QVR LLC Hedge Fund

CIK: 0001718858 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 1, 2019

Total Value ($000): $835,695 (100.0% shares, 0.0% debt)

Holdings (44)

TLT ISHARES TR 21.4%

Value ($000) $178,622 Shares 1,248,400 Est. Cost — Unrealized —

TLT ISHARES TR 19.4%

Value ($000) $162,322 Shares 1,134,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 7.6%

Value ($000) $63,185 Shares 212,909 Est. Cost $296.77 Unrealized —

FXI ISHARES TR 5.9%

Value ($000) $49,101 Shares 1,233,700 Est. Cost $42.78 Unrealized —

IWM ISHARES TR 5.3%

Value ($000) $44,191 Shares 292,000 Est. Cost — Unrealized —

FXI ISHARES TR 5.0%

Value ($000) $41,737 Shares 1,048,700 Est. Cost $42.78 Unrealized —

IWM ISHARES TR 4.8%

Value ($000) $39,758 Shares 262,700 Est. Cost — Unrealized —

LQD ISHARES TR 4.0%

Value ($000) $33,184 Shares 260,300 Est. Cost — Unrealized —

— BARCLAYS BK PLC 3.5%

Value ($000) $29,027 Shares 1,222,700 Est. Cost — Unrealized —

EFA ISHARES TR 3.2%

Value ($000) $26,689 Shares 409,300 Est. Cost $65.21 Unrealized —

EFA ISHARES TR 3.1%

Value ($000) $26,214 Shares 402,000 Est. Cost $65.21 Unrealized —

DXJ WISDOMTREE TR 2.4%

Value ($000) $20,467 Shares 405,600 Est. Cost $50.45 Unrealized —

EWY ISHARES INC 2.1%

Value ($000) $17,393 Shares 308,700 Est. Cost — Unrealized —

SMH VANECK VECTORS ETF TR 1.6%

Value ($000) $13,722 Shares 115,200 Est. Cost $119.13 Unrealized —

QQQ INVESCO QQQ TR 1.2%

Value ($000) $9,931 Shares 52,600 Est. Cost $188.80 Unrealized —

EFA ISHARES TR 1.1%

Value ($000) $8,929 Shares 136,922 Est. Cost $65.21 Unrealized —

EWY ISHARES INC 1.0%

Value ($000) $8,163 Shares 144,900 Est. Cost — Unrealized —

EWJ ISHARES INC 0.8%

Value ($000) $6,985 Shares 123,100 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 0.8%

