Q4 2023 Holdings
Filed 2024-02-14 | 1030 holdings | $8.2B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares Msci Emerging MKT in(EEM)Call | MSCI EMG MKT ETF | 464287234 | $1.7B | 41,505,500 | 20.4% |
| Financial Select Sector SpdrCall | FINANCIAL | 81369Y606 | $1.1B | 28,492,500 | 13.1% |
| Ishares Msci Emerging MKT in(EEM)Put | MSCI EMG MKT ETF | 464287234 | $1.0B | 25,148,000 | 12.4% |
| Invesco QQQ Trust Series 1 Nasdaq100 Bb:qqq(QQQ)Call | UNIT SER 1 | 46090E103 | $909.1M | 2,220,000 | 11.1% |
| Financial Select Sector SpdrPut | FINANCIAL | 81369Y606 | $876.5M | 23,311,000 | 10.7% |
| Ishares Iboxx H/Y Corp Bond(HYG)Put | IBOXX HI YD ETF | 464288513 | $463.1M | 5,983,900 | 5.7% |
| Consumer Staples Spdr(XLP)Call | SBI CONS STPLS | 81369Y308 | $187.4M | 2,601,000 | 2.3% |
| Ishares Iboxx H/Y Corp Bond(HYG)Call | IBOXX HI YD ETF | 464288513 | $154.8M | 2,000,000 | 1.9% |
| Ishares JP Morgan USD Emerging Markets(EMB) | JPMORGAN UD EMG | 464288281 | $110.8M | 1,244,000 | 1.4% |
| Ishares Russell 2000 ETF(IWM)Put | RUSSELL 2000 ETF | 464287655 | $110.4M | 550,000 | 1.3% |
| Ishares 20plus YR Treas(TLT)Put | 20 YR TR BD ETF | 464287432 | $96.9M | 980,000 | 1.2% |
| Invesco QQQ Trust Series 1 Nasdaq100 Bb:qqq(QQQ)Put | UNIT SER 1 | 46090E103 | $82.9M | 202,500 | 1.0% |
| KraneShares CSI China Internet ETF(KWEB)Call | CSI CHI INTERNET | 500767306 | $78.0M | 2,890,000 | 1.0% |
| Ishares Ftse UA China 25(FXI)Call | CHINA LG-CAP ETF | 464287184 | $75.6M | 3,147,500 | 0.9% |
| Health Care Select Secto(XLV)Call | SBI HEALTHCARE | 81369Y209 | $70.6M | 517,500 | 0.9% |
| Ishares Russell 2000 ETF(IWM)Call | RUSSELL 2000 ETF | 464287655 | $65.5M | 326,500 | 0.8% |
| Ishares Msci Eafe Index Fund(EFA)Put | MSCI EAFE ETF | 464287465 | $60.1M | 797,500 | 0.7% |
| Ishares Msci Brazil(EWZ)Call | MSCI BRAZIL ETF | 464286400 | $52.6M | 1,505,000 | 0.6% |
| Health Care Select Secto(XLV)Put | SBI HEALTHCARE | 81369Y209 | $40.9M | 300,000 | 0.5% |
| Ishares Iboxx H/Y Corp Bond(HYG) | IBOXX HI YD ETF | 464288513 | $38.7M | 500,000 | 0.5% |
| Invesco QQQ Trust Series 1 Nasdaq100 Bb:qqq(QQQ) | UNIT SER 1 | 46090E103 | $24.8M | 60,607 | 0.3% |
| KBW Regional Banking ETF(KRE)Call | S&P REGL BKG | 78464A698 | $23.8M | 453,500 | 0.3% |
| Vnet 0 02/26 | NOTE 2/0 | 90138VAB3 | $18.5M | $23,310,000 | 0.2% |
| Home Depot Inc(HD) | COM | 437076102 | $16.7M | 48,275 | 0.2% |
| NIO 0 02/26 | NOTE 2/0 | 62914VAE6 | $16.4M | $17,800,000 | 0.2% |
| Bilibili Inc | NOTE 0.500% 12/0 | 090040AF3 | $15.0M | $18,000,000 | 0.2% |
| Walt Disney STK(DIS)Call | COM | 254687106 | $12.2M | 135,000 | 0.1% |
| Spdr Portfolio Intermediate Term Corporate Bd ETF(SPIB) | PORTFOLIO INTRMD | 78464A375 | $11.5M | 350,000 | 0.1% |
| Nvidia Corp(NVDA) | COM | 67066G104 | $11.0M | 22,185 | 0.1% |
| Apple Computer Inc(AAPL) | COM | 037833100 | $9.4M | 48,608 | 0.1% |
| Ishares Iboxx INV GR Corp BD(LQD) | IBOXX INV CP ETF | 464287242 | $8.6M | 78,000 | 0.1% |
| Spirit Aerosystems Hold(S9Q) | COM CL C | 848574109 | $8.1M | 254,481 | 0.1% |
| Splunk Inc(SPLKCHF) | COM | 848637104 | $8.1M | 52,882 | 0.1% |
| Ishares 20plus YR Treas(TLT)Call | 20 YR TR BD ETF | 464287432 | $7.9M | 80,000 | 0.1% |
| Sealtd 2.375 12/25 | NOTE 2.375%12/0 | 81141RAF7 | $7.1M | $7,500,000 | 0.1% |
| Ishares Tips Bond ETF(TIP)Call | TIPS BD ETF | 464287176 | $6.9M | 64,200 | 0.1% |
| Hess Corp(HES) | COM | 42809H107 | $6.6M | 46,063 | 0.1% |
| Office Properties Income Trust(OPITQ)Put | COM SHS BEN INT | 67623C109 | $6.1M | 833,300 | 0.1% |
| Visa Inc-Class A Shares(V) | COM CL A | 92826C839 | $5.9M | 22,732 | 0.1% |
| Iovance Biotherapeutics(IOVA) | COM | 462260100 | $5.6M | 692,775 | 0.1% |
| Alphabet(GOOG) | CAP STK CL C | 02079K107 | $5.5M | 39,282 | 0.1% |
| Pure Storage Inc(PSTG) | CL A | 74624M102 | $5.0M | 140,778 | 0.1% |
| Valero Energy STK(VLO) | COM | 91913Y100 | $4.9M | 37,856 | 0.1% |
| Meta Platforms Inc(META) | CL A | 30303M102 | $4.8M | 13,494 | 0.1% |
| Marathon Petroleum Corp(MPC) | COM | 56585A102 | $4.6M | 31,082 | 0.1% |
| TPG RE Finance Trust Inc(TRTX) | COM | 87266M107 | $4.6M | 704,738 | 0.1% |
| Walt Disney STK(DIS) | COM | 254687106 | $4.4M | 48,584 | 0.1% |
| Builders Firstsource Inc(BLDR)Put | COM | 12008R107 | $4.2M | 25,000 | 0.1% |
| Boeing Co(BA) | COM | 097023105 | $4.1M | 15,867 | 0.1% |
| Fortinet Inc(FTNT)Call | COM | 34959E109 | $4.1M | 70,000 | 0.1% |