Cabot Options Institute – Fundamentals: June 24, 2022

Portfolios are updated every Friday.

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	$170.26	(open)	(current)	(closed)			(current)	($2.20)
6/3/2022	LEAPS 1/19/24 145 call			$37.00	$35.95					($1.05)	78
6/3/2022	7/15/22 181 call						$1.00		$0.30	$0.70	9
	Totals						$1.00			$36.65	69

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	$27.44	(open)	(current)	(closed)			(current)	($3.01)
6/8/2022	LEAPS 1/19/24 22 call			$10.50	$8.05					($2.45)	75
6/8/2022	7/15/22 32 call						$0.55		$0.10	$0.45	8
	Totals						$0.55			$8.50	67

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	$101.51	(open)	(current)	(closed)
6/8/2022	LEAPS 1/19/24 85 call			$19.00	$19.00					$0.00	79
6/8/2022	7/15/22 103 call						$0.70		$0.53	$0.17	30
	Totals						$0.70			$19.17	49

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	$189.08	(open)	(current)	(closed)
6/15/2022	LEAPS 1/19/24 145 call			$54.50	$54.00					($0.50)	78
6/15/2022	7/15/22 198 call						$2.50		$1.60	$0.90	24
							$0.70			$54.90	54
	Totals

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	$114.14	(open)	(current)	(closed)
6/13/2022	LEAPS 1/19/24 85 call			$29.10	$32.20					$3.10	82
6/13/2022	7/15/22 114 call						$1.65		$2.43	($0.78)	52
	Totals						$1.65			$31.42	30

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
	SPDR S&P 500 ETF (SPY)	$387.00	$387.34	(open)	(current)	(closed)				$0.34
	LEAPS 1/19/24 290 call			$117.00	$118.00					$1.00	79
	8/19/22 410 call						$5.33		$5.42	($0.09)	27
	Totals						$5.33			$117.91	52

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 MSCI Emerging Market ETF (EEM)	$39.81	$39.71	(open)	(current)	(closed)				($0.10)
6/22/2022	LEAPS 1/19/24 30 call			$11.50	$12.45					$0.95	77
6/22/2022	8/19/22 42 call						$0.70		$0.61	$0.09	28
	Totals						$0.70			$12.54	49

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 Real Estate (VNQ)	$90.28	$91.18	(open)	(open)	(closed)				$0.90
6/23/2022	LEAPS 1/19/24 70 call			$23.25	$24.30					$1.05	79
6/23/2022	8/19/22 94 call						$2.10		$2.45	($0.35)	40
	Totals						$2.10			$23.95	39

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	$115.33	(open)	(open)	(closed)				($0.07)
6/23/2022	LEAPS 1/19/24 100 call			$17.10	$18.30					$1.20	69
6/23/2022	8/19/22 118 call						$0.65		$0.25	$0.40	15
	Totals						$0.65			$18.70	54

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	$61.92	(open)	(open)	(closed)				($0.53)
6/22/2022	LEAPS 1/19/24 45 call			$19.50	$19.00					($0.50)	79
6/22/2022	8/19/22 65 call						$1.00		$0.79	$0.21	27
	Totals						$1.00			$19.21