Alphadyne Asset Management LP Hedge Fund

CIK: 0001535943 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Jan 30, 2017

Total Value ($000): $118,450 (100.0% shares, 0.0% debt)

Holdings (15)

GLD SPDR GOLD TRUST 35.8%

Value ($000) $42,419 Shares 387,000 Est. Cost $111.26 Unrealized —

GLD SPDR GOLD TRUST 17.3%

Value ($000) $20,530 Shares 17,000 Est. Cost $111.26 Unrealized —

FXI ISHARES TR 13.4%

Value ($000) $15,862 Shares 457,000 Est. Cost $34.71 Unrealized —

XLU SELECT SECTOR SPDR TR 13.2%

Value ($000) $15,670 Shares 322,637 Est. Cost $48.57 Unrealized —

XLF SELECT SECTOR SPDR TR 8.1%

Value ($000) $9,649 Shares 415,000 Est. Cost $23.25 Unrealized —

GLD SPDR GOLD TRUST 4.6%

Value ($000) $5,457 Shares 17,000 Est. Cost $111.26 Unrealized —

— VANECK VECTORS ETF TR 3.7%

Value ($000) $4,350 Shares 205,000 Est. Cost $21.22 Unrealized —

FXI ISHARES TR 1.4%

Value ($000) $1,650 Shares 15,000 Est. Cost $34.71 Unrealized —

HII HUNTINGTON INGALLS INDS INC 0.6%

Value ($000) $672 Shares 3,650 Est. Cost $141.96 Unrealized 0.0%

GD GENERAL DYNAMICS CORP 0.5%

Value ($000) $587 Shares 3,400 Est. Cost $134.10 Unrealized 0.0%

NOC NORTHROP GRUMMAN CORP 0.5%

Value ($000) $581 Shares 2,500 Est. Cost $200.65 Unrealized 0.0%

LMT LOCKHEED MARTIN CORP 0.5%

Value ($000) $537 Shares 2,150 Est. Cost $195.92 Unrealized 0.0%

EEM ISHARES TR 0.2%

Value ($000) $236 Shares 2,250 Est. Cost — Unrealized —

EFA ISHARES TR 0.1%

Value ($000) $170 Shares 10,000 Est. Cost — Unrealized —

FXI ISHARES TR 0.1%

Value ($000) $80 Shares 20,000 Est. Cost $34.71 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
GLD	SPDR GOLD TRUST	387,000	$42,419	35.8%	$111.26	—	GOLD SHS	78463V107
GLD	SPDR GOLD TRUST	17,000	$20,530	17.3%	$111.26	—	Put	78463V107
FXI	ISHARES TR	457,000	$15,862	13.4%	$34.71	—	CHINA LG-CAP ETF	464287184
XLU	SELECT SECTOR SPDR TR	322,637	$15,670	13.2%	$48.57	—	SBI INT-UTILS	81369Y886
XLF	SELECT SECTOR SPDR TR	415,000	$9,649	8.1%	$23.25	—	SBI INT-FINL	81369Y605
GLD	SPDR GOLD TRUST	17,000	$5,457	4.6%	$111.26	—	Call	78463V107
—	VANECK VECTORS ETF TR	205,000	$4,350	3.7%	$21.22	—	RUSSIA ETF	92189F403
FXI	ISHARES TR	15,000	$1,650	1.4%	$34.71	—	Put	464287184
HII	HUNTINGTON INGALLS INDS INC	3,650	$672	0.6%	$141.96	0.0%	COM	446413106
GD	GENERAL DYNAMICS CORP	3,400	$587	0.5%	$134.10	0.0%	COM	369550108
NOC	NORTHROP GRUMMAN CORP	2,500	$581	0.5%	$200.65	0.0%	COM	666807102
LMT	LOCKHEED MARTIN CORP	2,150	$537	0.5%	$195.92	0.0%	COM	539830109
EEM	ISHARES TR	2,250	$236	0.2%	—	—	Put	464287234
EFA	ISHARES TR	10,000	$170	0.1%	—	—	Call	464287465
FXI	ISHARES TR	20,000	$80	0.1%	$34.71	—	Call	464287184