Gladius Capital Management LP Hedge Fund

CIK: 0001540656 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $737,852 (100.0% shares, 0.0% debt)

Holdings (11)

SPY SPDR S&P 500 ETF TR 64.2%

Value ($000) $473,820 Shares 1,885,535 Est. Cost $209.71 Unrealized —

— ISHARES TR 9.1%

Value ($000) $67,215 Shares 1,500,000 Est. Cost $44.81 Unrealized —

— SELECT SECTOR SPDR TR 7.4%

Value ($000) $54,784 Shares 800,000 Est. Cost $68.48 Unrealized —

MDY SPDR S&P MIDCAP 400 ETF TR 6.2%

Value ($000) $45,515 Shares 139,434 Est. Cost $276.72 Unrealized —

IWM ISHARES TR 4.0%

Value ($000) $29,242 Shares 197,342 Est. Cost $135.02 Unrealized —

— XL GROUP LTD 2.7%

Value ($000) $19,615 Shares 497,200 Est. Cost $39.45 Unrealized —

XLE SELECT SECTOR SPDR TR 1.9%

Value ($000) $14,134 Shares 206,400 Est. Cost $68.48 Unrealized —

EEM ISHARES TR 1.9%

Value ($000) $13,863 Shares 309,382 Est. Cost $44.81 Unrealized —

— PROGRESSIVE CORP OHIO 1.3%

Value ($000) $9,684 Shares 200,000 Est. Cost $48.42 Unrealized —

PGR PROGRESSIVE CORP OHIO 1.1%

Value ($000) $8,052 Shares 166,300 Est. Cost $36.13 Unrealized 0.0%

— XL GROUP LTD 0.3%

Value ($000) $1,928 Shares 48,861 Est. Cost $39.46 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,885,535	$473,820	64.2%	$209.71	—	TR UNIT	78462F103
—	ISHARES TR	1,500,000	$67,215	9.1%	$44.81	—	PUT	464287954
—	SELECT SECTOR SPDR TR	800,000	$54,784	7.4%	$68.48	—	PUT	81369Y956
MDY	SPDR S&P MIDCAP 400 ETF TR	139,434	$45,515	6.2%	$276.72	—	UTSER1 S&PDCRP	78467Y107
IWM	ISHARES TR	197,342	$29,242	4.0%	$135.02	—	RUSSELL 2000 ETF	464287655
—	XL GROUP LTD	497,200	$19,615	2.7%	$39.45	—	CALL	G98294904
XLE	SELECT SECTOR SPDR TR	206,400	$14,134	1.9%	$68.48	—	ENERGY	81369Y506
EEM	ISHARES TR	309,382	$13,863	1.9%	$44.81	—	MSCI EMG MKT ETF	464287234
—	PROGRESSIVE CORP OHIO	200,000	$9,684	1.3%	$48.42	—	CALL	743315903
PGR	PROGRESSIVE CORP OHIO	166,300	$8,052	1.1%	$36.13	0.0%	COM	743315103
—	XL GROUP LTD	48,861	$1,928	0.3%	$39.46	—	COM	G98294104