Thiel Macro LLC Hedge Fund

CIK: 0001562087 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $349,293 (100.0% shares, 0.0% debt)

Holdings (17)

IWM ISHARES TR 24.6%

Value ($000) $85,961 Shares 610,000 Est. Cost — Unrealized —

— PROSHARES TR II 21.9%

Value ($000) $76,604 Shares 950,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 13.8%

Value ($000) $48,360 Shares 200,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 7.9%

Value ($000) $27,528 Shares 200,000 Est. Cost — Unrealized —

— BARCLAYS BK PLC 6.4%

Value ($000) $22,330 Shares 1,750,000 Est. Cost — Unrealized —

EEM ISHARES TR 5.1%

Value ($000) $17,901 Shares 432,500 Est. Cost — Unrealized —

FXI ISHARES TR 4.8%

Value ($000) $16,678 Shares 420,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 3.9%

Value ($000) $13,764 Shares 100,000 Est. Cost — Unrealized —

KRE SPDR SERIES TRUST 3.1%

Value ($000) $10,990 Shares 200,000 Est. Cost $54.95 Unrealized —

XLF SELECT SECTOR SPDR TR 2.2%

Value ($000) $7,709 Shares 312,500 Est. Cost $23.25 Unrealized —

HYG ISHARES TR 2.1%

Value ($000) $7,336 Shares 83,000 Est. Cost — Unrealized —

— PROSHARES TR II 2.0%

Value ($000) $6,818 Shares 700,000 Est. Cost — Unrealized —

— VANECK VECTORS ETF TR 0.9%

Value ($000) $3,099 Shares 125,000 Est. Cost $27.68 Unrealized —

— SPDR SERIES TRUST 0.5%

Value ($000) $1,724 Shares 54,000 Est. Cost $31.93 Unrealized —

ITA ISHARES TR 0.5%

Value ($000) $1,574 Shares 10,000 Est. Cost $148.70 Unrealized —

EWZ ISHARES 0.2%

Value ($000) $614 Shares 18,000 Est. Cost — Unrealized —

— GLOBAL X FDS 0.1%

Value ($000) $303 Shares 30,000 Est. Cost $10.10 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	610,000	$85,961	24.6%	—	—	Put	464287655
—	PROSHARES TR II	950,000	$76,604	21.9%	—	—	Put	74347W627
SPY	SPDR S&P 500 ETF TR	200,000	$48,360	13.8%	—	—	Put	78462F103
—	POWERSHARES QQQ TRUST	200,000	$27,528	7.9%	—	—	Put	73935A104
—	BARCLAYS BK PLC	1,750,000	$22,330	6.4%	—	—	Put	06740Q252
EEM	ISHARES TR	432,500	$17,901	5.1%	—	—	Put	464287234
FXI	ISHARES TR	420,000	$16,678	4.8%	—	—	Put	464287184
—	POWERSHARES QQQ TRUST	100,000	$13,764	3.9%	—	—	Call	73935A104
KRE	SPDR SERIES TRUST	200,000	$10,990	3.1%	$54.95	—	S&P REGL BKG	78464A698
XLF	SELECT SECTOR SPDR TR	312,500	$7,709	2.2%	$23.25	—	Put	81369Y605
HYG	ISHARES TR	83,000	$7,336	2.1%	—	—	Put	464288513
—	PROSHARES TR II	700,000	$6,818	2.0%	—	—	Call	74347W239
—	VANECK VECTORS ETF TR	125,000	$3,099	0.9%	$27.68	—	OIL SVCS ETF	92189F718
—	SPDR SERIES TRUST	54,000	$1,724	0.5%	$31.93	—	S&P OILGAS EXP	78464A730
ITA	ISHARES TR	10,000	$1,574	0.5%	$148.70	—	U.S. AER&DEF ETF	464288760
EWZ	ISHARES	18,000	$614	0.2%	—	—	Put	464286400
—	GLOBAL X FDS	30,000	$303	0.1%	$10.10	—	MSCI GREECE ETF	37950E366