Q3 2020 Holdings
Filed 2020-11-10 | 31 holdings | $3.4M | 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 | $1.3M | 4,330,800 | 38.5% |
| Spdr S&P 500 ETF TR(SPY) | SPY | 78462F103 | $418.8K | 1,250,526 | 12.2% |
| Select Sector Spdr TR(XLK) | XLK | 81369Y803 | $259.9K | 2,226,716 | 7.6% |
| Select Sector Spdr TR(XLV) | XLV | 81369Y209 | $183.1K | 1,735,851 | 5.3% |
| Select Sector Spdr TR(XLY) | XLY | 81369Y407 | $168.2K | 1,144,241 | 4.9% |
| Select Sector Spdr TR(XLC) | XLC | 81369Y852 | $162.4K | 2,734,369 | 4.7% |
| Select Sector Spdr TR(XLI) | XLI | 81369Y704 | $127.3K | 1,653,452 | 3.7% |
| Select Sector Spdr TR(XLF) | XLF | 81369Y605 | $118.7K | 4,929,855 | 3.5% |
| Select Sector Spdr TR(XLP) | XLP | 81369Y308 | $113.7K | 1,774,280 | 3.3% |
| Select Sector Spdr TR(XLB) | XLB | 81369Y100 | $99.4K | 1,562,329 | 2.9% |
| iShares Msci Emerging Markets Indx ETFPut | EEM Put | 464287954 | $83.1K | 2,056,700 | 2.4% |
| Select Sector Spdr TR(XLE) | XLE | 81369Y506 | $78.3K | 2,615,120 | 2.3% |
| Select Sector Spdr TR(XLU) | XLU | 81369Y886 | $72.1K | 1,214,291 | 2.1% |
| IShares ETF-Rus2000(IWM) | IWM | 464287655 | $36.6K | 244,600 | 1.1% |
| iShares Msci Eafe ETF(EFA) | EFA | 464287465 | $36.1K | 567,800 | 1.1% |
| IShares ETF-Rus2000Put | EFA Put | 464287955 | $34.9K | 570,700 | 1.0% |
| Select Sector Spdr TR(XLRE) | XLRE | 81369Y860 | $30.0K | 849,668 | 0.9% |
| ishares ETF - Core Msci Emkt(IEMG) | IEMG | 46434G103 | $26.5K | 502,300 | 0.8% |
| Spdr S&P 500 ETF TRCall | SPY Call | 78462F903 | $14.2K | 41,400 | 0.4% |
| iShares Msci Emerging Markets Indx ETF(EEM) | EEM | 464287234 | $10.8K | 244,950 | 0.3% |
| Spdr Gold TrustPut | GLD Put | 78463V957 | $9.6K | 53,400 | 0.3% |
| Spdr Gold Trust(GLD) | GLD | 78463V107 | $9.5K | 53,400 | 0.3% |
| iShares Msci Emerging Markets Indx ETFCall | EEM Call | 464287904 | $7.8K | 155,900 | 0.2% |
| IShares ETF-20yr(TLT) | TLT | 464287432 | $2.8K | 17,400 | 0.1% |
| IShares ETF-20yrPut | TLT Put | 464287952 | $2.6K | 17,400 | 0.1% |
| iShares Msci Eafe ETFCall | EFA Call | 464287905 | $803 | 11,000 | 0.0% |
| Powershares QQQ Trust | QQQ | 73935A104 | $718 | 2,585 | 0.0% |
| Powershares QQQ TrustCall | QQQ Call | 73935A904 | $714 | 2,100 | 0.0% |
| Powershares QQQ TrustPut | QQQ Put | 73935A954 | $525 | 2,100 | 0.0% |
| Select Sector Spdr TRPut | XLF Put | 81369Y955 | $324 | 18,000 | 0.0% |