Deep Currents Portfolio

DEEP CURRENTS PORTFOLIO

Asset Class Symbol Allocated Date Entry Price Shares Bias Long or Short Stop Loss At Risk Exit Date Exit Price P/L Column1 Column2
Equities XLY 7/2/2024 530 3.0 Bullish Long 1590 7/11/2024 $720.00 26July24 183C Long (as part of a vertical)
Equities XLY 7/2/2024 230 3.0 Bullish Short 690 7/11/2024 -$270.00 26 July24 188C Short ( as part of a vertical)
Equities XLF 6/18/2024 37 3.0 bullish short 111 7/12/2024 -$81.00 19Jul24 42C short call against line 3 (covered call )
Equities XLC 6/25/2024 85.79 200.0 Bullish Long 438 7/17/2024 $70.00
Equities XLC 6/25/2024 60 2.0 Bullish Short 120 7/17/2024 $98.00 19Jul24 87.50C Short call against line 5 (covered call)
Equities XLF 7/12/2024 36 3.0 bullish short 108 7/17/2024 -$213.00 Rolled July Short call into 2Aug24 43C
Equities XBI 7/9/2024 288 1.0 Bullish Short 288 7/18/2024 -$162.00 Short call as part of buy write 16Aug24 95C
Equities XLF 6/18/2024 41.27 300.0 Bullish long 408 7/22/2024 $459.00 If it gaps down or moves more than about 5 cents on XLF, do not take the trade . (adjust for dividend) Moved our hard stop to PSAR on 07/16
Equities KO 7/16/2024 134 1.0 Bullish short 7/22/2024 8 Selling a Cash Secured short put 16Aug24 65P
Equities XLF 7/17/2024 67 3.0 bullish short 201 7/22/2024 120 Rolled July Short call into 16Aug24 44C
Equities WYNN 7/2/2024 157 10.0 Bearish Short 1570 7/23/2024 1390 2Aug24 89C Short as part of a vertical
Equities WYNN 7/2/2024 126 10.0 Bearish Long 1260 7/23/2024 -1130 2Aug24 90C Long as part of a vertical
Equities CCL 7/16/2024 19.16 100.0 Bullish Long 96 7/24/2024 -96 Long stock with the intent of selling a short call at next resistance
Equities Z 7/23/2024 355 5.0 Bullish short 330 7/24/2024 -1125 short put willing to be assigned 23Aug24 52P
Equities XBI 7/9/2024 94.23 100.0 Bullish Long 501 7/30/2024 500 Doing a buy write or buying the stock selling the call at the money
Equities XBI 7/18/2024 230 1.0 Bullish Short 230 7/30/2024 -85 Rolled into 30Aug24 100C
Equities XLU 7/16/2024 292 6.0 Bullish long 7/31/2024 1608 XLU long Call vertical 16Aug24 68C we have a limit order at $2.60 to close out the vertical . We closed out for $2.99 but we will put $2.60 to represent the limit order
Equities XLU 7/16/2024 103 6.0 Bullish Short 7/31/2024 -1182 XLU long Call vertical 16Aug24 71C
Equities MS 7/30/2024 268 1.0 Bullish Short 8/5/2024 -782 Short put, willing to be assinged, soft stop 100 30Aug24 103P
Equities UNH 7/30/2024 760 1.0 Bullish Short 8/5/2024 175 Short as part of Diag 16Aug24 585C
Equities TLT 7/30/2024 93.83 100.0 Bullish Long 283 8/6/2024 288 Long stock, will sell calls later, hard stop at 91.00
Equities TLT 8/5/2024 120 1.0 Bullish Short 8/6/2024 69 Sold a call against TLT as part of a covered call
Equities PINS 8/6/2024 248 3.0 Bearish Long 8/13/2024 -186 Long put as part of Diag 20Sep24 31P
Bonds PINS 8/6/2024 53 3.0 Bearish short 8/13/2024 111 short put as part of Diag 23Aug24 28P
Bonds UNH 8/5/2024 1055 1.0 Bullish Short 8/14/2024 235 Rolled up and out on 8/14
Equities MS 8/5/2024 720 1.0 Bullish Short 8/15/2024 606 Short put, willing to be assinged, soft stop 100 6Sep24 99P
Equities DIA 7/30/2024 535 1.0 Bullish Short 8/16/2024 220 30Aug24 407P part of short put vetical