Value ($000) $6,659 Shares 102,852 Est. Cost $62.81 Unrealized —

SLV ISHARES SILVER TRUST 0.8%

Value ($000) $6,596 Shares 414,349 Est. Cost $15.58 Unrealized —

SMH VANECK VECTORS ETF TR 0.8%

Value ($000) $6,301 Shares 52,891 Est. Cost $119.13 Unrealized —

BYND BEYOND MEAT INC 0.7%

Value ($000) $6,034 Shares 40,600 Est. Cost — Unrealized —

EWJ ISHARES INC 0.5%

Value ($000) $4,103 Shares 72,300 Est. Cost — Unrealized —

IYR ISHARES TR 0.5%

Value ($000) $4,022 Shares 42,993 Est. Cost $93.55 Unrealized —

DXJ WISDOMTREE TR 0.4%

Value ($000) $3,460 Shares 68,578 Est. Cost $50.45 Unrealized —

QQQ INVESCO QQQ TR 0.3%

Value ($000) $2,669 Shares 14,137 Est. Cost $188.80 Unrealized —

XRT SPDR SERIES TRUST 0.3%

Value ($000) $2,602 Shares 61,300 Est. Cost $44.87 Unrealized —

DXJ WISDOMTREE TR 0.3%

Value ($000) $2,588 Shares 51,300 Est. Cost $50.45 Unrealized —

XHB SPDR SERIES TRUST 0.2%

Value ($000) $2,012 Shares 45,634 Est. Cost $39.39 Unrealized —

XLK SELECT SECTOR SPDR TR 0.2%

Value ($000) $1,683 Shares 20,900 Est. Cost $80.53 Unrealized —

SMH VANECK VECTORS ETF TR 0.2%

Value ($000) $1,537 Shares 12,900 Est. Cost $119.13 Unrealized —

— SPDR SERIES TRUST 0.1%

Value ($000) $1,079 Shares 48,300 Est. Cost $27.25 Unrealized —

XRT SPDR SERIES TRUST 0.1%

Value ($000) $1,004 Shares 23,667 Est. Cost $44.87 Unrealized —

XLK SELECT SECTOR SPDR TR 0.1%

Value ($000) $839 Shares 10,419 Est. Cost $80.53 Unrealized —

KRE SPDR SERIES TRUST 0.1%

Value ($000) $813 Shares 15,400 Est. Cost — Unrealized —

— UNITED STATES NATL GAS FUND 0.1%

Value ($000) $528 Shares 26,500 Est. Cost $23.96 Unrealized —

IYR ISHARES TR 0.1%

Value ($000) $477 Shares 5,100 Est. Cost $93.55 Unrealized —

GDXJ VANECK VECTORS ETF TR 0.0%

Value ($000) $315 Shares 8,700 Est. Cost $36.34 Unrealized —

— UNITED STATES NATL GAS FUND 0.0%

Value ($000) $262 Shares 13,171 Est. Cost $23.96 Unrealized —

XLU SELECT SECTOR SPDR TR 0.0%

Value ($000) $168 Shares 2,600 Est. Cost $62.81 Unrealized —

GDXJ VANECK VECTORS ETF TR 0.0%

Value ($000) $137 Shares 3,775 Est. Cost $36.34 Unrealized —

XLK SELECT SECTOR SPDR TR 0.0%

Value ($000) $89 Shares 1,100 Est. Cost $80.53 Unrealized —

— SPDR SERIES TRUST 0.0%

Value ($000) $60 Shares 2,667 Est. Cost $27.25 Unrealized —

— SPDR SERIES TRUST 0.0%

Value ($000) $38 Shares 1,700 Est. Cost $27.25 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	1,248,400	$178,622	21.4%	—	—	Put	464287432
TLT	ISHARES TR	1,134,500	$162,322	19.4%	—	—	Call	464287432
SPY	SPDR S&P 500 ETF TR	212,909	$63,185	7.6%	$296.77	—	TR UNIT	78462F103
FXI	ISHARES TR	1,233,700	$49,101	5.9%	$42.78	—	Put	464287184
IWM	ISHARES TR	292,000	$44,191	5.3%	—	—	Put	464287655
FXI	ISHARES TR	1,048,700	$41,737	5.0%	$42.78	—	Call	464287184
IWM	ISHARES TR	262,700	$39,758	4.8%	—	—	Call	464287655
LQD	ISHARES TR	260,300	$33,184	4.0%	—	—	Put	464287242
—	BARCLAYS BK PLC	1,222,700	$29,027	3.5%	—	—	Put	06746P621
EFA	ISHARES TR	409,300	$26,689	3.2%	$65.21	—	Call	464287465
EFA	ISHARES TR	402,000	$26,214	3.1%	$65.21	—	Put	464287465
DXJ	WISDOMTREE TR	405,600	$20,467	2.4%	$50.45	—	Put	97717W851
EWY	ISHARES INC	308,700	$17,393	2.1%	—	—	Put	464286772
SMH	VANECK VECTORS ETF TR	115,200	$13,722	1.6%	$119.13	—	Put	92189F676
QQQ	INVESCO QQQ TR	52,600	$9,931	1.2%	$188.80	—	Put	46090E103
EFA	ISHARES TR	136,922	$8,929	1.1%	$65.21	—	MSCI EAFE ETF	464287465
EWY	ISHARES INC	144,900	$8,163	1.0%	—	—	Call	464286772
EWJ	ISHARES INC	123,100	$6,985	0.8%	—	—	Put	46434G822
XLU	SELECT SECTOR SPDR TR	102,852	$6,659	0.8%	$62.81	—	SBI INT-UTILS	81369Y886
SLV	ISHARES SILVER TRUST	414,349	$6,596	0.8%	$15.58	—	ISHARES	46428Q109
SMH	VANECK VECTORS ETF TR	52,891	$6,301	0.8%	$119.13	—	SEMICONDUCTOR ET	92189F676
BYND	BEYOND MEAT INC	40,600	$6,034	0.7%	—	—	Put	08862E109
EWJ	ISHARES INC	72,300	$4,103	0.5%	—	—	Call	46434G822
IYR	ISHARES TR	42,993	$4,022	0.5%	$93.55	—	U.S. REAL ES ETF	464287739
DXJ	WISDOMTREE TR	68,578	$3,460	0.4%	$50.45	—	JAPN HEDGE EQT	97717W851
QQQ	INVESCO QQQ TR	14,137	$2,669	0.3%	$188.80	—	UNIT SER 1	46090E103
XRT	SPDR SERIES TRUST	61,300	$2,602	0.3%	$44.87	—	Put	78464A714
DXJ	WISDOMTREE TR	51,300	$2,588	0.3%	$50.45	—	Call	97717W851
XHB	SPDR SERIES TRUST	45,634	$2,012	0.2%	$39.39	—	S&P HOMEBUILD	78464A888
XLK	SELECT SECTOR SPDR TR	20,900	$1,683	0.2%	$80.53	—	Put	81369Y803
SMH	VANECK VECTORS ETF TR	12,900	$1,537	0.2%	$119.13	—	Call	92189F676
—	SPDR SERIES TRUST	48,300	$1,079	0.1%	$27.25	—	Call	78464A730
XRT	SPDR SERIES TRUST	23,667	$1,004	0.1%	$44.87	—	S&P RETAIL ETF	78464A714
XLK	SELECT SECTOR SPDR TR	10,419	$839	0.1%	$80.53	—	TECHNOLOGY	81369Y803
KRE	SPDR SERIES TRUST	15,400	$813	0.1%	—	—	Call	78464A698
—	UNITED STATES NATL GAS FUND	26,500	$528	0.1%	$23.96	—	Put	912318300
IYR	ISHARES TR	5,100	$477	0.1%	$93.55	—	Call	464287739
GDXJ	VANECK VECTORS ETF TR	8,700	$315	0.0%	$36.34	—	Call	92189F791
—	UNITED STATES NATL GAS FUND	13,171	$262	0.0%	$23.96	—	UNIT PAR	912318300
XLU	SELECT SECTOR SPDR TR	2,600	$168	0.0%	$62.81	—	Put	81369Y886
GDXJ	VANECK VECTORS ETF TR	3,775	$137	0.0%	$36.34	—	JR GOLD MINERS E	92189F791
XLK	SELECT SECTOR SPDR TR	1,100	$89	0.0%	$80.53	—	Call	81369Y803
—	SPDR SERIES TRUST	2,667	$60	0.0%	$27.25	—	S&P OILGAS EXP	78464A730
—	SPDR SERIES TRUST	1,700	$38	0.0%	$27.25	—	Put	78464A730