Thiel Macro LLC Hedge Fund

CIK: 0001562087 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $805,869 (100.0% shares, 0.0% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TR 29.3%

Value ($000) $236,156 Shares 940,000 Est. Cost — Unrealized —

— PROSHARES TR II 22.1%

Value ($000) $178,125 Shares 1,900,000 Est. Cost — Unrealized —

IWM ISHARES TR 13.2%

Value ($000) $106,319 Shares 717,500 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 11.1%

Value ($000) $89,544 Shares 3,900,000 Est. Cost $22.96 Unrealized —

SPY SPDR S&P 500 ETF TR 6.2%

Value ($000) $50,247 Shares 200,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 5.4%

Value ($000) $43,635 Shares 300,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 4.5%

Value ($000) $36,364 Shares 250,000 Est. Cost — Unrealized —

IWM ISHARES TR 3.7%

Value ($000) $29,636 Shares 200,000 Est. Cost — Unrealized —

EEM ISHARES TR 1.4%

Value ($000) $11,539 Shares 257,500 Est. Cost $44.82 Unrealized —

— BARCLAYS BK PLC 1.1%

Value ($000) $9,246 Shares 235,925 Est. Cost — Unrealized —

GDX VANECK VECTORS ETF TR 0.6%

Value ($000) $4,592 Shares 200,000 Est. Cost $22.96 Unrealized —

— VANECK VECTORS ETF TR 0.4%

Value ($000) $3,259 Shares 125,000 Est. Cost $27.68 Unrealized —

EEM ISHARES TR 0.3%

Value ($000) $2,752 Shares 61,400 Est. Cost $44.82 Unrealized —

— SPDR SERIES TRUST 0.2%

Value ($000) $1,841 Shares 54,000 Est. Cost $31.93 Unrealized —

ITA ISHARES TR 0.2%

Value ($000) $1,780 Shares 10,000 Est. Cost $148.70 Unrealized —

EWZ ISHARES INC 0.1%

Value ($000) $834 Shares 20,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	940,000	$236,156	29.3%	—	—	Call	78462F103
—	PROSHARES TR II	1,900,000	$178,125	22.1%	—	—	Put	74347W627
IWM	ISHARES TR	717,500	$106,319	13.2%	—	—	Put	464287655
GDX	VANECK VECTORS ETF TR	3,900,000	$89,544	11.1%	$22.96	—	GOLD MINERS ETF	92189F106
SPY	SPDR S&P 500 ETF TR	200,000	$50,247	6.2%	—	—	Put	78462F103
—	POWERSHARES QQQ TRUST	300,000	$43,635	5.4%	—	—	Call	73935A104
—	POWERSHARES QQQ TRUST	250,000	$36,364	4.5%	—	—	Put	73935A104
IWM	ISHARES TR	200,000	$29,636	3.7%	—	—	Call	464287655
EEM	ISHARES TR	257,500	$11,539	1.4%	$44.82	—	Put	464287234
—	BARCLAYS BK PLC	235,925	$9,246	1.1%	—	—	Put	06746L422
GDX	VANECK VECTORS ETF TR	200,000	$4,592	0.6%	$22.96	—	Call	92189F106
—	VANECK VECTORS ETF TR	125,000	$3,259	0.4%	$27.68	—	OIL SVCS ETF	92189F718
EEM	ISHARES TR	61,400	$2,752	0.3%	$44.82	—	MSCI EMG MKT ETF	464287234
—	SPDR SERIES TRUST	54,000	$1,841	0.2%	$31.93	—	S&P OILGAS EXP	78464A730
ITA	ISHARES TR	10,000	$1,780	0.2%	$148.70	—	US AER DEF ETF	464288760
EWZ	ISHARES INC	20,000	$834	0.1%	—	—	Put	464286400