Complete Hole Manifest* 2/5/2017
Increased hedging across the board
Changes for the week. Increased PPLT holdings. Decreased UUP. Increased both intermediate and long bond hedging. Dropped VPU/SDP, VNQ/REK, and QQQ, PSQ. Added IWM/RWM. Added GLD to currencies, took out SLV. Took off GDX hedge. Reduced AAPL by 50%.
Equity position are now 50% long, 50% hedged, 0% short.
-s indicates a short position.
Currency
UUP* 4%
PPLT* 6%
GLD
PALL
Intermediate Bonds
JNK...'spring' * 25%
HYEM...'spring'
IEF... 'winter' * 20%
SJB-s...'winter'
LQD...'fall'
TIP... 'summer'
Long Bonds
TBF-s...'spring' 12%
VWOB...'spring'
JNK...'spring'
TLT...'winter' 10%
LQD...'fall'
LTPZ...'summer'
Global and Domestic Equities
VT* 2%
EFZ-s
DIA* 1%
DOG-s* 1%
SPY* 1%
SH-s *1%
EEM* 2%
EUM-s*
IYE* 1%
DGG-s 1%
IWM* 1%
RWM* 1%
GDX* 2%
MELT
SEA* 2%
SCS
AAPL* 2%
Volitility
XIV-s
VXX
MM
MM* 5%