13F-HR filed by QVR LLC
QVR LLC filed this 13F-HR for the quarter ended 2018-06-30, filed 2018-08-01, with 75 holding rows worth $948,490,000.
- Accession
- 0001718858-18-000006
- Filer
- CIK 1718858
- Filed
- 2018-08-01
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2018
A holdings report, 75 entries on the cover page, a total value of $948,490,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $948,490,000 with VALUE read as thousands by filing date, 13F file number 028-18719. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR | 464287902 | CALL | 944,200 | $114,931,000 | thousands by filing date | call |
| ISHARES TR | 464287955 | PUT | 819,400 | $79,704,000 | thousands by filing date | put |
| BARCLAYS BK PLC | 06746L952 | PUT | 1,936,300 | $71,643,000 | thousands by filing date | put |
| ISHARES TR | 464287905 | CALL | 593,600 | $57,293,000 | thousands by filing date | call |
| STATE STR SPDR DOW JONES IND | 78467X909 | CALL | 220,200 | $53,446,000 | thousands by filing date | call |
| IShares S&P 500 Index Fund | 464287952 | ETF | 349,700 | $42,565,000 | thousands by filing date | put |
| UNITED STS NAT GAS FD LP | 912318900 | COM | 1,432,500 | $33,951,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E953 | PUT | 179,500 | $30,814,000 | thousands by filing date | put |
| STATE STR SPDR DOW JONES IND | 78467X959 | UT SER 1 | 116,500 | $28,277,000 | thousands by filing date | put |
| SPDR SERIES TRUST | 78464A950 | PUT | 365,100 | $20,836,000 | thousands by filing date | put |
| ISHARES TR | 464287904 | CALL | 464,000 | $20,047,000 | thousands by filing date | call |
| INVESCO QQQ TR | 46090E903 | CALL | 115,000 | $19,740,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A900 | ST STR SP BIOT | 308,600 | $19,304,000 | thousands by filing date | call |
| ISHARES TR | 464287959 | PUT | 202,900 | $16,349,000 | thousands by filing date | put |
| STATE STR SPDR DOW JONES IND | 78467X109 | UT SER 1 | 65,497 | $15,898,000 | thousands by filing date | |
| ISHARES TR | 464287954 | PUT | 352,100 | $15,211,000 | thousands by filing date | put |
| ISHARES TR | 464287909 | CALL | 185,800 | $14,973,000 | thousands by filing date | call |
| UNITED STATES NATL GAS FUND | 912318950 | COM | 625,500 | $14,824,000 | thousands by filing date | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 218,163 | $14,610,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y900 | CALL | 235,900 | $13,698,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y904 | ST STR INDL ETF | 180,200 | $12,908,000 | thousands by filing date | call |
| ISHARES TR | 464288953 | PUT | 148,400 | $12,626,000 | thousands by filing date | put |
| SPDR SERIES TRUST | 78464A958 | PUT | 199,400 | $12,163,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y959 | PUT | 143,200 | $11,953,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y950 | PUT | 203,900 | $11,841,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y956 | Option | 188,300 | $11,453,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 42,203 | $11,449,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y954 | PUT | 153,600 | $11,004,000 | thousands by filing date | put |
| WISDOMTREE TR | 97717W901 | JAPN HEDGE EQT | 202,500 | $10,932,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y909 | CALL | 129,000 | $10,765,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y906 | CALL | 180,600 | $10,560,000 | thousands by filing date | call |
| ISHARES INC | 464286902 | CALL | 148,300 | $9,421,000 | thousands by filing date | call |
| BARCLAYS BK PLC | 06746L902 | CALL | 248,900 | $9,209,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A908 | CALL | 134,700 | $8,216,000 | thousands by filing date | call |
| UNITED STATES OIL FUND LP | 91232N108 | UNITS | 542,140 | $8,165,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W951 | JAPN HEDGE EQT | 146,100 | $7,887,000 | thousands by filing date | put |
| ISHARES INC | 464286952 | PUT | 105,700 | $7,055,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y953 | Option | 74,400 | $5,168,000 | thousands by filing date | put |
| INVESCO CURRENCYSHARES EURO | 46138K953 | EURO SHS | 42,400 | $4,750,000 | thousands by filing date | put |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 69,004 | $4,672,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 75,987 | $4,102,000 | thousands by filing date | |
| INVESCO CURRENCYSHARES EURO | 46138K903 | EURO SHS | 32,400 | $3,630,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 45,753 | $3,277,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X902 | ST STR EU 50 ETF | 82,100 | $3,147,000 | thousands by filing date | call |
| UNITED STATES OIL FUND LP | 91232N908 | COM | 209,000 | $3,147,000 | thousands by filing date | call |
| INVESCO CURRENCYSHARES EURO | 46138K103 | EURO SHS | 26,537 | $2,974,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A904 | ST STR SP RETAIL | 58,600 | $2,845,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 48,875 | $2,838,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 38,164 | $2,651,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X952 | ST STR EU 50 ETF | 63,400 | $2,429,000 | thousands by filing date | put |
| ISHARES INC | 46434G902 | CALL | 37,700 | $2,184,000 | thousands by filing date | call |
| SPDR SERIES TRUST | 78464A954 | PUT | 41,000 | $1,991,000 | thousands by filing date | put |
| ISHARES INC | 464286900 | CALL | 54,200 | $1,737,000 | thousands by filing date | call |
| VanEck Preferred Securities ex | 92189F951 | ETF | 49,900 | $1,632,000 | thousands by filing date | put |
| VANECK ETF TRUST | 92189F901 | CALL | 49,900 | $1,632,000 | thousands by filing date | call |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 13,548 | $1,481,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X202 | EURO STOXX 50 | 37,665 | $1,444,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y908 | ST STR STAPL ETF | 26,500 | $1,366,000 | thousands by filing date | call |
| UNITED STATES OIL FUND LP | 91232N958 | COM | 77,300 | $1,164,000 | thousands by filing date | put |
| VANGUARD INTL EQUITY INDEX F | 922042904 | FTSE EUROPE ETF | 20,000 | $1,123,000 | thousands by filing date | call |
| VANGUARD INTL EQUITY INDEX F | 922042954 | FTSE EUROPE ETF | 20,000 | $1,123,000 | thousands by filing date | put |
| SELECT SECTOR SPDR TR | 81369Y903 | ST STR TECHN ETF | 15,200 | $1,056,000 | thousands by filing date | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 12,719 | $966,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 15,457 | $943,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 21,192 | $911,000 | thousands by filing date | |
| VANGUARD INDEX FDS | 922908903 | CALL | 10,900 | $888,000 | thousands by filing date | call |
| VANGUARD INDEX FDS | 922908953 | PUT | 10,900 | $888,000 | thousands by filing date | put |
| ISHARES INC | 46434G952 | MSCI TAIWAN ETF | 13,900 | $805,000 | thousands by filing date | put |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 33,410 | $745,000 | thousands by filing date | |
| VANECK ETF TRUST | 92189F676 | COM | 6,551 | $673,000 | thousands by filing date | |
| Vanguard FTSE Europe ETF | 922042874 | SHS | 11,931 | $670,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 7,286 | $608,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A955 | PUT | 11,500 | $408,000 | thousands by filing date | put |
| iShares MSCI Japan ETF | 46434G822 | SHS | 6,479 | $375,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A905 | CALL | 9,200 | $326,000 | thousands by filing date | call |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001718858-18-000006 | this filing | 2018-08-01 | acceptance time not in the bulk data set |