Alphadyne Asset Management LP Hedge Fund

Location: New York, NY

CIK: 0001535943 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 15, 2017

Total Value: $406M (100.0% shares, 0.0% debt)

Holdings (14)

HYG ISHARES TR 21.9%

Value $88.76M Shares 1,000,000 Est. Cost $88.39 Unrealized —

DXJ WISDOMTREE TR 16.2%

Value $65.64M Shares 1,200,000 Est. Cost $50.62 Unrealized —

XLE SELECT SECTOR SPDR TR 11.6%

Value $47.12M Shares 688,008 Est. Cost $66.54 Unrealized —

EEM ISHARES TR 11.0%

Value $44.81M Shares 1,000,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 9.9%

Value $40.23M Shares 587,500 Est. Cost $66.54 Unrealized —

EFA ISHARES TR 8.3%

Value $33.67M Shares 491,700 Est. Cost $68.48 Unrealized —

EEM ISHARES TR 7.2%

Value $29.13M Shares 650,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 4.0%

Value $16.4M Shares 112,750 Est. Cost $145.45 Unrealized —

XME SPDR SERIES TRUST 4.0%

Value $16.09M Shares 500,000 Est. Cost $32.18 Unrealized —

GLD SPDR GOLD TRUST 2.7%

Value $10.94M Shares 90,000 Est. Cost $119.98 Unrealized —

DXJ WISDOMTREE TR 1.2%

Value $4.857M Shares 88,800 Est. Cost $50.62 Unrealized —

XME SPDR SERIES TRUST 1.1%

Value $4.393M Shares 136,500 Est. Cost $32.18 Unrealized —

ARGT GLOBAL X FDS 0.6%

Value $2.331M Shares 73,301 Est. Cost $29.29 Unrealized —

— GLOBAL X FDS 0.3%

Value $1.389M Shares 146,815 Est. Cost $9.46 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	1,000,000	$88.76M	21.9%	$88.39	—	Call	464288513
DXJ	WISDOMTREE TR	1,200,000	$65.64M	16.2%	$50.62	—	Call	97717W851
XLE	SELECT SECTOR SPDR TR	688,008	$47.12M	11.6%	$66.54	—	ENERGY	81369Y506
EEM	ISHARES TR	1,000,000	$44.81M	11.0%	—	—	Put	464287234
XLE	SELECT SECTOR SPDR TR	587,500	$40.23M	9.9%	$66.54	—	Call	81369Y506
EFA	ISHARES TR	491,700	$33.67M	8.3%	$68.48	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	650,000	$29.13M	7.2%	—	—	Call	464287234
—	POWERSHARES QQQ TRUST	112,750	$16.4M	4.0%	$145.45	—	UNIT SER 1	73935A104
XME	SPDR SERIES TRUST	500,000	$16.09M	4.0%	$32.18	—	Call	78464A755
GLD	SPDR GOLD TRUST	90,000	$10.94M	2.7%	$119.98	—	GOLD SHS	78463V107
DXJ	WISDOMTREE TR	88,800	$4.857M	1.2%	$50.62	—	JAPN HEDGE EQT	97717W851
XME	SPDR SERIES TRUST	136,500	$4.393M	1.1%	$32.18	—	S&P METALS MNG	78464A755
ARGT	GLOBAL X FDS	73,301	$2.331M	0.6%	$29.29	—	GB MSCI AR ETF	37950E259
—	GLOBAL X FDS	146,815	$1.389M	0.3%	$9.46	—	MSCI GREECE ETF	37950E366