Q4 2022 Holdings
Filed 2023-02-14 | 904 holdings | $2.2B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $229.7M | 600,700 | 10.6% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $136.0M | 355,500 | 6.3% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $116.6M | 437,900 | 5.4% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $73.3M | 995,000 | 3.4% |
| Bilibili Inc | NOTE 1.250% 6/1 | 090040AD8 | $67.4M | $67,481,000 | 3.1% |
| Select Sector Spdr TR(XLE)Put | ENERGY | 81369Y506 | $33.8M | 386,600 | 1.6% |
| Ishares TR(EFA)Call | MSCI EAFE ETF | 464287465 | $30.9M | 470,200 | 1.4% |
| H World Group LTD | NOTE 3.000% 5/0 | 44332NAB2 | $24.4M | $19,773,000 | 1.1% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $22.3M | $30,151,000 | 1.0% |
| Select Sector Spdr TR(XLK)Call | TECHNOLOGY | 81369Y803 | $22.0M | 176,500 | 1.0% |
| Select Sector Spdr TR(XLU)Call | SBI INT-UTILS | 81369Y886 | $20.7M | 293,100 | 1.0% |
| Welltower Inc(WELL)Put | CALL | 95040Q104 | $20.4M | 311,500 | 0.9% |
| Select Sector Spdr TR(XLU)Put | SBI INT-UTILS | 81369Y886 | $19.0M | 270,000 | 0.9% |
| Select Sector Spdr TR(XLK)Put | TECHNOLOGY | 81369Y803 | $17.9M | 144,200 | 0.8% |
| Select Sector Spdr TR(XLB)Put | SBI MATERIALS | 81369Y100 | $17.6M | 226,700 | 0.8% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $17.5M | 619,100 | 0.8% |
| Ishares TR(EFA)Put | MSCI EAFE ETF | 464287465 | $16.1M | 246,000 | 0.7% |
| Ishares TR(IYR)Put | U.S. REAL ES ETF | 464287739 | $16.1M | 191,200 | 0.7% |
| Spdr SER TR(XME)Call | S&P METALS MNG | 78464A755 | $16.1M | 322,700 | 0.7% |
| Select Sector Spdr TR(XLF)Put | FINANCIAL | 81369Y605 | $14.5M | 425,200 | 0.7% |
| Iqiyi Inc | NOTE 4.000%12/1 | 46267XAE8 | $14.3M | $23,007,000 | 0.7% |
| Ishares TR(FXI)Put | CHINA LG-CAP ETF | 464287184 | $13.5M | 477,400 | 0.6% |
| EQT Corp(EQT)Put | COM | 26884L109 | $13.1M | 388,500 | 0.6% |
| Select Sector Spdr TR(XLE)Call | ENERGY | 81369Y506 | $12.4M | 141,700 | 0.6% |
| Goldman Sachs Group Inc(GS)Call | COM | 38141G104 | $11.5M | 33,500 | 0.5% |
| Amgen Inc(AMGN)Put | COM | 031162100 | $11.1M | 42,300 | 0.5% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $10.9M | 28,618 | 0.5% |
| Ishares TR(IYR)Call | U.S. REAL ES ETF | 464287739 | $10.7M | 126,800 | 0.5% |
| Amgen Inc(AMGN)Call | COM | 031162100 | $10.3M | 39,400 | 0.5% |
| Goldman Sachs Group Inc(GS)Put | COM | 38141G104 | $10.2M | 29,700 | 0.5% |
| Ishares Silver TR(SLV) | ISHARES | 46428Q109 | $9.9M | 448,154 | 0.5% |
| Inter Parfums Inc(IPAR)Put | COM | 458334109 | $9.7M | 100,200 | 0.4% |
| Select Sector Spdr TR(XLV) | SBI HEALTHCARE | 81369Y209 | $9.6M | 70,631 | 0.4% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $9.6M | 35,900 | 0.4% |
| Vanguard Scottsdale FDS(VCLT) | LG-TERM COR BD | 92206C813 | $9.5M | 125,327 | 0.4% |
| LI Auto Inc | NOTE 0.250% 5/0 | 50202MAB8 | $8.6M | $8,500,000 | 0.4% |
| Ishares TR(TLT) | 20 YR TR BD ETF | 464287432 | $8.5M | 85,000 | 0.4% |
| Marriott Intl Inc New(MAR)Put | CALL | 571903202 | $8.5M | 56,800 | 0.4% |
| Select Sector Spdr TR(XLY)Call | SBI CONS DISCR | 81369Y407 | $8.4M | 65,200 | 0.4% |
| Select Sector Spdr TR(XLB) | SBI MATERIALS | 81369Y100 | $7.8M | 100,035 | 0.4% |
| Ishares TR(IBB)Put | ISHARES BIOTECH | 464287556 | $7.6M | 57,800 | 0.3% |
| Bank America Corp(BAC)Call | COM | 060505104 | $7.5M | 226,700 | 0.3% |
| TIO Tech A | CLASS A ORD SHS | G8T10C106 | $7.4M | 729,787 | 0.3% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $7.4M | 100,000 | 0.3% |
| Ishares TR(LQD) | IBOXX INV CP ETF | 464287242 | $7.3M | 69,574 | 0.3% |
| Bristol-Myers Squibb Co(BMY)Put | COM | 110122108 | $7.1M | 98,500 | 0.3% |
| Bank America Corp(BAC)Put | COM | 060505104 | $7.0M | 211,600 | 0.3% |
| Select Sector Spdr TR(XLK) | TECHNOLOGY | 81369Y803 | $6.9M | 55,100 | 0.3% |
| Lauder Estee COS Inc(EL)Put | CL A | 518439104 | $6.8M | 27,500 | 0.3% |
| Select Sector Spdr TR(XLB)Call | SBI MATERIALS | 81369Y100 | $6.4M | 81,900 | 0.3% |