Cabot Options Institute – Fundamentals Portfolio: December 12, 2022

Portfolios are updated every Monday.

All-Weather Portfolio

Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	SPDR Gold Shares ETF (GLD)	$172.46	$167.07	(open)	(current)	(closed)			(current)	($5.39)
6/3/2022	LEAPS January 19, 2024 145 call			$37.00	$31.75					($5.25)	80
6/3/2022	July 15, 2022 181 call						$1.00	$0.12		$0.88
6/30/2022	August 19, 2022 175 call						$1.91	$0.21		$1.70
7/28/2022	September 16, 2022 169 call						$1.90	$0.07		$1.83
9/1/2022	October 21, 2022 165 call						$1.45	$0.03		$1.42
10/14/2022	November 18, 2022 159 call						$1.48	$4.45		($2.97)
11/10/2022	December 16, 2022 169 call						$1.40		$0.90	$1.40	-34
	Totals						$9.14			$36.01	46
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Invesco DB Commodity Index Tracking Fund (DBC)	$30.45	$23.92	(open)	(current)	(closed)			(current)	($6.53)
6/8/2022	LEAPS January 19, 2024 22 call			$10.50	$4.00					($6.50)	70
6/8/2022	July 15, 2022 32 call						$0.55	$0.05		$0.50
6/30/2022	August 19, 2022 29 call						$0.50	$0.05		$0.45
7/28/2022	September 16, 2022 27 call						$0.55	$0.10		$0.45
9/7/2022	October 21, 2022 26 call						$0.50	$0.00		$0.50
10/25/2022	December 16, 2022 27 call						$0.45		$0.05	$0.45	-6
	Totals						$2.55			$6.35	64
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares Trust 7-10 Year Treasury Bond ETF (IEF)	$101.93	$97.85	(open)	(current)	(closed)
6/8/2022	LEAPS January 19, 2024 85 call			$19.00	$15.55					($3.45)	81
6/8/2022	July 15, 2022 103 call						$0.70	$0.19		$0.51
7/14/2022	August 19, 2022 105 call						$0.58	$0.12		$0.46
8/11/2022	October 21, 2022 105 call						$1.20	$0.04		$1.16
9/22/2022	October 21, 2022 98.5 call						$0.55	$0.05		$0.50
10/12/2022	November 25, 2022 97 call						$0.92	$0.18		$0.74
11/17/2022	December 16, 2022 98 call						$0.50		$0.67	$0.50	-48
	Totals						$4.45			$19.42	33
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Vanguard Total Stock Market ETF (VTI)	$189.65	$196.70	(open)	(current)	(closed)
6/15/2022	LEAPS January 19, 2024 145 call			$54.50	$60.40					$5.90	85
6/15/2022	July 15, 2022 198 call						$2.50	$0.03		$2.47
7/14/2022	August 19, 2022 193 call						$3.20	$11.00		($7.80)
7/28/2022	September 16, 2022 210 call						$2.95	$0.30		$2.65
9/1/2022	October 21, 2022 205 call						$3.00	$0.55		$2.45
9/22/2022	October 21, 2022 197 call						$2.10	$0.15		$1.95
10/12/2022	November 18, 2022 190 call						$3.10	$7.45		($4.35)
11/10/2022	December 16, 2022 205 call						$2.65		$0.45	$2.65	-13
	Totals						$19.50			$60.42	72
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares 20+ Year Treasury Bond ETF (TLT)	$110.56	$106.33	(open)	(current)	(closed)
6/13/2022	LEAPS January 19, 2024 85 call			$29.10	$25.15					($3.95)	80
6/13/2022	July 15, 2022 114 call						$1.65	$2.58		($0.93)
6/30/2022	August 19, 2022 119 call						$1.95	$0.23		$1.72
8/11/2022	September 16, 2022 119 call						$1.16	$0.10		$1.06
9/1/2022	October 21, 2022 115 call						$1.42	$0.23		$1.19
9/22/2022	October 21, 2022 110.5 call						$0.73	$0.03		$0.70
10/12/2022	November 25, 2022 104.5 call						$1.66	$0.10		$1.56
11/10/2022	December 16, 2022 100 call						$1.46	$2.90		($1.44)
11/22/2022	December 16, 2022 103.5 call						$1.30	$3.15		($1.85)
12/2/2022	January 20, 2023 109 call						$1.82		$2.05	$1.82	-39
	Totals						$13.15			$28.98	41

Yale Endowment Portfolio

Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares Trust TIPS ETF (TIP)	$115.40	$108.43	(open)	(open)	(closed)				($6.97)
6/23/2022	LEAPS January 19, 2024 100 call			$17.10	$11.60					($5.50)	88
6/23/2022	August 19, 2022 118 call						$0.65	$0.05		$0.60
8/11/2022	October 21, 2022 117 call						$0.70	$0.05		$0.65
9/16/2022	October 21, 2022 112 call						$0.50	$0.05		$0.45
10/14/2022	November 18, 2022 108 call						$0.80	$0.10		$0.70
11/6/2022	December 16, 2022 107 call						$0.80	$2.35		($1.55)
12/1/2022	January 20, 2023 110 call						$1.10		$0.75	$1.10	-35
	Totals						$4.55			$13.55	53
Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	iShares Trust MSCI EAFE (EFA)	$62.45	$66.91	(open)	(open)	(closed)				$4.46
6/22/2022	LEAPS January 19, 2024 45 call			$19.50	$23.20					$3.70	82
6/22/2022	August 19, 2022 65 call						$1.00	$1.64		($0.64)
8/11/2022	October 21, 2022 69 call						$1.02	$0.05		$0.97
9/16/2022	October 21, 2022 63 call						$0.54	$0.05		$0.54
10/14/2022	November 18, 2022 59 call						$0.76	$2.55		($1.79)
11/6/2022	December 16, 2022 63 call						$0.86	$2.90		($2.04)
11/22/2022	December 30, 2022 67 call						$0.73		$0.96	$0.73	-49
	Totals						$4.91			$20.97	33

Buffet’s Patient Investor

	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Apple (AAPL)	$170.85	$142.16	(open)	(current)	(closed)			(current)	($28.69)
8/12/2022	LEAPS January 19, 2024 130 call			$54.20	$30.40					($23.80)	74
8/12/2022	September 16, 2022 180 call						$1.37	$0.06		$1.31
9/2/2022	October 21, 2022 165 call						$3.25	$0.01		$3.25
10/17/2022	November 18, 2022 155 call						$2.04	$0.17		$1.87
11/6/2022	December 16, 2022 150 call						$1.95		$0.57	$1.95	-15
	Totals						$8.61			$38.78

O’Shaughnnesy’s Growth-Value

Transaction Date	Poor Man’s Covered Calls	Original Price	Current Price	LEAPS Price	LEAPS Price	LEAPS Price	Premium Sold	Closing Price	Total Premium	Total Return	Position Delta
	Chevron (CVX)	$158.05	$168.00	(open)	(current)	(closed)			(current)	$9.95
8/12/2022	LEAPS January 19, 2024 115 call			$48.60	$58.40					$9.80	88
8/12/2022	September 16, 2022 165 call						$2.35	$0.32		$2.03
9/7/2022	October 21, 2022 165 call						$3.15	$5.60		($2.45)
10/20/2022	November 25, 2022 177.5 call						$4.40	$9.75		($5.35)
11/6/2022	December 16, 2022 195 call						$3.30	$0.35		$2.95
12/2/2022	January 20, 2023 190 call						$3.80		$1.03	$3.80	-13
	Totals						$17.00			$59.38	75