Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Sell | SPDR S&P 500 ETF TRput | $14,388,000 | -59.4% | 70,000 | -61.1% | 100.00% | +55.6% |
| SPY | Exit | SPDR S&P 500 ETF TRcall | $0 | – | -100,000 | – | -35.71% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRcall | $19,702,000 | – | 100,000 | – | 35.71% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $35,230,000 | – | 180,000 | – | 100.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Exit | SPDR S&P 500 ETF TRput | $0 | – | -275,000 | – | -100.00% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | Buy | SPDR S&P 500 ETF TRput | $46,203,000 | +126.9% | 275,000 | +111.5% | 100.00% | 0.0% |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SPY | New | SPDR S&P 500 ETF TRput | $20,367,000 | – | 130,000 | – | 100.00% | – |