DIMENSION CAPITAL MANAGEMENT LLC Diversified Active

CIK: 0001041773 · Show all filings

Period: Q4 2016 (Next →)

Filing Date: May 15, 2017

Total Value ($000): $289,768 (100.0% shares, 0.0% debt)

Holdings (39)

ADI ANALOG DEVICES INC 31.0%

Value ($000) $89,758 Shares 1,236,000 Est. Cost — Unrealized —

ADI ANALOG DEVICES INC 31.0%

Value ($000) $89,758 Shares 1,236,000 Est. Cost — Unrealized —

IGSB ISHARES TR 5.6%

Value ($000) $16,127 Shares 153,676 Est. Cost $104.94 Unrealized —

SHY ISHARES TR 5.4%

Value ($000) $15,745 Shares 186,445 Est. Cost $84.45 Unrealized —

— JPMORGAN CHASE & CO 3.6%

Value ($000) $10,557 Shares 333,978 Est. Cost $31.61 Unrealized —

ACWI ISHARES TR 3.6%

Value ($000) $10,407 Shares 175,887 Est. Cost $59.17 Unrealized —

SPY SPDR S&P 500 ETF TR 2.6%

Value ($000) $7,397 Shares 33,093 Est. Cost $223.52 Unrealized —

— TPG SPECIALTY LENDING INC 2.5%

Value ($000) $7,242 Shares 387,692 Est. Cost $18.68 Unrealized —

— TPG SPECIALTY LENDING INC 2.5%

Value ($000) $7,242 Shares 387,692 Est. Cost $18.68 Unrealized —

AMZN AMAZON COM INC 2.3%

Value ($000) $6,749 Shares 9,000 Est. Cost $39.18 Unrealized 0.0%

AVXL ANAVEX LIFE SCIENCES CORP 1.7%

Value ($000) $4,895 Shares 1,236,000 Est. Cost — Unrealized —

DJP BARCLAYS BK PLC 1.6%

Value ($000) $4,503 Shares 185,860 Est. Cost $24.23 Unrealized —

EMB ISHARES TR 1.4%

Value ($000) $4,110 Shares 37,285 Est. Cost $110.23 Unrealized —

IVV ISHARES TR 0.7%

Value ($000) $2,172 Shares 9,654 Est. Cost $224.98 Unrealized —

IYR ISHARES TR 0.6%

Value ($000) $1,709 Shares 22,210 Est. Cost $76.95 Unrealized —

EEM ISHARES TR 0.5%

Value ($000) $1,560 Shares 44,556 Est. Cost $35.01 Unrealized —

JNJ JOHNSON & JOHNSON 0.5%

Value ($000) $1,331 Shares 11,551 Est. Cost $89.71 Unrealized 0.0%

EFA ISHARES TR 0.3%

Value ($000) $801 Shares 13,870 Est. Cost $57.75 Unrealized —

C CITIGROUP INC 0.3%

Value ($000) $735 Shares 12,360 Est. Cost $40.63 Unrealized 0.0%

UPS UNITED PARCEL SERVICE INC 0.2%

Value ($000) $711 Shares 6,200 Est. Cost $80.28 Unrealized 0.0%

MCD MCDONALDS CORP 0.2%

Value ($000) $606 Shares 4,980 Est. Cost $94.30 Unrealized 0.0%

XLY SELECT SECTOR SPDR TR 0.2%

Value ($000) $540 Shares 6,635 Est. Cost $81.39 Unrealized —

— EXA CORP 0.2%

Value ($000) $474 Shares 30,870 Est. Cost $15.35 Unrealized —

AAPL APPLE INC 0.2%

Value ($000) $471 Shares 4,063 Est. Cost $26.09 Unrealized 0.0%

HYG ISHARES TR 0.2%

Value ($000) $456 Shares 5,266 Est. Cost $86.59 Unrealized —

QSR RESTAURANT BRANDS INTL INC 0.1%

Value ($000) $428 Shares 8,981 Est. Cost $46.13 Unrealized 0.0%

GLD SPDR GOLD TRUST 0.1%

Value ($000) $409 Shares 3,731 Est. Cost $109.62 Unrealized —

— RAYTHEON CO 0.1%

Value ($000) $400 Shares 2,819 Est. Cost $141.89 Unrealized —

EWG ISHARES 0.1%

Value ($000) $291 Shares 11,000 Est. Cost $26.45 Unrealized —

BUD ANHEUSER BUSCH INBEV SA/NV 0.1%

Value ($000) $258 Shares 2,443 Est. Cost $105.61 Unrealized —

PEP PEPSICO INC 0.1%

Value ($000) $245 Shares 2,337 Est. Cost $79.36 Unrealized 0.0%

— PROSHARES TR 0.1%

Value ($000) $244 Shares 6,675 Est. Cost $36.55 Unrealized —

IWM ISHARES TR 0.1%

Value ($000) $237 Shares 1,757 Est. Cost $134.89 Unrealized —

