Q4 2022 Holdings
Filed 2023-02-14 | 159 holdings | $3.7B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Select Sector Spdr TR(XLE)Put | ENERGY | 81369Y506 | $442.1M | 5,054,400 | 11.8% |
| Spdr Gold TR(GLD)Call | GOLD SHS | 78463V107 | $331.1M | 1,952,000 | 8.9% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $306.2M | 1,150,100 | 8.2% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $304.9M | 1,145,000 | 8.2% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $272.7M | 713,200 | 7.3% |
| Select Sector Spdr TR(XLE)Call | ENERGY | 81369Y506 | $267.7M | 3,060,000 | 7.2% |
| Apple Inc(AAPL)Put | COM | 037833100 | $259.9M | 2,000,000 | 6.9% |
| Spdr Gold TR(GLD)Put | GOLD SHS | 78463V107 | $155.2M | 915,000 | 4.1% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $100.7M | 955,000 | 2.7% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $70.3M | 955,000 | 1.9% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $63.5M | 166,000 | 1.7% |
| Criteo S A(CRTO) | SPONS ADS | 226718104 | $58.9M | 2,260,000 | 1.6% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $55.5M | 1,960,000 | 1.5% |
| Ishares TR(EEM)Call | MSCI EMG MKT ETF | 464287234 | $49.3M | 1,300,000 | 1.3% |
| Ishares TR(FLOT) | FLTG RATE NT ETF | 46429B655 | $46.1M | 916,140 | 1.2% |
| Invesco QQQ TR(QQQ) | UNIT SER 1 | 46090E103 | $40.4M | 151,619 | 1.1% |
| Ishares TR(EMB)Put | JPMORGAN USD EMG | 464288281 | $36.0M | 425,000 | 1.0% |
| Kraneshares TR(KWEB) | CSI CHI INTERNET | 500767306 | $35.2M | 1,166,534 | 0.9% |
| Spdr Index SHS FDS(FEZ)Put | EURO STOXX 50 | 78463X202 | $34.1M | 880,000 | 0.9% |
| Ishares TR(EFA)Put | MSCI EAFE ETF | 464287465 | $33.8M | 515,000 | 0.9% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $31.1M | $20,680,000 | 0.8% |
| DBX ETF TR(ASHR) | XTRACK HRVST CSI | 233051879 | $30.8M | 1,100,000 | 0.8% |
| Vaneck ETF Trust(GDX)Call | GOLD MINERS ETF | 92189F106 | $30.4M | 1,060,000 | 0.8% |
| Ishares TR(EMB) | JPMORGAN USD EMG | 464288281 | $27.9M | 329,284 | 0.7% |
| GFL Environmental Inc | UNIT 03/15/2023 | 36168Q120 | $26.4M | 407,559 | 0.7% |
| Flexshares TR(GUNR) | MORNSTAR UPSTR | 33939L407 | $25.0M | 574,760 | 0.7% |
| Nextera Energy Inc | UNIT 03/01/2023 | 65339F770 | $23.1M | 456,180 | 0.6% |
| Nisource Inc | UNIT 12/01/2023 | 65473P121 | $21.2M | 205,370 | 0.6% |
| Ishares TR(EMB)Call | JPMORGAN USD EMG | 464288281 | $21.1M | 250,000 | 0.6% |
| MR Cooper Group Inc(07WA) | COM | 62482R107 | $21.0M | 522,410 | 0.6% |
| Select Sector Spdr TR(XLI)Put | SBI INT-INDS | 81369Y704 | $19.6M | 200,000 | 0.5% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $17.4M | 100,000 | 0.5% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $16.9M | $16,000,000 | 0.5% |
| DBX ETF TR(ASHR)Call | XTRACK HRVST CSI | 233051879 | $16.8M | 600,000 | 0.4% |
| Ishares TR(USHY) | BROAD USD HIGH | 46435U853 | $15.8M | 456,667 | 0.4% |
| Infinera Corp | DEBT 3.750% 8/0 | 45667GAF0 | $13.1M | $10,575,000 | 0.4% |
| Rithm Capital Corp(RITM) | COM NEW | 64828T201 | $13.1M | 1,606,311 | 0.4% |
| PG&E Corp | UNIT 08/16/2023 | 69331C140 | $13.1M | 90,546 | 0.3% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $11.8M | 160,000 | 0.3% |
| Ishares TR(LQD) | IBOXX INV CP ETF | 464287242 | $11.4M | 108,080 | 0.3% |
| Array Technologies Inc | NOTE 1.000%12/0 | 04271TAB6 | $11.0M | $10,876,000 | 0.3% |
| Altc Acquisition Corp(OKLO) | COM CL A | 02156V109 | $10.9M | 1,100,000 | 0.3% |
| Corsair Partnering Corp | UNIT 99/99/9999 | G2540H124 | $10.9M | 1,100,000 | 0.3% |
| Shaw Communications Inc | CL B CONV | 82028K200 | $10.8M | 376,500 | 0.3% |
| DBX ETF TR(HYLB) | XTRACK USD HIGH | 233051432 | $10.2M | 302,005 | 0.3% |
| Ishares TR(MUB) | NATIONAL MUN ETF | 464288414 | $10.0M | 94,869 | 0.3% |
| Taiwan Semiconductor MFG LTD(TSM) | SPONSORED ADS | 874039100 | $9.9M | 133,010 | 0.3% |
| Sunnova Energy Intl Inc. | NOTE 0.250%12/0 | 86745KAF1 | $9.7M | $12,515,000 | 0.3% |
| Invesco Exch Traded FD TR II(BKLN) | SR LN ETF | 46138G508 | $8.9M | 435,934 | 0.2% |
| Crown Proptech Acquisitions | SHS CL A | G25741102 | $8.3M | 821,912 | 0.2% |