Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q1 2023 ▲▼ | Q2 2023 ▲▼ | Change ▲▼ | Q1 2023 ▲▼ | Q2 2023 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| SPDR S&P 500 ETF TR(SPY)(Put) | 2,444,400 | 2,119,000 | -325,400 | 950 | 830,955 | — | +830,005 |
| SPDR S&P 500 ETF TR(SPY) | 1,131,010 | 1,068,750 | -62,260 | 451 | 473,755 | 35.65% | +473,304 |
| SELECT SECTOR SPDR TR ST STR TECHN ETF | 1,315,013 | 1,227,604 | -87,409 | 173 | 213,431 | 16.06% | +213,258 |
| SPDR S&P 500 ETF TR(Call) CALL | 468,500 | 312,800 | -155,700 | 204 | 142,434 | — | +142,230 |
| SELECT SECTOR SPDR TR ST STR CARE ETF | 835,763 | 767,183 | -68,580 | 114 | 101,828 | 7.66% | +101,714 |
| SELECT SECTOR SPDR TR ST STR FINL ETF | 3,051,433 | 2,798,246 | -253,187 | 109 | 94,329 | 7.10% | +94,220 |
| SELECT SECTOR SPDR TR ST STR DISCR ETF | 515,615 | 475,594 | -40,021 | 74 | 80,761 | 6.08% | +80,687 |
| SELECT SECTOR SPDR TR ST STR INDL ETF | 652,175 | 599,678 | -52,497 | 65 | 64,357 | 4.84% | +64,292 |
| SELECT SECTOR SPDR TR ST STR SVC ETF | 1,072,213 | 987,102 | -85,111 | 53 | 64,241 | 4.83% | +64,187 |
| SELECT SECTOR SPDR TR ST STR STAPL ETF | 738,938 | 680,163 | -58,775 | 56 | 50,448 | 3.80% | +50,391 |
| IShares ETF-Rus2000 | 195,546 | 186,547 | -8,999 | 36 | 34,935 | 2.63% | +34,899 |
| iShares MSCI EAFE ETF | 443,900 | 435,900 | -8,000 | 29 | 31,603 | 2.38% | +31,573 |
| SELECT SECTOR SPDR TR ST STR ENERG ETF | 424,458 | 386,640 | -37,818 | 38 | 31,384 | 2.36% | +31,345 |
| iShares MSCI EAFE ETF(Put) | 447,300 | 438,500 | -8,800 | 30 | 29,036 | — | +29,006 |
| ishares ETF - CORE MSCI EMKT CORE MSCI EMKT | 533,600 | 526,400 | -7,200 | 25 | 25,946 | 1.95% | +25,921 |
| iShares MSCI Emerging Markets Indx ETF(Put) | 668,700 | 659,900 | -8,800 | 25 | 25,076 | — | +25,051 |
| SELECT SECTOR SPDR TR ST STR UTIL ETF | 322,821 | 298,142 | -24,679 | 23 | 19,510 | 1.47% | +19,488 |
| SELECT SECTOR SPDR TR ST STR MATER ETF | 249,579 | 229,039 | -20,540 | 20 | 18,980 | 1.43% | +18,960 |
| SELECT SECTOR SPDR TR ST STR REAL ETF | 522,072 | 490,082 | -31,990 | 20 | 18,471 | 1.39% | +18,451 |
| SPDR Gold Trust(GLD) | 22,300 | 22,000 | -300 | 4 | 3,922 | 0.30% | +3,918 |
| SPDR Gold Trust(GLD)(Put) | 22,300 | 22,000 | -300 | 4 | 3,630 | — | +3,626 |
| iShares MSCI Emerging Markets Indx ETF | 13,200 | 13,200 | 0 | 1 | 522 | 0.04% | +522 |
| IShares ETF-20yr(Put) | 4,800 | 4,800 | 0 | 1 | 504 | — | +503 |
| IShares ETF-20yr | 4,800 | 4,800 | 0 | 0 | 494 | 0.04% | +494 |
| IShares ETF-Rus2000(Put) | 1,500 | 1,500 | 0 | 0 | 263 | — | +262 |
| iShares MSCI EAFE ETF(Call) | 3,200 | 2,800 | -400 | 0 | 210 | — | +210 |