Q2 2024 · 13F-HR
Alphadyne Asset Management LPholdings as filed
Filed 2024-08-14 · accession 0001535943-24-000007
$579.6M
Reported value
29
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $141.1M | 24.3% | 259,188 | Common | SOLE |
| 78463V107 | GLD | SPDR GOLD TR | $92.1M | 15.9% | 428,200 | PUT | SOLE |
| 594918104 | MSFT | MICROSOFT CORP | $77.3M | 13.3% | 173,000 | Common | SOLE |
| 46090E103 | QQQ | INVESCO QQQ TR | $74.4M | 12.8% | 155,200 | CALL | SOLE |
| 78463V107 | GLD | SPDR GOLD TR | $31.3M | 5.40% | 145,600 | CALL | SOLE |
| 78467X109 | DIA | SPDR DOW JONES INDL AVERAGE | $21.2M | 3.65% | 54,100 | PUT | SOLE |
| 78467X109 | DIA | SPDR DOW JONES INDL AVERAGE | $19.0M | 3.28% | 48,600 | CALL | SOLE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $15.1M | 2.61% | 27,800 | CALL | SOLE |
| 464288513 | HYG | ISHARES TR | $14.7M | 2.54% | 191,000 | CALL | SOLE |
| 81369Y209 | XLV | SELECT SECTOR SPDR TR | $14.2M | 2.45% | 97,300 | CALL | SOLE |
| 78462F103 | SPY | SPDR S&P 500 ETF TR | $13.1M | 2.26% | 24,100 | PUT | SOLE |
| 81369Y209 | XLV | SELECT SECTOR SPDR TR | $12.3M | 2.12% | 84,200 | PUT | SOLE |
| 464288513 | HYG | ISHARES TR | $11.8M | 2.03% | 152,400 | PUT | SOLE |
| 464287184 | FXI | ISHARES TR | $6.3M | 1.08% | 241,600 | CALL | SOLE |
| 37954Y830 | COPX | GLOBAL X FDS | $5.5M | 0.95% | 121,800 | CALL | SOLE |
| 01609W102 | BABA | ALIBABA GROUP HLDG LTD | $5.0M | 0.87% | 70,000 | CALL | SOLE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $3.7M | 0.64% | 30,400 | PUT | SOLE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $3.6M | 0.63% | 29,900 | CALL | SOLE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $3.1M | 0.54% | 34,500 | PUT | SOLE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $3.0M | 0.52% | 33,000 | CALL | SOLE |
| 78464A698 | KRE | SPDR SER TR | $2.3M | 0.40% | 47,278 | Common | SOLE |
| 464287234 | EEM | ISHARES TR | $1.9M | 0.33% | 45,000 | CALL | SOLE |
| 464287234 | EEM | ISHARES TR | $1.8M | 0.31% | 42,100 | PUT | SOLE |
| 500767306 | KWEB | KRANESHARES TRUST | $1.7M | 0.29% | 61,600 | CALL | SOLE |
| 46137V357 | RSP | INVESCO EXCHANGE TRADED FD T | $1.6M | 0.28% | 10,000 | Common | SOLE |
| 46090E103 | QQQ | INVESCO QQQ TR | $1.2M | 0.21% | 2,600 | PUT | SOLE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $883,558 | 0.15% | 7,250 | Common | SOLE |
| 464288513 | HYG | ISHARES TR | $304,317 | 0.05% | 3,945 | Common | SOLE |
| 46090E103 | QQQ | INVESCO QQQ TR | $70,908 | 0.01% | 148 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.