GOOG ALPHABET INC 0.1%

Value ($000) $228 Shares 296 Est. Cost $38.66 Unrealized 0.0%

CVX CHEVRON CORP NEW 0.1%

Value ($000) $222 Shares 1,889 Est. Cost $73.80 Unrealized 0.0%

PFE PFIZER INC 0.1%

Value ($000) $216 Shares 6,644 Est. Cost $20.50 Unrealized 0.0%

— DISCOVER FINL SVCS 0.1%

Value ($000) $212 Shares 2,936 Est. Cost $72.21 Unrealized —

— VALEANT PHARMACEUTICALS INTL 0.1%

Value ($000) $197 Shares 13,565 Est. Cost $14.52 Unrealized —

— AVIANCA HLDGS SA 0.0%

Value ($000) $125 Shares 13,000 Est. Cost $9.62 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ADI	ANALOG DEVICES INC	1,236,000	$89,758	31.0%	—	—	Call	032654105
ADI	ANALOG DEVICES INC	1,236,000	$89,758	31.0%	—	—	Put	032654105
IGSB	ISHARES TR	153,676	$16,127	5.6%	$104.94	—	1-3 YR CR BD ETF	464288646
SHY	ISHARES TR	186,445	$15,745	5.4%	$84.45	—	1-3 YR TR BD ETF	464287457
—	JPMORGAN CHASE & CO	333,978	$10,557	3.6%	$31.61	—	ALERIAN ML ETN	46625H365
ACWI	ISHARES TR	175,887	$10,407	3.6%	$59.17	—	MSCI ACWI ETF	464288257
SPY	SPDR S&P 500 ETF TR	33,093	$7,397	2.6%	$223.52	—	TR UNIT	78462F103
—	TPG SPECIALTY LENDING INC	387,692	$7,242	2.5%	$18.68	—	NOTE 4.500%12/1	87265KAB8
—	TPG SPECIALTY LENDING INC	387,692	$7,242	2.5%	$18.68	—	COM	87265K102
AMZN	AMAZON COM INC	9,000	$6,749	2.3%	$39.18	0.0%	COM	023135106
AVXL	ANAVEX LIFE SCIENCES CORP	1,236,000	$4,895	1.7%	—	—	Put	032797300
DJP	BARCLAYS BK PLC	185,860	$4,503	1.6%	$24.23	—	DJUBS CMDT ETN36	06738C778
EMB	ISHARES TR	37,285	$4,110	1.4%	$110.23	—	JP MOR EM MK ETF	464288281
IVV	ISHARES TR	9,654	$2,172	0.7%	$224.98	—	CORE S&P500 ETF	464287200
IYR	ISHARES TR	22,210	$1,709	0.6%	$76.95	—	U.S. REAL ES ETF	464287739
EEM	ISHARES TR	44,556	$1,560	0.5%	$35.01	—	MSCI EMG MKT ETF	464287234
JNJ	JOHNSON & JOHNSON	11,551	$1,331	0.5%	$89.71	0.0%	COM	478160104
EFA	ISHARES TR	13,870	$801	0.3%	$57.75	—	MSCI EAFE ETF	464287465
C	CITIGROUP INC	12,360	$735	0.3%	$40.63	0.0%	COM NEW	172967424
UPS	UNITED PARCEL SERVICE INC	6,200	$711	0.2%	$80.28	0.0%	CL B	911312106
MCD	MCDONALDS CORP	4,980	$606	0.2%	$94.30	0.0%	COM	580135101
XLY	SELECT SECTOR SPDR TR	6,635	$540	0.2%	$81.39	—	SBI CONS DISCR	81369Y407
—	EXA CORP	30,870	$474	0.2%	$15.35	—	COM	300614500
AAPL	APPLE INC	4,063	$471	0.2%	$26.09	0.0%	COM	037833100
HYG	ISHARES TR	5,266	$456	0.2%	$86.59	—	IBOXX HI YD ETF	464288513
QSR	RESTAURANT BRANDS INTL INC	8,981	$428	0.1%	$46.13	0.0%	COM	76131D103
GLD	SPDR GOLD TRUST	3,731	$409	0.1%	$109.62	—	GOLD SHS	78463V107
—	RAYTHEON CO	2,819	$400	0.1%	$141.89	—	COM NEW	755111507
EWG	ISHARES	11,000	$291	0.1%	$26.45	—	MSCI GERMANY ETF	464286806
BUD	ANHEUSER BUSCH INBEV SA/NV	2,443	$258	0.1%	$105.61	—	SPONSORED ADR	03524A108
PEP	PEPSICO INC	2,337	$245	0.1%	$79.36	0.0%	COM	713448108
—	PROSHARES TR	6,675	$244	0.1%	$36.55	—	SHORT S&P 500 NE	74347B425
IWM	ISHARES TR	1,757	$237	0.1%	$134.89	—	RUSSELL 2000 ETF	464287655
GOOG	ALPHABET INC	296	$228	0.1%	$38.66	0.0%	CAP STK CL C	02079K107
CVX	CHEVRON CORP NEW	1,889	$222	0.1%	$73.80	0.0%	COM	166764100
PFE	PFIZER INC	6,644	$216	0.1%	$20.50	0.0%	COM	717081103
—	DISCOVER FINL SVCS	2,936	$212	0.1%	$72.21	—	COM	254709108
—	VALEANT PHARMACEUTICALS INTL	13,565	$197	0.1%	$14.52	—	COM	91911K102
—	AVIANCA HLDGS SA	13,000	$125	0.0%	$9.62	—	SPON ADR REP PFD	05367G100