Alphadyne Asset Management LP Hedge Fund

CIK: 0001535943 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 15, 2017

Total Value ($000): $405,758 (100.0% shares, 0.0% debt)

Holdings (14)

HYG ISHARES TR 21.9%

Value ($000) $88,760 Shares 1,000,000 Est. Cost $88.39 Unrealized —

DXJ WISDOMTREE TR 16.2%

Value ($000) $65,640 Shares 1,200,000 Est. Cost $50.62 Unrealized —

XLE SELECT SECTOR SPDR TR 11.6%

Value ($000) $47,115 Shares 688,008 Est. Cost $66.54 Unrealized —

EEM ISHARES TR 11.0%

Value ($000) $44,811 Shares 1,000,000 Est. Cost — Unrealized —

XLE SELECT SECTOR SPDR TR 9.9%

Value ($000) $40,232 Shares 587,500 Est. Cost $66.54 Unrealized —

EFA ISHARES TR 8.3%

Value ($000) $33,672 Shares 491,700 Est. Cost $68.48 Unrealized —

EEM ISHARES TR 7.2%

Value ($000) $29,127 Shares 650,000 Est. Cost — Unrealized —

— POWERSHARES QQQ TRUST 4.0%

Value ($000) $16,399 Shares 112,750 Est. Cost $145.45 Unrealized —

XME SPDR SERIES TRUST 4.0%

Value ($000) $16,090 Shares 500,000 Est. Cost $32.18 Unrealized —

GLD SPDR GOLD TRUST 2.7%

Value ($000) $10,942 Shares 90,000 Est. Cost $119.98 Unrealized —

DXJ WISDOMTREE TR 1.2%

Value ($000) $4,857 Shares 88,800 Est. Cost $50.62 Unrealized —

XME SPDR SERIES TRUST 1.1%

Value ($000) $4,393 Shares 136,500 Est. Cost $32.18 Unrealized —

ARGT GLOBAL X FDS 0.6%

Value ($000) $2,331 Shares 73,301 Est. Cost $29.29 Unrealized —

— GLOBAL X FDS 0.3%

Value ($000) $1,389 Shares 146,815 Est. Cost $9.46 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	1,000,000	$88,760	21.9%	$88.39	—	Call	464288513
DXJ	WISDOMTREE TR	1,200,000	$65,640	16.2%	$50.62	—	Call	97717W851
XLE	SELECT SECTOR SPDR TR	688,008	$47,115	11.6%	$66.54	—	ENERGY	81369Y506
EEM	ISHARES TR	1,000,000	$44,811	11.0%	—	—	Put	464287234
XLE	SELECT SECTOR SPDR TR	587,500	$40,232	9.9%	$66.54	—	Call	81369Y506
EFA	ISHARES TR	491,700	$33,672	8.3%	$68.48	—	MSCI EAFE ETF	464287465
EEM	ISHARES TR	650,000	$29,127	7.2%	—	—	Call	464287234
—	POWERSHARES QQQ TRUST	112,750	$16,399	4.0%	$145.45	—	UNIT SER 1	73935A104
XME	SPDR SERIES TRUST	500,000	$16,090	4.0%	$32.18	—	Call	78464A755
GLD	SPDR GOLD TRUST	90,000	$10,942	2.7%	$119.98	—	GOLD SHS	78463V107
DXJ	WISDOMTREE TR	88,800	$4,857	1.2%	$50.62	—	JAPN HEDGE EQT	97717W851
XME	SPDR SERIES TRUST	136,500	$4,393	1.1%	$32.18	—	S&P METALS MNG	78464A755
ARGT	GLOBAL X FDS	73,301	$2,331	0.6%	$29.29	—	GB MSCI AR ETF	37950E259
—	GLOBAL X FDS	146,815	$1,389	0.3%	$9.46	—	MSCI GREECE ETF	37950E366