QVR LLC Hedge Fund

Location: San Francisco, CA

CIK: 0001718858 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 1, 2019

Total Value: $836M (100.0% shares, 0.0% debt)

Holdings (44)

TLT ISHARES TR 21.4%

Value $179M Shares 1,248,400 Est. Cost — Unrealized —

TLT ISHARES TR 19.4%

Value $162M Shares 1,134,500 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 7.6%

Value $63.19M Shares 212,909 Est. Cost $296.77 Unrealized —

FXI ISHARES TR 5.9%

Value $49.1M Shares 1,233,700 Est. Cost $42.78 Unrealized —

IWM ISHARES TR 5.3%

Value $44.19M Shares 292,000 Est. Cost — Unrealized —

FXI ISHARES TR 5.0%

Value $41.74M Shares 1,048,700 Est. Cost $42.78 Unrealized —

IWM ISHARES TR 4.8%

Value $39.76M Shares 262,700 Est. Cost — Unrealized —

LQD ISHARES TR 4.0%

Value $33.18M Shares 260,300 Est. Cost — Unrealized —

— BARCLAYS BK PLC 3.5%

Value $29.03M Shares 1,222,700 Est. Cost — Unrealized —

EFA ISHARES TR 3.2%

Value $26.69M Shares 409,300 Est. Cost $65.21 Unrealized —

EFA ISHARES TR 3.1%

Value $26.21M Shares 402,000 Est. Cost $65.21 Unrealized —

DXJ WISDOMTREE TR 2.4%

Value $20.47M Shares 405,600 Est. Cost $50.45 Unrealized —

EWY ISHARES INC 2.1%

Value $17.39M Shares 308,700 Est. Cost — Unrealized —

SMH VANECK VECTORS ETF TR 1.6%

Value $13.72M Shares 115,200 Est. Cost $119.13 Unrealized —

QQQ INVESCO QQQ TR 1.2%

Value $9.931M Shares 52,600 Est. Cost $188.80 Unrealized —

EFA ISHARES TR 1.1%

Value $8.929M Shares 136,922 Est. Cost $65.21 Unrealized —

EWY ISHARES INC 1.0%

Value $8.163M Shares 144,900 Est. Cost — Unrealized —

EWJ ISHARES INC 0.8%

Value $6.985M Shares 123,100 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 0.8%

