Q4 2019 Holdings
Filed 2020-02-12 | 37 holdings | $4.7M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TRPut | PUT | 78462F953 | $1.6M | 5,444,500 | 34.1% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $469.7K | 1,459,435 | 10.1% |
| Select Sector Spdr TR(XLK) | TECHNOLOGY | 81369Y803 | $221.3K | 2,413,899 | 4.7% |
| Spdr S&P 500 ETF TRCall | CALL | 78462F903 | $220.0K | 629,600 | 4.7% |
| Select Sector Spdr TR(XLV) | SBI HEALTHCARE | 81369Y209 | $214.0K | 2,100,744 | 4.6% |
| Select Sector Spdr TR(XLB) | SBI MATERIALS | 81369Y100 | $212.8K | 3,463,963 | 4.6% |
| Select Sector Spdr TR(XLC) | SBI COMMUNICATIONS | 81369Y852 | $212.7K | 3,966,079 | 4.6% |
| Select Sector Spdr TR(XLI) | SBI INT-INDS | 81369Y704 | $211.5K | 2,596,136 | 4.5% |
| Select Sector Spdr TR(XLY) | SBI CONS DISCR | 81369Y407 | $210.7K | 1,680,089 | 4.5% |
| Select Sector Spdr TR(XLP) | SBI CONS STPLS | 81369Y308 | $201.1K | 3,192,404 | 4.3% |
| Select Sector Spdr TR(XLE) | SBI INT-ENERGY | 81369Y506 | $199.4K | 3,320,662 | 4.3% |
| Select Sector Spdr TR(XLU) | SBI INT-UTILS | 81369Y886 | $199.3K | 3,084,149 | 4.3% |
| Select Sector Spdr TR(XLF) | SBI INT-FINL | 81369Y605 | $173.8K | 5,647,684 | 3.7% |
| IShares ETF-Rus2000Put | PUT | 464287955 | $56.2K | 822,500 | 1.2% |
| IShares ETF-Rus2000(IWM) | ETF | 464287655 | $49.1K | 296,531 | 1.1% |
| iShares Msci Eafe ETF(EFA) | ETF | 464287465 | $48.4K | 696,810 | 1.0% |
| Select Sector Spdr TR(XLRE) | SBI INT-REALESTATE | 81369Y860 | $40.2K | 1,039,338 | 0.9% |
| iShares Msci Emerging Markets Indx ETFPut | PUT | 464287954 | $37.7K | 885,400 | 0.8% |
| ishares ETF - Core Msci Emkt(IEMG) | ETF | 46434G103 | $26.4K | 490,680 | 0.6% |
| iShares Msci Emerging Markets Indx ETF(EEM) | ETF | 464287234 | $13.2K | 293,700 | 0.3% |
| iShares Msci Emerging Markets Indx ETFCall | CALL | 464287904 | $10.8K | 216,500 | 0.2% |
| Spdr Gold TrustPut | PUT | 78463V957 | $10.5K | 77,000 | 0.2% |
| Spdr Gold Trust(GLD) | ETF | 78463V107 | $7.4K | 52,067 | 0.2% |
| iShares Msci Eafe ETFCall | CALL | 464287905 | $5.0K | 68,200 | 0.1% |
| Spdr Gold TrustCall | CALL | 78463V907 | $3.9K | 25,400 | 0.1% |
| IShares ETF-20yr(TLT) | ETF | 464287432 | $2.8K | 20,395 | 0.1% |
| IShares ETF-20yrPut | PUT | 464287952 | $2.7K | 20,300 | 0.1% |
| Powershares QQQ TrustCall | CALL | 73935A904 | $2.2K | 9,200 | 0.0% |
| Powershares QQQ Trust | ETF | 73935A104 | $2.0K | 9,200 | 0.0% |
| Powershares QQQ TrustPut | PUT | 73935A954 | $1.7K | 9,200 | 0.0% |
| Twitter Inc(TWTRUSD) | Company | 90184L102 | $833 | 26,000 | 0.0% |
| Select Sector Spdr TRPut | PUT | 81369Y955 | $744 | 48,000 | 0.0% |
| iShares Trust - iShares 1-3 Year Treasury Bond ETF(SHY) | ETF | 464287457 | $558 | 6,599 | 0.0% |
| Ishares TR - 3-7 YR Treas BD ETF(IEI) | ETF | 464288661 | $544 | 4,324 | 0.0% |
| i-shares U.S. Real ES ETF(IYR) | ETF | 464287739 | $233 | 2,500 | 0.0% |
| i-shares U.S. Real ES ETFPut | PUT | 464287959 | $222 | 2,500 | 0.0% |