QVR LLC Hedge Fund

CIK: 0001718858 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Oct 27, 2020

Total Value ($000): $174,978 (100.0% shares, 0.0% debt)

Holdings (8)

TLT ISHARES TR 74.3%

Value ($000) $129,955 Shares 796,000 Est. Cost $163.79 Unrealized —

EFA ISHARES TR 12.7%

Value ($000) $22,278 Shares 350,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 7.9%

Value ($000) $13,892 Shares 50,000 Est. Cost — Unrealized —

— BARCLAYS BANK PLC 1.3%

Value ($000) $2,241 Shares 90,000 Est. Cost — Unrealized —

FXI ISHARES TR 1.2%

Value ($000) $2,100 Shares 50,000 Est. Cost — Unrealized —

TLT ISHARES TR 1.2%

Value ($000) $2,091 Shares 12,810 Est. Cost $163.79 Unrealized —

SPY SPDR S&P 500 ETF TR 0.8%

Value ($000) $1,377 Shares 4,113 Est. Cost $308.36 Unrealized —

USO UNITED STS OIL FD LP 0.6%

Value ($000) $1,044 Shares 300,100 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TLT	ISHARES TR	796,000	$129,955	74.3%	$163.79	—	Put	464287432
EFA	ISHARES TR	350,000	$22,278	12.7%	—	—	Put	464287465
QQQ	INVESCO QQQ TR	50,000	$13,892	7.9%	—	—	Put	46090E103
—	BARCLAYS BANK PLC	90,000	$2,241	1.3%	—	—	Put	06746P621
FXI	ISHARES TR	50,000	$2,100	1.2%	—	—	Put	464287184
TLT	ISHARES TR	12,810	$2,091	1.2%	$163.79	—	20 YR TR BD ETF	464287432
SPY	SPDR S&P 500 ETF TR	4,113	$1,377	0.8%	$308.36	—	TR UNIT	78462F103
USO	UNITED STS OIL FD LP	300,100	$1,044	0.6%	—	—	Put	91232N207