EHP Funds Inc. Quant / Systematic

CIK: 0001927881 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 14, 2024

Total Value ($000): $158,984 (100.0% shares, 0.0% debt)

Holdings (43)

IEF ISHARES TR 49.4%

Value ($000) $78,614 Shares 801,200 Est. Cost $98.12 Unrealized —

HYG ISHARES TR 11.2%

Value ($000) $17,786 Shares 221,500 Est. Cost $69.07 Unrealized —

— VANECK ETF TRUST 7.7%

Value ($000) $12,273 Shares 50,000 Est. Cost — Unrealized —

QQQ INVESCO QQQ TR 5.4%

Value ($000) $8,639 Shares 17,700 Est. Cost $466.80 Unrealized —

SMH VANECK ETF TRUST 5.3%

Value ($000) $8,443 Shares 34,400 Est. Cost $255.38 Unrealized —

— PROSHARES TR II 3.8%

Value ($000) $6,058 Shares 494,500 Est. Cost $12.25 Unrealized —

— INVESCO EXCH TRADED FD TR II 2.6%

Value ($000) $4,077 Shares 45,700 Est. Cost — Unrealized —

TLT ISHARES TR 1.5%

Value ($000) $2,453 Shares 25,000 Est. Cost $98.10 Unrealized —

NRG NRG ENERGY INC 0.8%

Value ($000) $1,339 Shares 14,700 Est. Cost $76.83 Unrealized +1.5%

MCK MCKESSON CORP 0.8%

Value ($000) $1,335 Shares 2,700 Est. Cost $436.53 Unrealized +26.8%

ELV ELEVANCE HEALTH INC 0.8%

Value ($000) $1,300 Shares 2,500 Est. Cost $520.75 Unrealized 0.0%

WMT WALMART INC 0.8%

Value ($000) $1,252 Shares 15,500 Est. Cost $67.80 Unrealized +6.9%

LLY ELI LILLY & CO 0.8%

Value ($000) $1,240 Shares 1,400 Est. Cost $890.31 Unrealized 0.0%

NVDA NVIDIA CORPORATION 0.8%

Value ($000) $1,227 Shares 10,100 Est. Cost $118.07 Unrealized 0.0%

APH AMPHENOL CORP NEW 0.8%

Value ($000) $1,199 Shares 18,400 Est. Cost $56.04 Unrealized +14.3%

TMO THERMO FISHER SCIENTIFIC INC 0.7%

Value ($000) $1,113 Shares 1,800 Est. Cost $589.13 Unrealized 0.0%

— LAM RESEARCH CORP 0.7%

Value ($000) $1,061 Shares 1,300 Est. Cost $789.43 Unrealized —

HWM HOWMET AEROSPACE INC 0.7%

Value ($000) $1,053 Shares 10,500 Est. Cost $89.95 Unrealized 0.0%

AMAT APPLIED MATLS INC 0.6%

Value ($000) $1,010 Shares 5,000 Est. Cost $188.87 Unrealized +7.1%

PWR QUANTA SVCS INC 0.4%

Value ($000) $626 Shares 2,100 Est. Cost $263.91 Unrealized 0.0%

TT TRANE TECHNOLOGIES PLC 0.4%

Value ($000) $622 Shares 1,600 Est. Cost $343.07 Unrealized 0.0%

CTAS CINTAS CORP 0.3%

Value ($000) $535 Shares 2,600 Est. Cost $169.72 Unrealized +12.5%

UNH UNITEDHEALTH GROUP INC 0.3%

Value ($000) $526 Shares 900 Est. Cost $548.30 Unrealized 0.0%

ROL ROLLINS INC 0.3%

