QVR LLC Hedge Fund

CIK: 0001718858 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Apr 27, 2020

Total Value ($000): $264,343 (100.0% shares, 0.0% debt)

Holdings (31)

TLT ISHARES TR 70.2%

Value ($000) $185,543 Shares 1,124,700 Est. Cost — Unrealized —

TLT ISHARES TR 18.5%

Value ($000) $48,980 Shares 296,900 Est. Cost — Unrealized —

— BARCLAYS BK PLC 2.4%

Value ($000) $6,475 Shares 140,000 Est. Cost — Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 1.7%

Value ($000) $4,560 Shares 20,800 Est. Cost $219.17 Unrealized —

HYG ISHARES TR 1.2%

Value ($000) $3,067 Shares 39,800 Est. Cost — Unrealized —

IWM ISHARES TR 1.0%

Value ($000) $2,701 Shares 23,600 Est. Cost $114.49 Unrealized —

IWM ISHARES TR 0.8%

Value ($000) $2,020 Shares 17,644 Est. Cost $114.49 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 0.6%

Value ($000) $1,564 Shares 7,136 Est. Cost $219.17 Unrealized —

LQD ISHARES TR 0.4%

Value ($000) $1,149 Shares 9,300 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 0.4%

Value ($000) $1,103 Shares 5,800 Est. Cost — Unrealized —

EEM ISHARES TR 0.4%

Value ($000) $965 Shares 28,300 Est. Cost — Unrealized —

EWY ISHARES INC 0.3%

Value ($000) $906 Shares 19,300 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 0.3%

Value ($000) $780 Shares 4,100 Est. Cost — Unrealized —

IWM ISHARES TR 0.3%

Value ($000) $721 Shares 6,300 Est. Cost $114.49 Unrealized —

EEM ISHARES TR 0.2%

Value ($000) $632 Shares 18,500 Est. Cost — Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 0.2%

Value ($000) $483 Shares 2,200 Est. Cost $219.17 Unrealized —

SMH VANECK VECTORS ETF TR 0.2%

Value ($000) $469 Shares 4,000 Est. Cost — Unrealized —

EWY ISHARES INC 0.1%

Value ($000) $394 Shares 8,400 Est. Cost — Unrealized —

EWZ ISHARES INC 0.1%

Value ($000) $297 Shares 12,600 Est. Cost $23.54 Unrealized —

EWZ ISHARES INC 0.1%

Value ($000) $296 Shares 12,576 Est. Cost $23.54 Unrealized —

XLU SELECT SECTOR SPDR TR 0.1%

Value ($000) $254 Shares 4,576 Est. Cost $57.05 Unrealized —

LQD ISHARES TR 0.1%

Value ($000) $235 Shares 1,900 Est. Cost — Unrealized —

SMH VANECK VECTORS ETF TR 0.1%

Value ($000) $211 Shares 1,800 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 0.1%

Value ($000) $198 Shares 15,149 Est. Cost $15.58 Unrealized —

DXJ WISDOMTREE TR 0.0%

Value ($000) $72 Shares 1,700 Est. Cost $50.45 Unrealized —

DXJ WISDOMTREE TR 0.0%

Value ($000) $67 Shares 1,579 Est. Cost $50.45 Unrealized —

EWZ ISHARES INC 0.0%

Value ($000) $63 Shares 2,700 Est. Cost $23.54 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 0.0%

Value ($000) $40 Shares 1,199 Est. Cost $33.36 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 0.0%

Value ($000) $40 Shares 1,200 Est. Cost $33.36 Unrealized —

XLE SELECT SECTOR SPDR TR 0.0%

Value ($000) $29 Shares 1,000 Est. Cost $29.03 Unrealized —

XLE SELECT SECTOR SPDR TR 0.0%

Value ($000) $29 Shares 999 Est. Cost $29.03 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	1,124,700	$185,543	70.2%	—	—	Put	464287432
TLT	ISHARES TR	296,900	$48,980	18.5%	—	—	Call	464287432
—	BARCLAYS BK PLC	140,000	$6,475	2.4%	—	—	Put	06746P621
DIA	SPDR DOW JONES INDL AVRG ETF	20,800	$4,560	1.7%	$219.17	—	Put	78467X109
HYG	ISHARES TR	39,800	$3,067	1.2%	—	—	Put	464288513
IWM	ISHARES TR	23,600	$2,701	1.0%	$114.49	—	Put	464287655
IWM	ISHARES TR	17,644	$2,020	0.8%	$114.49	—	RUSSELL 2000 ETF	464287655
DIA	SPDR DOW JONES INDL AVRG ETF	7,136	$1,564	0.6%	$219.17	—	UT SER 1	78467X109
LQD	ISHARES TR	9,300	$1,149	0.4%	—	—	Call	464287242
QQQ	INVESCO QQQ TR	5,800	$1,103	0.4%	—	—	Call	46090E103
EEM	ISHARES TR	28,300	$965	0.4%	—	—	Put	464287234
EWY	ISHARES INC	19,300	$906	0.3%	—	—	Put	464286772
QQQ	INVESCO QQQ TR	4,100	$780	0.3%	—	—	Put	46090E103
IWM	ISHARES TR	6,300	$721	0.3%	$114.49	—	Call	464287655
EEM	ISHARES TR	18,500	$632	0.2%	—	—	Call	464287234
DIA	SPDR DOW JONES INDL AVRG ETF	2,200	$483	0.2%	$219.17	—	Call	78467X109
SMH	VANECK VECTORS ETF TR	4,000	$469	0.2%	—	—	Call	92189F676
EWY	ISHARES INC	8,400	$394	0.1%	—	—	Call	464286772
EWZ	ISHARES INC	12,600	$297	0.1%	$23.54	—	Put	464286400
EWZ	ISHARES INC	12,576	$296	0.1%	$23.54	—	MSCI BRAZIL ETF	464286400
XLU	SELECT SECTOR SPDR TR	4,576	$254	0.1%	$57.05	—	SBI INT-UTILS	81369Y886
LQD	ISHARES TR	1,900	$235	0.1%	—	—	Put	464287242
SMH	VANECK VECTORS ETF TR	1,800	$211	0.1%	—	—	Put	92189F676
SLV	ISHARES SILVER TRUST	15,149	$198	0.1%	$15.58	—	ISHARES	46428Q109
DXJ	WISDOMTREE TR	1,700	$72	0.0%	$50.45	—	Put	97717W851
DXJ	WISDOMTREE TR	1,579	$67	0.0%	$50.45	—	JAPN HEDGE EQT	97717W851
EWZ	ISHARES INC	2,700	$63	0.0%	$23.54	—	Call	464286400
VWO	VANGUARD INTL EQUITY INDEX F	1,199	$40	0.0%	$33.36	—	FTSE EMR MKT ETF	922042858
VWO	VANGUARD INTL EQUITY INDEX F	1,200	$40	0.0%	$33.36	—	Put	922042858
XLE	SELECT SECTOR SPDR TR	1,000	$29	0.0%	$29.03	—	Put	81369Y506
XLE	SELECT SECTOR SPDR TR	999	$29	0.0%	$29.03	—	ENERGY	81369Y506