Value $6.659M Shares 102,852 Est. Cost $62.81 Unrealized —

SLV ISHARES SILVER TRUST 0.8%

Value $6.596M Shares 414,349 Est. Cost $15.58 Unrealized —

SMH VANECK VECTORS ETF TR 0.8%

Value $6.301M Shares 52,891 Est. Cost $119.13 Unrealized —

BYND BEYOND MEAT INC 0.7%

Value $6.034M Shares 40,600 Est. Cost — Unrealized —

EWJ ISHARES INC 0.5%

Value $4.103M Shares 72,300 Est. Cost — Unrealized —

IYR ISHARES TR 0.5%

Value $4.022M Shares 42,993 Est. Cost $93.55 Unrealized —

DXJ WISDOMTREE TR 0.4%

Value $3.46M Shares 68,578 Est. Cost $50.45 Unrealized —

QQQ INVESCO QQQ TR 0.3%

Value $2.669M Shares 14,137 Est. Cost $188.80 Unrealized —

XRT SPDR SERIES TRUST 0.3%

Value $2.602M Shares 61,300 Est. Cost $44.87 Unrealized —

DXJ WISDOMTREE TR 0.3%

Value $2.588M Shares 51,300 Est. Cost $50.45 Unrealized —

XHB SPDR SERIES TRUST 0.2%

Value $2.012M Shares 45,634 Est. Cost $39.39 Unrealized —

XLK SELECT SECTOR SPDR TR 0.2%

Value $1.683M Shares 20,900 Est. Cost $80.53 Unrealized —

SMH VANECK VECTORS ETF TR 0.2%

Value $1.537M Shares 12,900 Est. Cost $119.13 Unrealized —

— SPDR SERIES TRUST 0.1%

Value $1.079M Shares 48,300 Est. Cost $27.25 Unrealized —

XRT SPDR SERIES TRUST 0.1%

Value $1.004M Shares 23,667 Est. Cost $44.87 Unrealized —

XLK SELECT SECTOR SPDR TR 0.1%

Value $839K Shares 10,419 Est. Cost $80.53 Unrealized —

KRE SPDR SERIES TRUST 0.1%

Value $813K Shares 15,400 Est. Cost — Unrealized —

— UNITED STATES NATL GAS FUND 0.1%

Value $528K Shares 26,500 Est. Cost $23.96 Unrealized —

IYR ISHARES TR 0.1%

Value $477K Shares 5,100 Est. Cost $93.55 Unrealized —

GDXJ VANECK VECTORS ETF TR 0.0%

Value $315K Shares 8,700 Est. Cost $36.34 Unrealized —

— UNITED STATES NATL GAS FUND 0.0%

Value $262K Shares 13,171 Est. Cost $23.96 Unrealized —

XLU SELECT SECTOR SPDR TR 0.0%

Value $168K Shares 2,600 Est. Cost $62.81 Unrealized —

GDXJ VANECK VECTORS ETF TR 0.0%

Value $137K Shares 3,775 Est. Cost $36.34 Unrealized —

XLK SELECT SECTOR SPDR TR 0.0%

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

— SPDR SERIES TRUST 0.0%

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

— SPDR SERIES TRUST 0.0%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	1,248,400	$179M	21.4%	—	—	Put	464287432
TLT	ISHARES TR	1,134,500	$162M	19.4%	—	—	Call	464287432
SPY	SPDR S&P 500 ETF TR	212,909	$63.19M	7.6%	$296.77	—	TR UNIT	78462F103
FXI	ISHARES TR	1,233,700	$49.1M	5.9%	$42.78	—	Put	464287184
IWM	ISHARES TR	292,000	$44.19M	5.3%	—	—	Put	464287655
FXI	ISHARES TR	1,048,700	$41.74M	5.0%	$42.78	—	Call	464287184
IWM	ISHARES TR	262,700	$39.76M	4.8%	—	—	Call	464287655
LQD	ISHARES TR	260,300	$33.18M	4.0%	—	—	Put	464287242
—	BARCLAYS BK PLC	1,222,700	$29.03M	3.5%	—	—	Put	06746P621
EFA	ISHARES TR	409,300	$26.69M	3.2%	$65.21	—	Call	464287465
EFA	ISHARES TR	402,000	$26.21M	3.1%	$65.21	—	Put	464287465
DXJ	WISDOMTREE TR	405,600	$20.47M	2.4%	$50.45	—	Put	97717W851
EWY	ISHARES INC	308,700	$17.39M	2.1%	—	—	Put	464286772
SMH	VANECK VECTORS ETF TR	115,200	$13.72M	1.6%	$119.13	—	Put	92189F676
QQQ	INVESCO QQQ TR	52,600	$9.931M	1.2%	$188.80	—	Put	46090E103
EFA	ISHARES TR	136,922	$8.929M	1.1%	$65.21	—	MSCI EAFE ETF	464287465
EWY	ISHARES INC	144,900	$8.163M	1.0%	—	—	Call	464286772
EWJ	ISHARES INC	123,100	$6.985M	0.8%	—	—	Put	46434G822
XLU	SELECT SECTOR SPDR TR	102,852	$6.659M	0.8%	$62.81	—	SBI INT-UTILS	81369Y886
SLV	ISHARES SILVER TRUST	414,349	$6.596M	0.8%	$15.58	—	ISHARES	46428Q109
SMH	VANECK VECTORS ETF TR	52,891	$6.301M	0.8%	$119.13	—	SEMICONDUCTOR ET	92189F676
BYND	BEYOND MEAT INC	40,600	$6.034M	0.7%	—	—	Put	08862E109
EWJ	ISHARES INC	72,300	$4.103M	0.5%	—	—	Call	46434G822
IYR	ISHARES TR	42,993	$4.022M	0.5%	$93.55	—	U.S. REAL ES ETF	464287739
DXJ	WISDOMTREE TR	68,578	$3.46M	0.4%	$50.45	—	JAPN HEDGE EQT	97717W851
QQQ	INVESCO QQQ TR	14,137	$2.669M	0.3%	$188.80	—	UNIT SER 1	46090E103
XRT	SPDR SERIES TRUST	61,300	$2.602M	0.3%	$44.87	—	Put	78464A714
DXJ	WISDOMTREE TR	51,300	$2.588M	0.3%	$50.45	—	Call	97717W851
XHB	SPDR SERIES TRUST	45,634	$2.012M	0.2%	$39.39	—	S&P HOMEBUILD	78464A888
XLK	SELECT SECTOR SPDR TR	20,900	$1.683M	0.2%	$80.53	—	Put	81369Y803
SMH	VANECK VECTORS ETF TR	12,900	$1.537M	0.2%	$119.13	—	Call	92189F676
—	SPDR SERIES TRUST	48,300	$1.079M	0.1%	$27.25	—	Call	78464A730
XRT	SPDR SERIES TRUST	23,667	$1.004M	0.1%	$44.87	—	S&P RETAIL ETF	78464A714
XLK	SELECT SECTOR SPDR TR	10,419	$839K	0.1%	$80.53	—	TECHNOLOGY	81369Y803
KRE	SPDR SERIES TRUST	15,400	$813K	0.1%	—	—	Call	78464A698
—	UNITED STATES NATL GAS FUND	26,500	$528K	0.1%	$23.96	—	Put	912318300
IYR	ISHARES TR	5,100	$477K	0.1%	$93.55	—	Call	464287739
GDXJ	VANECK VECTORS ETF TR	8,700	$315K	0.0%	$36.34	—	Call	92189F791
—	UNITED STATES NATL GAS FUND	13,171	$262K	0.0%	$23.96	—	UNIT PAR	912318300
XLU	SELECT SECTOR SPDR TR	2,600	$168K	0.0%	$62.81	—	Put	81369Y886
GDXJ	VANECK VECTORS ETF TR	3,775	$137K	0.0%	$36.34	—	JR GOLD MINERS E	92189F791
XLK	SELECT SECTOR SPDR TR	1,100	$89,000	0.0%	$80.53	—	Call	81369Y803
—	SPDR SERIES TRUST	2,667	$60,000	0.0%	$27.25	—	S&P OILGAS EXP	78464A730
—	SPDR SERIES TRUST	1,700	$38,000	0.0%	$27.25	—	Put	78464A730