Value ($000) $465 Shares 9,200 Est. Cost $48.56 Unrealized 0.0%

KLAC KLA CORP 0.3%

Value ($000) $465 Shares 600 Est. Cost $383.34 Unrealized +102.2%

PHM PULTE GROUP INC 0.3%

Value ($000) $459 Shares 3,200 Est. Cost $81.29 Unrealized +54.7%

UHS UNIVERSAL HLTH SVCS INC 0.3%

Value ($000) $458 Shares 2,000 Est. Cost $214.27 Unrealized 0.0%

ETR ENTERGY CORP NEW 0.1%

Value ($000) $224 Shares 1,700 Est. Cost $56.61 Unrealized 0.0%

HIG HARTFORD FINL SVCS GROUP INC 0.1%

Value ($000) $223 Shares 1,900 Est. Cost $63.68 Unrealized +68.1%

MTG MGIC INVT CORP WIS 0.1%

Value ($000) $218 Shares 8,500 Est. Cost $24.09 Unrealized 0.0%

DGX QUEST DIAGNOSTICS INC 0.1%

Value ($000) $217 Shares 1,400 Est. Cost $145.81 Unrealized 0.0%

NFG NATIONAL FUEL GAS CO 0.1%

Value ($000) $212 Shares 3,500 Est. Cost $58.47 Unrealized 0.0%

BMY BRISTOL-MYERS SQUIBB CO 0.1%

Value ($000) $212 Shares 4,100 Est. Cost $43.65 Unrealized 0.0%

— TE CONNECTIVITY LTD 0.1%

Value ($000) $211 Shares 1,400 Est. Cost $150.99 Unrealized —

JNJ JOHNSON & JOHNSON 0.1%

Value ($000) $211 Shares 1,300 Est. Cost $152.66 Unrealized 0.0%

ITW ILLINOIS TOOL WKS INC 0.1%

Value ($000) $210 Shares 800 Est. Cost $237.29 Unrealized 0.0%

DAL DELTA AIR LINES INC DEL 0.1%

Value ($000) $208 Shares 4,100 Est. Cost $42.88 Unrealized 0.0%

CRS CARPENTER TECHNOLOGY CORP 0.1%

Value ($000) $207 Shares 1,300 Est. Cost $134.54 Unrealized 0.0%

MRK MERCK & CO INC 0.1%

Value ($000) $204 Shares 1,800 Est. Cost $112.96 Unrealized 0.0%

CMC COMMERCIAL METALS CO 0.1%

Value ($000) $203 Shares 3,700 Est. Cost $53.02 Unrealized 0.0%

SNA SNAP ON INC 0.1%

Value ($000) $203 Shares 700 Est. Cost $204.67 Unrealized +29.8%

COR CENCORA INC 0.1%

Value ($000) $203 Shares 900 Est. Cost $136.27 Unrealized +68.5%

PR PERMIAN RESOURCES CORP 0.1%

Value ($000) $189 Shares 13,900 Est. Cost $14.69 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEF	ISHARES TR	801,200	$78,614	49.4%	$98.12	—	7-10 YR TRSY BD	464287440
HYG	ISHARES TR	221,500	$17,786	11.2%	$69.07	—	IBOXX HI YD ETF	464288513
—	VANECK ETF TRUST	50,000	$12,273	7.7%	—	—	Call	92189F906
QQQ	INVESCO QQQ TR	17,700	$8,639	5.4%	$466.80	—	UNIT SER 1	46090E103
SMH	VANECK ETF TRUST	34,400	$8,443	5.3%	$255.38	—	SEMICONDUCTR ETF	92189F676
—	PROSHARES TR II	494,500	$6,058	3.8%	$12.25	—	VIX SH TRM FUTRS	74347Y789
—	INVESCO EXCH TRADED FD TR II	45,700	$4,077	2.6%	—	—	Put	46138E950
