QVR LLC Hedge Fund

Location: San Francisco, CA

CIK: 0001718858 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Apr 27, 2020

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

Holdings (31)

TLT ISHARES TR 70.2%

Value $186M Shares 1,124,700 Est. Cost — Unrealized —

TLT ISHARES TR 18.5%

Value $48.98M Shares 296,900 Est. Cost — Unrealized —

— BARCLAYS BK PLC 2.4%

Value $6.475M Shares 140,000 Est. Cost — Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 1.7%

Value $4.56M Shares 20,800 Est. Cost $219.17 Unrealized —

HYG ISHARES TR 1.2%

Value $3.067M Shares 39,800 Est. Cost — Unrealized —

IWM ISHARES TR 1.0%

Value $2.701M Shares 23,600 Est. Cost $114.49 Unrealized —

IWM ISHARES TR 0.8%

Value $2.02M Shares 17,644 Est. Cost $114.49 Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 0.6%

Value $1.564M Shares 7,136 Est. Cost $219.17 Unrealized —

LQD ISHARES TR 0.4%

Value $1.149M Shares 9,300 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 0.4%

Value $1.103M Shares 5,800 Est. Cost — Unrealized —

EEM ISHARES TR 0.4%

Value $965K Shares 28,300 Est. Cost — Unrealized —

EWY ISHARES INC 0.3%

Value $906K Shares 19,300 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 0.3%

Value $780K Shares 4,100 Est. Cost — Unrealized —

IWM ISHARES TR 0.3%

Value $721K Shares 6,300 Est. Cost $114.49 Unrealized —

EEM ISHARES TR 0.2%

Value $632K Shares 18,500 Est. Cost — Unrealized —

DIA SPDR DOW JONES INDL AVRG ETF 0.2%

Value $483K Shares 2,200 Est. Cost $219.17 Unrealized —

SMH VANECK VECTORS ETF TR 0.2%

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

EWY ISHARES INC 0.1%

Value $394K Shares 8,400 Est. Cost — Unrealized —

EWZ ISHARES INC 0.1%

Value $297K Shares 12,600 Est. Cost $23.54 Unrealized —

EWZ ISHARES INC 0.1%

Value $296K Shares 12,576 Est. Cost $23.54 Unrealized —

XLU SELECT SECTOR SPDR TR 0.1%

Value $254K Shares 4,576 Est. Cost $57.05 Unrealized —

LQD ISHARES TR 0.1%

Value $235K Shares 1,900 Est. Cost — Unrealized —

SMH VANECK VECTORS ETF TR 0.1%

Value $211K Shares 1,800 Est. Cost — Unrealized —

SLV ISHARES SILVER TRUST 0.1%

Value $198K Shares 15,149 Est. Cost $15.58 Unrealized —

DXJ WISDOMTREE TR 0.0%

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

DXJ WISDOMTREE TR 0.0%

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

EWZ ISHARES INC 0.0%

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

VWO VANGUARD INTL EQUITY INDEX F 0.0%

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

VWO VANGUARD INTL EQUITY INDEX F 0.0%

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

XLE SELECT SECTOR SPDR TR 0.0%

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

XLE SELECT SECTOR SPDR TR 0.0%

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

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	1,124,700	$186M	70.2%	—	—	Put	464287432
TLT	ISHARES TR	296,900	$48.98M	18.5%	—	—	Call	464287432
—	BARCLAYS BK PLC	140,000	$6.475M	2.4%	—	—	Put	06746P621
DIA	SPDR DOW JONES INDL AVRG ETF	20,800	$4.56M	1.7%	$219.17	—	Put	78467X109
HYG	ISHARES TR	39,800	$3.067M	1.2%	—	—	Put	464288513
IWM	ISHARES TR	23,600	$2.701M	1.0%	$114.49	—	Put	464287655
IWM	ISHARES TR	17,644	$2.02M	0.8%	$114.49	—	RUSSELL 2000 ETF	464287655
DIA	SPDR DOW JONES INDL AVRG ETF	7,136	$1.564M	0.6%	$219.17	—	UT SER 1	78467X109
LQD	ISHARES TR	9,300	$1.149M	0.4%	—	—	Call	464287242
QQQ	INVESCO QQQ TR	5,800	$1.103M	0.4%	—	—	Call	46090E103
EEM	ISHARES TR	28,300	$965K	0.4%	—	—	Put	464287234
EWY	ISHARES INC	19,300	$906K	0.3%	—	—	Put	464286772
QQQ	INVESCO QQQ TR	4,100	$780K	0.3%	—	—	Put	46090E103
IWM	ISHARES TR	6,300	$721K	0.3%	$114.49	—	Call	464287655
EEM	ISHARES TR	18,500	$632K	0.2%	—	—	Call	464287234
DIA	SPDR DOW JONES INDL AVRG ETF	2,200	$483K	0.2%	$219.17	—	Call	78467X109
SMH	VANECK VECTORS ETF TR	4,000	$469K	0.2%	—	—	Call	92189F676
EWY	ISHARES INC	8,400	$394K	0.1%	—	—	Call	464286772
EWZ	ISHARES INC	12,600	$297K	0.1%	$23.54	—	Put	464286400
EWZ	ISHARES INC	12,576	$296K	0.1%	$23.54	—	MSCI BRAZIL ETF	464286400
XLU	SELECT SECTOR SPDR TR	4,576	$254K	0.1%	$57.05	—	SBI INT-UTILS	81369Y886
LQD	ISHARES TR	1,900	$235K	0.1%	—	—	Put	464287242
SMH	VANECK VECTORS ETF TR	1,800	$211K	0.1%	—	—	Put	92189F676
SLV	ISHARES SILVER TRUST	15,149	$198K	0.1%	$15.58	—	ISHARES	46428Q109
DXJ	WISDOMTREE TR	1,700	$72,000	0.0%	$50.45	—	Put	97717W851
DXJ	WISDOMTREE TR	1,579	$67,000	0.0%	$50.45	—	JAPN HEDGE EQT	97717W851
EWZ	ISHARES INC	2,700	$63,000	0.0%	$23.54	—	Call	464286400
VWO	VANGUARD INTL EQUITY INDEX F	1,199	$40,000	0.0%	$33.36	—	FTSE EMR MKT ETF	922042858
VWO	VANGUARD INTL EQUITY INDEX F	1,200	$40,000	0.0%	$33.36	—	Put	922042858
XLE	SELECT SECTOR SPDR TR	1,000	$29,000	0.0%	$29.03	—	Put	81369Y506
XLE	SELECT SECTOR SPDR TR	999	$29,000	0.0%	$29.03	—	ENERGY	81369Y506