Alphadyne Asset Management LP

Q3 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2021
Date filed
11/15/2021
Form type
13F-HR
Num holdings
4
Total value ($000)
$157,571
Net value change ($000)
-22,689 (-12.6%)
New positions
2
Sold out positions
4
Turnover %
78.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/16/2021 Next filing: 2/9/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
FXI 27,555 NEW
GDX 2,114 NEW
Top Reduces (Value $000, Stocks/ETFs)
XLF -57,907 -44.5%
MCHI -20,190 -100.0%
XLB -14,929 -100.0%
XLE -9,880 -100.0%
XLK -5,168 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 55,716 (35.4% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type