Commodities DIA 7/30/2024 355 1.0 Bullish Long 8/16/2024 -197 30Aug24 402P part of short put vertical
Bonds CVNA 8/13/2024 610 1.0 Bullish short 8/16/2024 -525 Sold 13Sep24 152.50C
Equities XOM 8/6/2024 114.1 100.0 Bullish Long 190 8/20/2024 191 Adjusted the basis down 95cents from 115.05 to 114.10 to adjust for dividend received
Equities XLP 8/6/2024 63 2.0 Bullish short 8/20/2024 -92 Short call as part of diag 23Aug24 80C
Equities XOM 8/12/2024 259 1.0 Bullish Short 8/20/2024 143 Sold call against the long stock 13Sep24 119C
Equities UNH 7/30/2024 2980 1.0 Bullish Long 8/22/2024 -780 Long as part of Diag 20Sep24 560C
Equities UNH 8/14/2024 870 1 Bullish Short 8/22/2024 490 Rolled the short call into 6Sep24 590C
Equities XLP 8/6/2024 405 2.0 Bullish long 8/27/2024 580 Long Call as part of Diag 20Sep24 76C
Equities XLP 8/20/2024 50 2.0 Bullish short 8/27/2024 -254 Rolled short call into 6Sep24 81.50C
Equities EBAY 8/20/2024 273 2.0 Bullish Long 8/28/2024 154 Bought th 27Sep24 55C will wait to sell calls if price breaks resist
Fixed Income CVNA 8/16/2024 925 1.0 Bullish short 8/29/2024 480 Rolled short call into 20Sep24 160C
Equities CVNA 8/13/2024 144.26 100.0 Bullish Long 494 8/29/2024 711 Long stock and buy write covered call
Commodities MO 8/13/2024 82 1.0 Bullish Long 8/30/2024 -76 Long Put 13Sep24 51P as protective put to own stock and dividend
Equities XLU 8/13/2024 85 1.0 Bullish Short 9/3/2024 -48 Sold 13Sep24 75.50C as part of covered call
Equities ENPH 8/27/2024 1740 1.0 Bullish Long 9/3/2024 -590 Created a long diagnol as a utilties of fixed income substitute Long 18Oct24 110C
Equities ENPH 8/27/2024 510 1.0 Bullish Short 9/3/2024 327 short side of diagonal 20Sep24 126C
Equities RIO 8/27/2024 64 100.0 Bulliish long 9/3/2024 -300 Hard stop should have filled on gap down at $61, I filled at $60.43 as I apparently cancelled my hard stop
Equities VLO 8/20/2024 137 1.0 Bearish Short 9/10/2024 -138 Sold 13Sep24 1535P as part of Diag
Equities VLO 8/20/2024 710 1.0 Bearish long 9/10/2024 680 Bought the 20Sep24 147P as part of diag
Fixed Income PEP 8/20/2024 805 1.0 Bullish Long 9/11/2024 25 Bought the 18Oct24 170C will sell calls later
Fixed Income NLY 8/21/2024 24 2.0 Bullish short 9/16/2024 20 Sold the 20Sep24 20.5C as part of CC
Fixed Income MO 8/13/2024 50.02 100.0 Bullish Long 9/17/2024 131 Long stock and buy write covered call. Basis adjusted down to reflect the $1.02 dividend paid on 09/16
Fixed Income XLP 8/27/2024 225 2.0 Bullish long 9/30/2024 382 Rolled XLP long call to 27Sep24 81C
Commodities NLY 8/21/2024 19.5 200.0 Bullish Long 40 10/1/2024 30 placed a buy write for a high div stock, basis adjusted for dividend
Equities XLU 8/6/2024 73.35 100.0 bullish long 55 24 4050 cross, leave stop lower until we resolve to the upside
Equities XLP 8/27/2024 72 2 Bullish short 9/4/2024 32 Rolled xlp short call to 13Sep24 83.50C
Equities PEP 8/30/2024 88 1 Bullish Short 9/4/2024 -277 Sold call against pep 20Sep24 175C
Equities MO 8/30/2024 47 1 Bullish Long 9/16/2024 -4 Rolled the long put out a week and up to 20Sep24 52P
Equities XLY 9/3/2024 168 5 Bearish Short 9/11/2024 -275 Created a Short call vertical 20Sep24 189C short
Equities XLY 9/3/2024 134 5 Bearish Long 9/11/2024 210 short call vertical 20Sep24 190C long
