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 | $168.46 | (open) | (current) | (closed) | | | (current) | ($4.00) | |
| 6/3/2022 | LEAPS 1/19/24 145 call | | | $37.00 | $34.40 | | | | | ($2.60) | 77 |
| 6/3/2022 | 7/15/22 181 call (closed) | | | | | | $1.00 | $0.12 | | $0.88 | |
| 6/30/2022 | 8/19/22 175 call | | | | | | $1.91 | | $1.87 | $0.04 | 29 |
| Totals | | | | | | $2.91 | | | $35.32 | 48 |
| 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 | $26.64 | (open) | (current) | (closed) | | | (current) | ($3.81) | |
| 6/8/2022 | LEAPS 1/19/24 22 call | | | $10.50 | $7.50 | | | | | ($3.00) | 75 |
| 6/8/2022 | 7/15/22 32 call | | | | | | $0.55 | $0.05 | | $0.50 | |
| 6/30/2022 | 8/19/22 29 call | | | | | | $0.50 | | $0.50 | $0.00 | |
| Totals | | | | | | $1.05 | | | $8.00 | 75 |
| 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 | $102.30 | (open) | (current) | (closed) | | | | | |
| 6/8/2022 | LEAPS 1/19/24 85 call | | | $19.00 | $20.10 | | | | | $1.10 | 79 |
| 6/8/2022 | 7/15/22 103 call | | | | | | $0.70 | | $0.57 | $0.13 | 30 |
| Totals | | | | | | $0.70 | | | $20.23 | 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 | $188.62 | (open) | (current) | (closed) | | | | | |
| 6/15/2022 | LEAPS 1/19/24 145 call | | | $54.50 | $53.10 | | | | | ($1.40) | 78 |
| 6/15/2022 | 7/15/22 198 call | | | | | | $2.50 | | $0.85 | $1.65 | 24 |
| Totals | | | | | | $0.70 | | | $54.75 | 0 |
| 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 | $114.87 | (open) | (current) | (closed) | | | | | |
| 6/13/2022 | LEAPS 1/19/24 85 call | | | $29.10 | $33.40 | | | | | $4.30 | 82 |
| 6/13/2022 | 7/15/22 114 call (closed) | | | | | | $1.65 | $2.58 | | ($0.93) | |
| 6/30/2022 | 8/19/22 119 call | | | | | | $1.95 | $1.89 | | $0.06 | |
| Totals | | | | | | $1.65 | | | $32.53 | 82 |
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 | $377.25 | (open) | (current) | (closed) | | | | ($9.75) | |
| LEAPS 1/19/24 290 call | | | $117.00 | $107.50 | | | | | ($9.50) | 77 |
| 8/19/22 410 call | | | | | | $5.33 | | $2.30 | $3.03 | 15 |
| Totals | | | | | | $5.33 | | | $110.53 | 62 |
| 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 | $40.10 | (open) | (current) | (closed) | | | | $0.29 | |
| 6/22/2022 | LEAPS 1/19/24 30 call | | | $11.50 | $12.00 | | | | | $0.50 | 77 |
| 6/22/2022 | 8/19/22 42 call | | | | | | $0.70 | | $0.63 | $0.07 | 31 |
| Totals | | | | | | $0.70 | | | $12.07 | 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 |
| Vanguard Real Estate (VNQ) | $90.28 | $91.11 | (open) | (open) | (closed) | | | | $0.83 | |
| 6/23/2022 | LEAPS 1/19/24 70 call | | | $23.25 | $24.40 | | | | | $1.15 | 79 |
| 6/23/2022 | 8/19/22 94 call | | | | | | $2.10 | | $2.10 | $0.00 | 38 |
| Totals | | | | | | $2.10 | | | $24.40 | 41 |
| 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 | $113.91 | (open) | (open) | (closed) | | | | ($1.49) | |
| 6/23/2022 | LEAPS 1/19/24 100 call | | | $17.10 | $15.70 | | | | | ($1.40) | 71 |
| 6/23/2022 | 8/19/22 118 call | | | | | | $0.65 | | $0.35 | $0.30 | 15 |
| Totals | | | | | | $0.65 | | | $16.00 | 56 |
| 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 | $62.49 | (open) | (open) | (closed) | | | | $0.04 | |
| 6/22/2022 | LEAPS 1/19/24 45 call | | | $19.50 | $19.50 | | | | | $0.00 | 79 |
| 6/22/2022 | 8/19/22 65 call | | | | | | $1.00 | | $0.70 | $0.30 | 42 |
| Totals | | | | | | $1.00 | | | $19.80 | |
