Q2 2023 Holdings
Filed 2023-08-10 | 26 holdings | $2.4B | 13F-HR/A | View on SEC ↗ · Holdings Table ↗
Amended (2023-08-15) | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TRPutA | SPY Put | 78462F953 | $831.0M | 2,119,000 | 35.2% |
| Spdr S&P 500 ETF TR(SPY)A | SPY | 78462F103 | $473.8M | 1,068,750 | 20.1% |
| Select Sector Spdr TR(XLK)A | XLK | 81369Y803 | $213.4M | 1,227,604 | 9.0% |
| Spdr S&P 500 ETF TRCallA | SPY Call | 78462F903 | $142.4M | 312,800 | 6.0% |
| Select Sector Spdr TR(XLV)A | XLV | 81369Y209 | $101.8M | 767,183 | 4.3% |
| Select Sector Spdr TR(XLF)A | XLF | 81369Y605 | $94.3M | 2,798,246 | 4.0% |
| Select Sector Spdr TR(XLY)A | XLY | 81369Y407 | $80.8M | 475,594 | 3.4% |
| Select Sector Spdr TR(XLI)A | XLI | 81369Y704 | $64.4M | 599,678 | 2.7% |
| Select Sector Spdr TR(XLC)A | XLC | 81369Y852 | $64.2M | 987,102 | 2.7% |
| Select Sector Spdr TR(XLP)A | XLP | 81369Y308 | $50.4M | 680,163 | 2.1% |
| IShares ETF-Rus2000(IWM)A | IWM | 464287655 | $34.9M | 186,547 | 1.5% |
| iShares Msci Eafe ETF(EFA)A | EFA | 464287465 | $31.6M | 435,900 | 1.3% |
| Select Sector Spdr TR(XLE)A | XLE | 81369Y506 | $31.4M | 386,640 | 1.3% |
| IShares ETF-Rus2000PutA | EFA Put | 464287955 | $29.3M | 440,000 | 1.2% |
| ishares ETF - Core Msci Emkt(IEMG)A | IEMG | 46434G103 | $25.9M | 526,400 | 1.1% |
| iShares Msci Emerging Markets Indx ETFPutA | EEM Put | 464287954 | $25.1M | 659,900 | 1.1% |
| Select Sector Spdr TR(XLU)A | XLU | 81369Y886 | $19.5M | 298,142 | 0.8% |
| Select Sector Spdr TR(XLB)A | XLB | 81369Y100 | $19.0M | 229,039 | 0.8% |
| Select Sector Spdr TR(XLRE)A | XLRE | 81369Y860 | $18.5M | 490,082 | 0.8% |
| Spdr Gold Trust(GLD)A | GLD | 78463V107 | $3.9M | 22,000 | 0.2% |
| Spdr Gold TrustPutA | GLD Put | 78463V957 | $3.6M | 22,000 | 0.2% |
| iShares Msci Emerging Markets Indx ETF(EEM)A | EEM | 464287234 | $522.2K | 13,200 | 0.0% |
| IShares ETF-20yrPutA | TLT Put | 464287952 | $504.0K | 4,800 | 0.0% |
| IShares ETF-20yr(TLT)A | TLT | 464287432 | $494.1K | 4,800 | 0.0% |
| iShares Msci Eafe ETFCallA | EFA Call | 464287905 | $210.0K | 2,800 | 0.0% |