Equities C 9/3/2024 435 1 Bearish Long 9/11/2024 350 Bearish Diag Long 18Oct24 65P
Equities C 9/3/2024 72 1 Bearish Short 9/11/2024 -159 Bearish Diag short 27Sep24 59P
Equities TSM 9/3/2024 315 1 Bearish short 9/26/2024 -1430 Short Call vertical short 27Sep24 170C
Equities TSM 9/3/2024 195 1 Bearish Long 9/26/2024 1050 Short call vertical long 27Sep24 175C
Fixed Income XLU 9/3/2024 81 1 Bullish Short 9/16/2024 -142 Rolled short call to 20Sep24 77C
Equities PEP 9/4/2024 167 1 Bullish Short 9/11/2024 77 Rolled short call up and out to 27Sep24 180C
Equities XLP 9/4/2024 64 1 Bullish Short 9/30/2024 64 Rolled short call up and out to 27Sep84C
Equities MO 9/5/2024 25 1 Bullish Short 9/13/2024 25 Sold a call and let it expire worthless
Commodities VLO 9/10/2024 194 1 Bearsh Short 9/19/2024 185 Rolled short put to 20Sep24 131P
Commodities VLO 9/10/2024 615 1 Bearish Long 9/19/2024 -394 Rolled the long put out to 27Sep24 138P for a big credit
Equities C 9/11/2024 370 1 Bearish Long 10/018/24 -370 Rolled long put to 18Oct24 60P
Equities C 9/11/2024 104 1 Bearish Short 9/19/2024 93 Rolled short put to 4Oct24 56P
Equities KRE 9/11/2024 365 1 Bearish Long 10/10/2024 -253 Bought a bearish diagonal Long Put at 11Oct24 57P
Equities KRE 9/11/2024 79 1 Bearish Short 9/27/2024 74 Bearish Diag Short put 27Sep24 52.50P
Fixed Income XLU 9/16/2024 78 1 Bullish Short 10/1/2024 -145 Rolled CC to 11Oct24 79.50C
Fixed Income NLY 9/16/2024 28 1 Bullish Short 10/1/2024 25 Rolled CC to 4Oct24 20.50C rolled for time
Fixed Income NLY 9/26/2024 41 2 Bullish Long 9/30/2024 -42 Bought a protective put on NLY 11Oct24 20P
Fixed Income XLU 10/1/2024 90 1 Bullish Short 10/11/2024 88 Rolled short call to 18Oct24 82C
Fixed Income IEF 10/1/2024 98.4 100 Bullish Long 10/8/2024 -241 Stop triggered afte4 4050 cross
Commodities XLE 10/1/2024 89.65 100 Bullish Long 10/15/2024 3 Buying long stock on 40 50 cross
Equities C 9/25/2024 70 1 Bearish Short 10/9/2024 67 closed short put for a profit
Equities HPQ 10/9/2024 36.54 200 Bullish Long 10/22/2024 -68 We got stopped out of the long position after collecitng premium on calls
Equities HPQ 10/21/2024 42 2 Bullish Short 10/22/2024 16 we closed the 15Nov24 38C on a stop loss trigger
Equities AMAT 10/9/2024 1485 1 Bullish Long -1314 This is a vertical spread 1Nov24 195C
Equities AMAT 10/9/2024 640 1 Bullish Short 613 Short side of vertial spread 1Nov24210C
Equities PFE 10/9/2024 30.17 200 Bullish long 10/25/2024 -318 Bought the stock and selling calls after
Equities PFE 10/11/2024 47 2 Bullish Short 10/25/2024 66 Sold 1Nov24 30C as covered call, Stopped out
Equities KRE 9/25/2024 101 1 Bearish Short 10/10/2024 94 Sold 11Oct24 55P against long put
Fixed Income XLU 10/22/2024 100 1 Bullish Short 0 Sold 8Nov24 82.50C against long stock
Commodities XLE 10/11/2024 102 1 Bullish Short 10/15/2024 81 Sold call against stock 1Nov24 96C
Equities XLP 10/14/2024 81.86 100 Bullish Long 0 Buying stock to sell calls against later
Equities XLP 10/21/2024 55 1 Bullish Short 0 Sold 15No24 83C against long stock
Equities KR 10/25/2024 57.6 200 Bullish Long 0 Bought stock on BB and will sell calls and collect dividend

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