Q3 2022 Holdings
Filed 2022-11-08 | 28 holdings | $3.1M | 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 | $967.2K | 2,166,300 | 30.9% |
| Spdr S&P 500 ETF TRCall | SPY Call | 78462F903 | $782.6K | 1,850,800 | 25.0% |
| Spdr S&P 500 ETF TR(SPY) | SPY | 78462F103 | $399.7K | 1,118,940 | 12.8% |
| Select Sector Spdr TR(XLK) | XLK | 81369Y803 | $216.0K | 1,818,298 | 6.9% |
| Select Sector Spdr TR(XLV) | XLV | 81369Y209 | $123.9K | 1,022,845 | 4.0% |
| Select Sector Spdr TR(XLY) | XLY | 81369Y407 | $95.0K | 666,871 | 3.0% |
| Select Sector Spdr TR(XLF) | XLF | 81369Y605 | $90.8K | 2,989,873 | 2.9% |
| Select Sector Spdr TR(XLC) | XLC | 81369Y852 | $67.5K | 1,409,537 | 2.2% |
| Select Sector Spdr TR(XLI) | XLI | 81369Y704 | $65.3K | 787,868 | 2.1% |
| Select Sector Spdr TR(XLP) | XLP | 81369Y308 | $55.0K | 824,745 | 1.8% |
| Select Sector Spdr TR(XLE) | XLE | 81369Y506 | $37.3K | 517,790 | 1.2% |
| IShares ETF-Rus2000(IWM) | IWM | 464287655 | $34.6K | 209,900 | 1.1% |
| IShares ETF-Rus2000Put | EFA Put | 464287955 | $32.1K | 518,900 | 1.0% |
| iShares Msci Emerging Markets Indx ETFPut | EEM Put | 464287954 | $29.2K | 741,400 | 0.9% |
| iShares Msci Eafe ETF(EFA) | EFA | 464287465 | $28.8K | 514,346 | 0.9% |
| Select Sector Spdr TR(XLU) | XLU | 81369Y886 | $24.6K | 375,964 | 0.8% |
| ishares ETF - Core Msci Emkt(IEMG) | IEMG | 46434G103 | $24.0K | 558,000 | 0.8% |
| Select Sector Spdr TR(XLRE) | XLRE | 81369Y860 | $21.2K | 589,754 | 0.7% |
| Select Sector Spdr TR(XLB) | XLB | 81369Y100 | $20.8K | 306,535 | 0.7% |
| Spdr Gold TrustPut | GLD Put | 78463V957 | $3.7K | 22,700 | 0.1% |
| Spdr Gold Trust(GLD) | GLD | 78463V107 | $3.5K | 22,700 | 0.1% |
| iShares Msci Emerging Markets Indx ETF(EEM) | EEM | 464287234 | $2.1K | 59,550 | 0.1% |
| IShares ETF-20yr(TLT) | TLT | 464287432 | $441 | 4,300 | 0.0% |
| Powershares QQQ Trust | QQQ | 73935A104 | $304 | 1,137 | 0.0% |
| IShares ETF-20yrPut | TLT Put | 464287952 | $288 | 2,400 | 0.0% |
| iShares Msci Eafe ETFCall | EFA Call | 464287905 | $240 | 3,700 | 0.0% |
| iShares Msci Emerging Markets Indx ETFCall | EEM Call | 464287904 | $220 | 5,500 | 0.0% |