Q4 2022 Holdings
Filed 2023-02-10 | 27 holdings | $2.6M | 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 | $886.6K | 2,351,100 | 34.7% |
| Spdr S&P 500 ETF TR(SPY) | SPY | 78462F103 | $466.6K | 1,170,028 | 18.3% |
| Spdr S&P 500 ETF TRCall | SPY Call | 78462F903 | $218.6K | 500,300 | 8.6% |
| Select Sector Spdr TR(XLK) | XLK | 81369Y803 | $215.0K | 1,631,631 | 8.4% |
| Select Sector Spdr TR(XLV) | XLV | 81369Y209 | $125.3K | 917,188 | 4.9% |
| Select Sector Spdr TR(XLF) | XLF | 81369Y605 | $96.0K | 2,684,397 | 3.8% |
| Select Sector Spdr TR(XLY) | XLY | 81369Y407 | $85.5K | 598,221 | 3.3% |
| Select Sector Spdr TR(XLI) | XLI | 81369Y704 | $70.0K | 696,608 | 2.7% |
| Select Sector Spdr TR(XLC) | XLC | 81369Y852 | $59.6K | 1,200,681 | 2.3% |
| Select Sector Spdr TR(XLP) | XLP | 81369Y308 | $57.8K | 758,916 | 2.3% |
| Select Sector Spdr TR(XLE) | XLE | 81369Y506 | $42.6K | 473,737 | 1.7% |
| IShares ETF-Rus2000(IWM) | IWM | 464287655 | $36.3K | 197,537 | 1.4% |
| iShares Msci Eafe ETF(EFA) | EFA | 464287465 | $31.4K | 473,100 | 1.2% |
| IShares ETF-Rus2000Put | EFA Put | 464287955 | $31.2K | 478,000 | 1.2% |
| iShares Msci Emerging Markets Indx ETFPut | EEM Put | 464287954 | $26.5K | 696,200 | 1.0% |
| ishares ETF - Core Msci Emkt(IEMG) | IEMG | 46434G103 | $25.7K | 551,700 | 1.0% |
| Select Sector Spdr TR(XLU) | XLU | 81369Y886 | $24.9K | 353,245 | 1.0% |
| Select Sector Spdr TR(XLB) | XLB | 81369Y100 | $22.3K | 273,599 | 0.9% |
| Select Sector Spdr TR(XLRE) | XLRE | 81369Y860 | $22.0K | 572,247 | 0.9% |
| Spdr Gold TrustPut | GLD Put | 78463V957 | $3.7K | 22,200 | 0.1% |
| Spdr Gold Trust(GLD) | GLD | 78463V107 | $3.6K | 22,200 | 0.1% |
| iShares Msci Emerging Markets Indx ETF(EEM) | EEM | 464287234 | $693 | 18,300 | 0.0% |
| IShares ETF-20yr(TLT) | TLT | 464287432 | $496 | 4,800 | 0.0% |
| iShares Msci Eafe ETFCall | EFA Call | 464287905 | $405 | 5,400 | 0.0% |
| IShares ETF-20yrPut | TLT Put | 464287952 | $378 | 3,600 | 0.0% |
| iShares Msci Emerging Markets Indx ETFCall | EEM Call | 464287904 | $243 | 5,400 | 0.0% |