QVR

QVR as of June 30, 2018

Portfolio Holdings for QVR

QVR holds 75 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tlt 12/17/11 C103 put 12.1 $115M 944k 121.72
Ishares Tr Index option 8.4 $80M 819k 97.27
Barclays Bk Plc put 7.5 $72M 1.9M 37.00
Ishares Tr option 6.0 $57M 594k 96.52
Spdr Dow Jones Indl Avrg Etf opt 5.6 $53M 220k 242.72
D Ishares Tr option 4.5 $43M 350k 121.72
Us Natural Gas Fund Lp opt 3.6 $34M 1.4M 23.70
Powershares Qqq Etf Put Opt 01/19 154.0 put 3.2 $31M 180k 171.67
Diamonds Trust Series 1 3.0 $28M 117k 242.72
Spdr S&p Oil & Gas Exp & Pr put 2.2 $21M 365k 57.07
Ishares Tr Index option 2.1 $20M 464k 43.20
Powershares Qqq Trust 2.1 $20M 115k 171.65
Spdr S&p Oil & Gas Exp & Pr call 2.0 $19M 309k 62.55
Ishares Tr dj us real est 1.7 $16M 203k 80.58
SPDR Dow Jones Industrial Average ETF (DIA) 1.7 $16M 66k 242.73
Ishares Tr Index option 1.6 $15M 352k 43.20
Ishares Tr option 1.6 $15M 186k 80.59
United States Natl Gas Fund opt 1.6 $15M 626k 23.70
iShares MSCI EAFE Index Fund (EFA) 1.5 $15M 218k 66.97
Select Sector Spdr Tr option 1.4 $14M 236k 58.07
Select Sector Spdr Tr option 1.4 $13M 180k 71.63
Ishares Tr option 1.3 $13M 148k 85.08
Spdr Series Trust option 1.3 $12M 199k 61.00
Select Sector Spdr Tr option 1.3 $12M 143k 83.47
Select Sector Spdr Tr option 1.2 $12M 204k 58.07
Spdr S&p 500 Etf (SPY) 1.2 $11M 42k 271.28
Select Sector Spdr Tr option 1.2 $12M 188k 60.82
Select Sector Spdr Tr option 1.2 $11M 154k 71.64
Wisdomtree Trust japn hedge eqt 1.1 $11M 203k 53.99
Select Sector Spdr Tr option 1.1 $11M 129k 83.45
Select Sector Spdr Tr option 1.1 $11M 181k 58.47
ISHARES MSCI MEXICO Investab opt 1.0 $9.4M 148k 63.53
Barclays Bk Plc call 1.0 $9.2M 249k 37.00
Spdr Series Trust option 0.9 $8.2M 135k 60.99
United States Oil Fund 0.9 $8.2M 542k 15.06
Wisdomtree Japan Hedged Eq 0.8 $7.9M 146k 53.98
ISHARES MSCI MEXICO Investab opt 0.7 $7.1M 106k 66.75
Select Sector Spdr Tr put 0.5 $5.2M 74k 69.46
Invesco Currencyshares Euro put 0.5 $4.8M 42k 112.03
iShares MSCI South Korea Index Fund (EWY) 0.5 $4.7M 69k 67.71
WisdomTree Japan Total Dividend (DXJ) 0.4 $4.1M 76k 53.98
Invesco Currencyshares Euro call 0.4 $3.6M 32k 112.04
Industrial SPDR (XLI) 0.3 $3.3M 46k 71.62
United States Oil Fund Lp option 0.3 $3.1M 209k 15.06
Spdr Index Shs Fds...... call 0.3 $3.1M 82k 38.33
Invesco Currencyshares Euro Trust etf (FXE) 0.3 $3.0M 27k 112.07
Materials SPDR (XLB) 0.3 $2.8M 49k 58.07
Spdr Series Trust option 0.3 $2.8M 59k 48.55
Technology SPDR (XLK) 0.3 $2.7M 38k 69.46
Spdr Euro Stoxx 50 Etf 0.3 $2.4M 63k 38.31
Ishares Inc option 0.2 $2.2M 38k 57.93
Spdr Series Trust option 0.2 $2.0M 41k 48.56
Ishares Inc option 0.2 $1.7M 54k 32.05
Vaneck Vectors Etf Tr opt 0.2 $1.6M 50k 32.71
Vaneck Vectors Etf Tr opt 0.2 $1.6M 50k 32.71
Consumer Discretionary SPDR (XLY) 0.2 $1.5M 14k 109.32
Spdr Euro Stoxx 50 Etf (FEZ) 0.1 $1.4M 38k 38.34
Select Sector Spdr Tr call 0.1 $1.4M 27k 51.55
LP United States Oil Fund put 0.1 $1.2M 77k 15.06
Lloyds Banking Group Plc call 0.1 $1.1M 20k 56.15
Vanguard Intl Equity Index F Glb Ex Us Etf put 0.1 $1.1M 20k 56.15
Technology Select Sect Spdr call 0.1 $1.1M 15k 69.47
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $911k 21k 42.99
Energy Select Sector SPDR (XLE) 0.1 $966k 13k 75.95
SPDR KBW Regional Banking (KRE) 0.1 $943k 16k 61.01
Vanguard Reit Etf call 0.1 $888k 11k 81.47
Vanguard Reit Etf put 0.1 $888k 11k 81.47
Vaneck Vectors Gold Miners mutual (GDX) 0.1 $745k 33k 22.30
Ishares Inc option 0.1 $805k 14k 57.91
Vanguard European ETF (VGK) 0.1 $670k 12k 56.16
Vaneck Vectors Semiconductor Etf semiconductor (SMH) 0.1 $673k 6.6k 102.73
Health Care SPDR (XLV) 0.1 $608k 7.3k 83.45
Spdr Series Trust put 0.0 $408k 12k 35.48
Ishares Msci Japan (EWJ) 0.0 $375k 6.5k 57.88
Spdr Series Trust option 0.0 $326k 9.2k 35.43