TLT	ISHARES TR	25,000	$2,453	1.5%	$98.10	—	20 YR TR BD ETF	464287432
NRG	NRG ENERGY INC	14,700	$1,339	0.8%	$76.83	+1.5%	COM NEW	629377508
MCK	MCKESSON CORP	2,700	$1,335	0.8%	$436.53	+26.8%	COM	58155Q103
ELV	ELEVANCE HEALTH INC	2,500	$1,300	0.8%	$520.75	0.0%	COM	036752103
WMT	WALMART INC	15,500	$1,252	0.8%	$67.80	+6.9%	COM	931142103
LLY	ELI LILLY & CO	1,400	$1,240	0.8%	$890.31	0.0%	COM	532457108
NVDA	NVIDIA CORPORATION	10,100	$1,227	0.8%	$118.07	0.0%	COM	67066G104
APH	AMPHENOL CORP NEW	18,400	$1,199	0.8%	$56.04	+14.3%	CL A	032095101
TMO	THERMO FISHER SCIENTIFIC INC	1,800	$1,113	0.7%	$589.13	0.0%	COM	883556102
—	LAM RESEARCH CORP	1,300	$1,061	0.7%	$789.43	—	COM	512807108
HWM	HOWMET AEROSPACE INC	10,500	$1,053	0.7%	$89.95	0.0%	COM	443201108
AMAT	APPLIED MATLS INC	5,000	$1,010	0.6%	$188.87	+7.1%	COM	038222105
PWR	QUANTA SVCS INC	2,100	$626	0.4%	$263.91	0.0%	COM	74762E102
TT	TRANE TECHNOLOGIES PLC	1,600	$622	0.4%	$343.07	0.0%	SHS	G8994E103
CTAS	CINTAS CORP	2,600	$535	0.3%	$169.72	+12.5%	COM	172908105
UNH	UNITEDHEALTH GROUP INC	900	$526	0.3%	$548.30	0.0%	COM	91324P102
ROL	ROLLINS INC	9,200	$465	0.3%	$48.56	0.0%	COM	775711104
KLAC	KLA CORP	600	$465	0.3%	$383.34	+102.2%	COM NEW	482480100
PHM	PULTE GROUP INC	3,200	$459	0.3%	$81.29	+54.7%	COM	745867101
UHS	UNIVERSAL HLTH SVCS INC	2,000	$458	0.3%	$214.27	0.0%	CL B	913903100
ETR	ENTERGY CORP NEW	1,700	$224	0.1%	$56.61	0.0%	COM	29364G103
HIG	HARTFORD FINL SVCS GROUP INC	1,900	$223	0.1%	$63.68	+68.1%	COM	416515104
MTG	MGIC INVT CORP WIS	8,500	$218	0.1%	$24.09	0.0%	COM	552848103
DGX	QUEST DIAGNOSTICS INC	1,400	$217	0.1%	$145.81	0.0%	COM	74834L100
NFG	NATIONAL FUEL GAS CO	3,500	$212	0.1%	$58.47	0.0%	COM	636180101
BMY	BRISTOL-MYERS SQUIBB CO	4,100	$212	0.1%	$43.65	0.0%	COM	110122108
—	TE CONNECTIVITY LTD	1,400	$211	0.1%	$150.99	—	SHS	H84989104
JNJ	JOHNSON & JOHNSON	1,300	$211	0.1%	$152.66	0.0%	COM	478160104
ITW	ILLINOIS TOOL WKS INC	800	$210	0.1%	$237.29	0.0%	COM	452308109
DAL	DELTA AIR LINES INC DEL	4,100	$208	0.1%	$42.88	0.0%	COM NEW	247361702
CRS	CARPENTER TECHNOLOGY CORP	1,300	$207	0.1%	$134.54	0.0%	COM	144285103
MRK	MERCK & CO INC	1,800	$204	0.1%	$112.96	0.0%	COM	58933Y105
CMC	COMMERCIAL METALS CO	3,700	$203	0.1%	$53.02	0.0%	COM	201723103
SNA	SNAP ON INC	700	$203	0.1%	$204.67	+29.8%	COM	833034101
COR	CENCORA INC	900	$203	0.1%	$136.27	+68.5%	COM	03073E105
PR	PERMIAN RESOURCES CORP	13,900	$189	0.1%	$14.69	0.0%	CLASS A COM	71424F105