8,747,000 | 2.26% | Call |
Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001144204-19-039584, filed 2019.08.13). Although 0001144204-19-039584 is marked by the manager as a New Holdings filing, our automated system processes it as a Restatement filing.
From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.
