QVR LLC Hedge Fund

Location: San Francisco, CA

CIK: 0001718858 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 23, 2020

Total Value: $293M (100.0% shares, 0.0% debt)

Holdings (16)

TLT ISHARES TR 44.6%

Value $131M Shares 798,000 Est. Cost $163.95 Unrealized —

QQQ INVESCO QQQ TR 21.1%

Value $61.9M Shares 250,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 13.3%

Value $38.92M Shares 126,217 Est. Cost $308.36 Unrealized —

EFA ISHARES TR 7.3%

Value $21.3M Shares 350,000 Est. Cost — Unrealized —

IWM ISHARES TR 5.1%

Value $15.09M Shares 105,400 Est. Cost $114.49 Unrealized —

FXI ISHARES TR 1.4%

Value $3.97M Shares 100,000 Est. Cost — Unrealized —

IYR ISHARES TR 1.3%

Value $3.941M Shares 50,000 Est. Cost — Unrealized —

— BARCLAYS BK PLC 1.0%

Value $3.056M Shares 90,000 Est. Cost — Unrealized —

EWZ ISHARES INC 1.0%

Value $3.044M Shares 50,000 Est. Cost $23.54 Unrealized —

USO UNITED STS OIL FD LP 1.0%

Value $2.946M Shares 854,300 Est. Cost — Unrealized —

HYG ISHARES TR 0.8%

Value $2.31M Shares 28,300 Est. Cost — Unrealized —

TLT ISHARES TR 0.6%

Value $1.628M Shares 9,930 Est. Cost $163.95 Unrealized —

HYG ISHARES TR 0.5%

Value $1.592M Shares 19,500 Est. Cost — Unrealized —

IWM ISHARES TR 0.4%

Value $1.116M Shares 7,800 Est. Cost $114.49 Unrealized —

— UNITED STS NAT GAS FD LP 0.4%

Value $1.039M Shares 101,300 Est. Cost — Unrealized —

SLV ISHARES SILVER TR 0.2%

Value $518K Shares 30,449 Est. Cost $16.30 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	798,000	$131M	44.6%	$163.95	—	Put	464287432
QQQ	INVESCO QQQ TR	250,000	$61.9M	21.1%	—	—	Put	46090E103
SPY	SPDR S&P 500 ETF TR	126,217	$38.92M	13.3%	$308.36	—	TR UNIT	78462F103
EFA	ISHARES TR	350,000	$21.3M	7.3%	—	—	Put	464287465
IWM	ISHARES TR	105,400	$15.09M	5.1%	$114.49	—	Put	464287655
FXI	ISHARES TR	100,000	$3.97M	1.4%	—	—	Put	464287184
IYR	ISHARES TR	50,000	$3.941M	1.3%	—	—	Put	464287739
—	BARCLAYS BK PLC	90,000	$3.056M	1.0%	—	—	Put	06746P621
EWZ	ISHARES INC	50,000	$3.044M	1.0%	$23.54	—	Put	464286400
USO	UNITED STS OIL FD LP	854,300	$2.946M	1.0%	—	—	Put	91232N207
HYG	ISHARES TR	28,300	$2.31M	0.8%	—	—	Call	464288513
TLT	ISHARES TR	9,930	$1.628M	0.6%	$163.95	—	20 YR TR BD ETF	464287432
HYG	ISHARES TR	19,500	$1.592M	0.5%	—	—	Put	464288513
IWM	ISHARES TR	7,800	$1.116M	0.4%	$114.49	—	Call	464287655
—	UNITED STS NAT GAS FD LP	101,300	$1.039M	0.4%	—	—	Put	912318300
SLV	ISHARES SILVER TR	30,449	$518K	0.2%	$16.30	—	ISHARES	46428Q109