SCHF (GPE), LLC Quant / Systematic

CIK: 0001537455 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Dec 1, 2020

Total Value ($000): $1,522,764 (100.0% shares, 0.0% debt)

Holdings (16)

EEM ISHARES TR 34.6%

Value ($000) $527,101 Shares 11,747,300 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 28.4%

Value ($000) $432,810 Shares 2,035,700 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 22.0%

Value ($000) $334,960 Shares 1,040,700 Est. Cost — Unrealized —

— MEDALLIA INC 4.6%

Value ($000) $69,840 Shares 2,244,951 Est. Cost $31.11 Unrealized —

XLE SELECT SECTOR SPDR TR 2.6%

Value ($000) $39,769 Shares 662,383 Est. Cost $60.04 Unrealized —

— COVETRUS INC 2.3%

Value ($000) $35,486 Shares 2,688,358 Est. Cost $13.20 Unrealized —

HDB HDFC BANK LTD 1.7%

Value ($000) $25,813 Shares 407,336 Est. Cost $63.37 Unrealized —

MELI MERCADOLIBRE INC 1.6%

Value ($000) $24,021 Shares 42,000 Est. Cost $553.43 Unrealized 0.0%

XYZ SQUARE INC 0.5%

Value ($000) $8,132 Shares 129,994 Est. Cost $63.90 Unrealized 0.0%

OKE ONEOK INC NEW 0.5%

Value ($000) $7,567 Shares 100,000 Est. Cost $47.69 Unrealized 0.0%

— PARSLEY ENERGY INC 0.3%

Value ($000) $4,728 Shares 250,000 Est. Cost $18.91 Unrealized —

PAGP PLAINS GP HLDGS L P 0.3%

Value ($000) $4,169 Shares 220,000 Est. Cost $18.95 Unrealized —

FANG DIAMONDBACK ENERGY INC 0.2%

Value ($000) $2,841 Shares 30,597 Est. Cost $64.81 Unrealized 0.0%

— ENCANA CORP 0.2%

Value ($000) $2,814 Shares 600,000 Est. Cost $4.69 Unrealized —

DBX DROPBOX INC 0.1%

Value ($000) $2,260 Shares 126,194 Est. Cost $18.84 Unrealized 0.0%

NTRA NATERA INC 0.0%

Value ($000) $453 Shares 13,434 Est. Cost $36.86 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EEM	ISHARES TR	11,747,300	$527,101	34.6%	—	—	Put	464287234
QQQ	INVESCO QQQ TR	2,035,700	$432,810	28.4%	—	—	Put	46090E103
SPY	SPDR S&P 500 ETF TR	1,040,700	$334,960	22.0%	—	—	Put	78462F103
—	MEDALLIA INC	2,244,951	$69,840	4.6%	$31.11	—	COM	584021109
XLE	SELECT SECTOR SPDR TR	662,383	$39,769	2.6%	$60.04	—	ENERGY	81369Y506
—	COVETRUS INC	2,688,358	$35,486	2.3%	$13.20	—	COM	22304C100
HDB	HDFC BANK LTD	407,336	$25,813	1.7%	$63.37	—	SPONSORED ADS	40415F101
MELI	MERCADOLIBRE INC	42,000	$24,021	1.6%	$553.43	0.0%	COM	58733R102
XYZ	SQUARE INC	129,994	$8,132	0.5%	$63.90	0.0%	CL A	852234103
OKE	ONEOK INC NEW	100,000	$7,567	0.5%	$47.69	0.0%	COM	682680103
—	PARSLEY ENERGY INC	250,000	$4,728	0.3%	$18.91	—	CL A	701877102
PAGP	PLAINS GP HLDGS L P	220,000	$4,169	0.3%	$18.95	—	LTD PARTNR INT A	72651A207
FANG	DIAMONDBACK ENERGY INC	30,597	$2,841	0.2%	$64.81	0.0%	COM	25278X109
—	ENCANA CORP	600,000	$2,814	0.2%	$4.69	—	COM	292505104
DBX	DROPBOX INC	126,194	$2,260	0.1%	$18.84	0.0%	CL A	26210C104
NTRA	NATERA INC	13,434	$453	0.0%	$36.86	0.0%	COM	632307104