Gladius Capital Management LP Hedge Fund

CIK: 0001540656 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $720,065 (100.0% shares, 0.0% debt)

Holdings (7)

SPY SPDR S&P 500 ETF TR 62.7%

Value ($000) $451,805 Shares 1,868,505 Est. Cost $209.71 Unrealized —

— SPDR GOLD TRUST 14.8%

Value ($000) $106,218 Shares 900,000 Est. Cost $118.15 Unrealized —

GLD SPDR GOLD TRUST 6.9%

Value ($000) $49,757 Shares 421,600 Est. Cost $118.02 Unrealized —

MDY SPDR S&P MIDCAP 400 ETF TR 6.1%

Value ($000) $43,933 Shares 138,319 Est. Cost $276.72 Unrealized —

IWM ISHARES TR 3.8%

Value ($000) $27,454 Shares 194,820 Est. Cost $134.85 Unrealized —

— ISHARES TR 3.7%

Value ($000) $26,517 Shares 300,000 Est. Cost $88.39 Unrealized —

HYG ISHARES TR 2.0%

Value ($000) $14,381 Shares 162,700 Est. Cost $88.39 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,868,505	$451,805	62.7%	$209.71	—	TR UNIT	78462F103
—	SPDR GOLD TRUST	900,000	$106,218	14.8%	$118.15	—	PUT	78463V957
GLD	SPDR GOLD TRUST	421,600	$49,757	6.9%	$118.02	—	GOLD SHS	78463V107
MDY	SPDR S&P MIDCAP 400 ETF TR	138,319	$43,933	6.1%	$276.72	—	UTSER1 S&PDCRP	78467Y107
IWM	ISHARES TR	194,820	$27,454	3.8%	$134.85	—	RUSSELL 2000 ETF	464287655
—	ISHARES TR	300,000	$26,517	3.7%	$88.39	—	PUT	464288903
HYG	ISHARES TR	162,700	$14,381	2.0%	$88.39	—	IBOXX HI YD ETF	464288513