Glaxis Capital Management, LLC Quant / Systematic

CIK: 0001542161 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 7, 2020

Total Value ($000): $117,962 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 37.9%

Value ($000) $44,747 Shares 139,025 Est. Cost $302.86 Unrealized —

EEM ISHARES TR 16.0%

Value ($000) $18,845 Shares 420,000 Est. Cost — Unrealized —

EWJ ISHARES INC 7.0%

Value ($000) $8,294 Shares 140,000 Est. Cost $58.69 Unrealized —

SMH VANECK VECTORS ETF TRUST 5.7%

Value ($000) $6,678 Shares 47,225 Est. Cost $119.12 Unrealized —

EWJ ISHARES INC 4.9%

Value ($000) $5,785 Shares 97,660 Est. Cost $58.69 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 3.8%

Value ($000) $4,468 Shares 42,670 Est. Cost $41.32 Unrealized +4.0%

GLD SPDR GOLD TRUST 3.7%

Value ($000) $4,418 Shares 30,920 Est. Cost $142.88 Unrealized —

— MARVELL TECHNOLOGY GROUP LTD 2.9%

Value ($000) $3,389 Shares 127,605 Est. Cost $25.50 Unrealized —

QQQ INVESCO QQQ TR 2.7%

Value ($000) $3,189 Shares 15,000 Est. Cost $188.80 Unrealized —

AVGO BROADCOM INC 1.6%

Value ($000) $1,896 Shares 6,000 Est. Cost $25.89 Unrealized 0.0%

MU MICRON TECHNOLOGY INC 1.5%

Value ($000) $1,755 Shares 32,630 Est. Cost $46.59 Unrealized 0.0%

— ALTERYX INC 1.3%

Value ($000) $1,567 Shares 15,660 Est. Cost $97.99 Unrealized —

CAT CATERPILLAR INC DEL 1.3%

Value ($000) $1,540 Shares 10,426 Est. Cost $123.01 Unrealized 0.0%

GLD SPDR GOLD TRUST 1.2%

Value ($000) $1,429 Shares 10,000 Est. Cost $142.88 Unrealized —

KLAC KLA CORPORATION 1.2%

Value ($000) $1,425 Shares 8,000 Est. Cost $155.73 Unrealized 0.0%

— BROADMARK RLTY CAP INC 1.1%

Value ($000) $1,275 Shares 100,000 Est. Cost $12.75 Unrealized —

IRM IRON MTN INC NEW 1.1%

Value ($000) $1,275 Shares 40,000 Est. Cost — Unrealized —

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.0%

Value ($000) $1,232 Shares 21,200 Est. Cost $44.46 Unrealized —

SWKS SKYWORKS SOLUTIONS INC 1.0%

Value ($000) $1,209 Shares 10,000 Est. Cost $84.82 Unrealized 0.0%

— GRUBHUB INC 0.8%

Value ($000) $973 Shares 20,000 Est. Cost — Unrealized —

FIVN FIVE9 INC 0.6%

Value ($000) $687 Shares 10,480 Est. Cost $56.25 Unrealized +8.8%

GDX VANECK VECTORS ETF TRUST 0.5%

Value ($000) $586 Shares 20,000 Est. Cost $29.30 Unrealized —

— SLACK TECHNOLOGIES INC 0.5%

Value ($000) $562 Shares 25,000 Est. Cost $23.27 Unrealized —

CSTM CONSTELLIUM SE 0.4%

Value ($000) $433 Shares 32,327 Est. Cost $13.80 Unrealized 0.0%

— SOFTWARE ACQUISITION GROUP I 0.3%

Value ($000) $305 Shares 30,000 Est. Cost $10.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	139,025	$44,747	37.9%	$302.86	—	TR UNIT	78462F103
EEM	ISHARES TR	420,000	$18,845	16.0%	—	—	Call	464287234
EWJ	ISHARES INC	140,000	$8,294	7.0%	$58.69	—	Call	46434G822
SMH	VANECK VECTORS ETF TRUST	47,225	$6,678	5.7%	$119.12	—	SEMICONDUCTOR ET	92189F676
EWJ	ISHARES INC	97,660	$5,785	4.9%	$58.69	—	MSCI JPN ETF NEW	46434G822
MCHP	MICROCHIP TECHNOLOGY INC	42,670	$4,468	3.8%	$41.32	+4.0%	COM	595017104
GLD	SPDR GOLD TRUST	30,920	$4,418	3.7%	$142.88	—	GOLD SHS	78463V107
—	MARVELL TECHNOLOGY GROUP LTD	127,605	$3,389	2.9%	$25.50	—	ORD	G5876H105
QQQ	INVESCO QQQ TR	15,000	$3,189	2.7%	$188.80	—	UNIT SER 1	46090E103
AVGO	BROADCOM INC	6,000	$1,896	1.6%	$25.89	0.0%	COM	11135F101
MU	MICRON TECHNOLOGY INC	32,630	$1,755	1.5%	$46.59	0.0%	COM	595112103
—	ALTERYX INC	15,660	$1,567	1.3%	$97.99	—	COM CL A	02156B103
CAT	CATERPILLAR INC DEL	10,426	$1,540	1.3%	$123.01	0.0%	COM	149123101
GLD	SPDR GOLD TRUST	10,000	$1,429	1.2%	$142.88	—	Call	78463V107
KLAC	KLA CORPORATION	8,000	$1,425	1.2%	$155.73	0.0%	COM NEW	482480100
—	BROADMARK RLTY CAP INC	100,000	$1,275	1.1%	$12.75	—	COM	11135B100
IRM	IRON MTN INC NEW	40,000	$1,275	1.1%	—	—	Put	46284V101
TSM	TAIWAN SEMICONDUCTOR MFG LTD	21,200	$1,232	1.0%	$44.46	—	SPONSORED ADS	874039100
SWKS	SKYWORKS SOLUTIONS INC	10,000	$1,209	1.0%	$84.82	0.0%	COM	83088M102
—	GRUBHUB INC	20,000	$973	0.8%	—	—	Call	400110102
FIVN	FIVE9 INC	10,480	$687	0.6%	$56.25	+8.8%	COM	338307101
GDX	VANECK VECTORS ETF TRUST	20,000	$586	0.5%	$29.30	—	GOLD MINERS ETF	92189F106
—	SLACK TECHNOLOGIES INC	25,000	$562	0.5%	$23.27	—	COM CL A	83088V102
CSTM	CONSTELLIUM SE	32,327	$433	0.4%	$13.80	0.0%	CL A SHS	F21107101
—	SOFTWARE ACQUISITION GROUP I	30,000	$305	0.3%	$10.17	—	UNIT 10/01/2026	83406B200