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 | $163.64 | (open) | (current) | (closed) | | | (current) | ($8.82) | |
| 6/3/2022 | LEAPS 1/19/24 145 call | | | $37.00 | $28.65 | | | | | ($8.35) | 78 |
| 6/3/2022 | 7/15/22 181 call (closed) | | | | | | $1.00 | $0.12 | | $0.88 | |
| 6/30/2022 | 8/19/22 175 call (closed) | | | | | | $1.91 | $0.21 | | $1.70 | |
| 7/28/2022 | 9/16/22 169 call | | | | | | $1.90 | | $1.88 | $0.02 | -32 |
| Totals | | | | | | $4.81 | | | $31.25 | 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 | $26.00 | (open) | (current) | (closed) | | | (current) | ($4.45) | |
| 6/8/2022 | LEAPS 1/19/24 22 call | | | $10.50 | $6.45 | | | | | ($4.05) | 73 |
| 6/8/2022 | 7/15/22 32 call (closed) | | | | | | $0.55 | $0.05 | | $0.50 | |
| 6/30/2022 | 8/19/22 29 call (closed) | | | | | | $0.50 | $0.05 | | $0.45 | |
| 7/28/2022 | September 16, 2022 27 call | | | | | | $0.55 | | $0.60 | ($0.05) | -37 |
| Totals | | | | | | $1.60 | | | $7.35 | 36 |
| 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 | $105.13 | (open) | (current) | (closed) | | | | | |
| 6/8/2022 | LEAPS 1/19/24 85 call | | | $19.00 | $22.10 | | | | | $3.10 | 85 |
| 6/8/2022 | 7/15/22 103 call (closed) | | | | | | $0.70 | $0.19 | | $0.51 | |
| 7/14/2022 | 8/19/22 105 call | | | | | | $0.58 | | $1.65 | ($1.07) | -53 |
| Totals | | | | | | $0.70 | | | $21.54 | 32 |
| 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 | $203.48 | (open) | (current) | (closed) | | | | | |
| 6/15/2022 | LEAPS 1/19/24 145 call | | | $54.50 | $65.50 | | | | | $11.00 | 82 |
| 6/15/2022 | 7/15/22 198 call (closed) | | | | | | $2.50 | $0.03 | | $2.47 | |
| 7/14/2022 | 8/19/22 193 call (closed) | | | | | | $3.20 | $11.00 | | ($7.80) | -36 |
| 7/28/2022 | September 16, 2022 210 call | | | | | | $2.95 | | $3.30 | ($0.35) | |
| Totals | | | | | | $2.50 | | | $59.82 | 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 |
| iShares 20+ Year Treasury Bond ETF (TLT) | $110.56 | $117.75 | (open) | (current) | (closed) | | | | | |
| 6/13/2022 | LEAPS 1/19/24 85 call | | | $29.10 | $35.65 | | | | | $6.55 | 83 |
| 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 | | $2.65 | ($0.70) | -45 |
| Totals | | | | | | $1.65 | | | $34.02 | 38 |
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 | $406.07 | (open) | (current) | (closed) | | | | $19.07 | |
| LEAPS 1/19/24 290 call | | | $117.00 | $132.72 | | | | | $15.72 | 84 |
| 8/19/22 410 call | | | | | | $5.33 | | $6.23 | ($0.90) | -47 |
| Totals | | | | | | $5.33 | | | $131.82 | 37 |
| 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 | $40.15 | (open) | (current) | (closed) | | | | $0.34 | |
| 6/22/2022 | LEAPS 1/19/24 30 call | | | $11.50 | $11.15 | | | | | ($0.35) | 85 |
| 6/22/2022 | 8/19/22 42 call | | | | | | $0.70 | | $0.50 | $0.20 | -29 |
| Totals | | | | | | $0.70 | | | $11.35 | 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 |
| Vanguard Real Estate (VNQ) | $90.28 | $98.43 | (open) | (open) | (closed) | | | | $8.15 | |
| 6/23/2022 | LEAPS 1/19/24 70 call | | | $23.25 | $29.30 | | | | | $6.05 | 83 |
| 6/23/2022 | 8/19/22 94 call (closed) | | | | | | $2.10 | $4.60 | | ($2.50) | |
| 7/28/2022 | 9/16/22 100 call | | | | | | $1.80 | | $2.15 | ($0.35) | -43 |
| Totals | | | | | | $3.90 | | | $26.45 | 83 |
| 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 | $117.64 | (open) | (open) | (closed) | | | | $2.24 | |
| 6/23/2022 | LEAPS 1/19/24 100 call | | | $17.10 | $18.80 | | | | | $1.70 | 80 |
| 6/23/2022 | 8/19/22 118 call | | | | | | $0.65 | | $0.55 | $0.10 | -39 |
| Totals | | | | | | $0.65 | | | $18.90 | 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 MSCI EAFE (EFA) | $62.45 | $64.82 | (open) | (open) | (closed) | | | | $2.37 | |
| 6/22/2022 | LEAPS 1/19/24 45 call | | | $19.50 | $21.50 | | | | | $2.00 | 83 |
| 6/22/2022 | 8/19/22 65 call | | | | | | $1.00 | | $1.11 | ($0.11) | -48 |
| Totals | | | | | | $1.00 | | | $21.39 | 35 |
