Q1 2020 Holdings
Filed 2020-05-11 | 34 holdings | $3.3M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TRPut | SPY Put | 78462F953 | $793.4K | 2,679,600 | 24.3% |
| Spdr S&P 500 ETF TRCall | SPY Call | 78462F903 | $371.8K | 1,292,300 | 11.4% |
| Spdr S&P 500 ETF TR(SPY) | SPY | 78462F103 | $364.8K | 1,415,317 | 11.2% |
| Select Sector Spdr TR(XLK) | XLK | 81369Y803 | $218.2K | 2,715,120 | 6.7% |
| Select Sector Spdr TR(XLV) | XLV | 81369Y209 | $193.3K | 2,182,417 | 5.9% |
| Select Sector Spdr TR(XLC) | XLC | 81369Y852 | $161.9K | 3,660,687 | 5.0% |
| Select Sector Spdr TR(XLY) | XLY | 81369Y407 | $150.3K | 1,532,414 | 4.6% |
| Select Sector Spdr TR(XLP) | XLP | 81369Y308 | $147.5K | 2,707,449 | 4.5% |
| Select Sector Spdr TR(XLI) | XLI | 81369Y704 | $142.2K | 2,409,968 | 4.4% |
| Select Sector Spdr TR(XLF) | XLF | 81369Y605 | $123.9K | 5,951,407 | 3.8% |
| Select Sector Spdr TR(XLB) | XLB | 81369Y100 | $111.0K | 2,464,915 | 3.4% |
| Select Sector Spdr TR(XLU) | XLU | 81369Y886 | $109.1K | 1,968,548 | 3.3% |
| Select Sector Spdr TR(XLE) | XLE | 81369Y506 | $103.9K | 3,576,734 | 3.2% |
| iShares Msci Eafe ETF(EFA) | EFA | 464287465 | $41.9K | 784,000 | 1.3% |
| IShares ETF-Rus2000(IWM) | IWM | 464287655 | $41.7K | 364,665 | 1.3% |
| iShares Msci Eafe ETFPut | EFA Put | 464287955 | $36.7K | 788,600 | 1.1% |
| iShares Msci Emerging Markets Indx ETFPut | EEM Put | 464287954 | $36.3K | 984,400 | 1.1% |
| Select Sector Spdr TR(XLRE) | XLRE | 81369Y860 | $30.9K | 996,172 | 0.9% |
| ishares ETF - Core Msci Emkt(IEMG) | IEMG | 46434G103 | $22.7K | 561,510 | 0.7% |
| iShares Msci Emerging Markets Indx ETFCall | EEM Call | 464287904 | $10.6K | 212,800 | 0.3% |
| iShares Msci Emerging Markets Indx ETF(EEM) | EEM | 464287234 | $10.5K | 308,900 | 0.3% |
| iShares Msci Eafe ETFCall | EFA Call | 464287905 | $10.1K | 146,300 | 0.3% |
| Spdr Gold Trust(GLD) | GLD | 78463V107 | $7.7K | 51,900 | 0.2% |
| Spdr Gold TrustPut | GLD Put | 78463V957 | $7.4K | 51,900 | 0.2% |
| Spdr Gold TrustCall | GLD Call | 78463V907 | $3.9K | 25,400 | 0.1% |
| IShares ETF-20yr(TLT) | TLT | 464287432 | $3.2K | 19,200 | 0.1% |
| IShares ETF-20yrPut | TLT Put | 464287952 | $2.7K | 19,200 | 0.1% |
| Powershares QQQ TrustCall | QQQ Call | 73935A904 | $2.0K | 8,400 | 0.1% |
| Powershares QQQ Trust | QQQ | 73935A104 | $1.5K | 8,000 | 0.0% |
| Powershares QQQ TrustPut | QQQ Put | 73935A954 | $1.5K | 8,000 | 0.0% |
| Ishares TR - 3-7 YR Treas BD ETF(IEI) | IEI | 464288661 | $440 | 3,300 | 0.0% |
| iShares Trust - iShares 1-3 Year Treasury Bond ETF(SHY) | SHY | 464287457 | $425 | 4,900 | 0.0% |
| Select Sector Spdr TRPut | XLF Put | 81369Y955 | $324 | 18,000 | 0.0% |
| i-shares U.S. Real ES ETF(IYR) | IYR | 464287739 | $202 | 2,900 | 0.0% |