Gladius Capital Management LP Hedge Fund

CIK: 0001540656 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $1,520,351 (100.0% shares, 0.0% debt)

Holdings (9)

SPY SPDR S&P 500 ETF TR 45.4%

Value ($000) $690,941 Shares 2,592,147 Est. Cost $225.20 Unrealized —

— POWERSHARES QQQ TRUST 20.5%

Value ($000) $311,520 Shares 2,000,000 Est. Cost $155.76 Unrealized —

— ISHARES TR 12.1%

Value ($000) $184,710 Shares 3,920,000 Est. Cost $46.24 Unrealized —

— SPDR S&P 500 ETF TR 10.2%

Value ($000) $154,600 Shares 580,000 Est. Cost $266.55 Unrealized —

MDY SPDR S&P MIDCAP 400 ETF TR 3.3%

Value ($000) $49,593 Shares 143,649 Est. Cost $278.73 Unrealized —

EEM ISHARES TR 2.9%

Value ($000) $44,094 Shares 935,782 Est. Cost $46.36 Unrealized —

— SPDR S&P 500 ETF TR 2.6%

Value ($000) $39,983 Shares 150,000 Est. Cost $266.55 Unrealized —

IWM ISHARES TR 2.4%

Value ($000) $36,774 Shares 241,202 Est. Cost $138.19 Unrealized —

— XL GROUP LTD 0.5%

Value ($000) $8,136 Shares 231,400 Est. Cost $39.45 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	2,592,147	$690,941	45.4%	$225.20	—	TR UNIT	78462F103
—	POWERSHARES QQQ TRUST	2,000,000	$311,520	20.5%	$155.76	—	PUT	73935A954
—	ISHARES TR	3,920,000	$184,710	12.1%	$46.24	—	PUT	464287954
—	SPDR S&P 500 ETF TR	580,000	$154,600	10.2%	$266.55	—	PUT	78462F953
MDY	SPDR S&P MIDCAP 400 ETF TR	143,649	$49,593	3.3%	$278.73	—	UTSER1 S&PDCRP	78467Y107
EEM	ISHARES TR	935,782	$44,094	2.9%	$46.36	—	MSCI EMG MKT ETF	464287234
—	SPDR S&P 500 ETF TR	150,000	$39,983	2.6%	$266.55	—	CALL	78462F903
IWM	ISHARES TR	241,202	$36,774	2.4%	$138.19	—	RUSSELL 2000 ETF	464287655
—	XL GROUP LTD	231,400	$8,136	0.5%	$39.45	—	CALL	G98294904