Q1 2023 Holdings
Filed 2023-05-15 | 763 holdings | $2.8B | 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 | PUT | 78462F103 | $623.4M | 1,522,700 | 21.9% |
| Invesco QQQ TR(QQQ)Put | PUT | 46090E103 | $181.1M | 564,300 | 6.4% |
| Ishares TR(IWM)Put | PUT | 464287655 | $132.5M | 742,900 | 4.7% |
| Iqiyi Inc | NOTE 2.000% 4/0 | 46267XAD0 | $74.8M | $74,069,000 | 2.6% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $52.2M | $66,081,000 | 1.8% |
| Invesco QQQ TR(QQQ)Call | CALL | 46090E103 | $39.2M | 122,100 | 1.4% |
| Ishares TR(HYG)Call | CALL | 464288513 | $38.5M | 509,200 | 1.4% |
| Select Sector Spdr TR(XLF)Put | PUT | 81369Y605 | $35.0M | 1,089,800 | 1.2% |
| Select Sector Spdr TR(XLB)Put | PUT | 81369Y100 | $27.5M | 341,300 | 1.0% |
| Bilibili Inc | NOTE 1.250% 6/1 | 090040AD8 | $27.5M | $27,000,000 | 1.0% |
| Ishares TR(IWM)Call | CALL | 464287655 | $24.7M | 138,400 | 0.9% |
| Ishares TR(IYR)Put | PUT | 464287739 | $24.0M | 282,100 | 0.8% |
| Select Sector Spdr TR(XLF)Call | CALL | 81369Y605 | $20.5M | 638,500 | 0.7% |
| Transocean LTD(RIG)Put | PUT | H8817H100 | $18.8M | 2,962,000 | 0.7% |
| Ishares TR(FXI)Call | CALL | 464287184 | $18.6M | 629,500 | 0.7% |
| Spdr S&P 500 ETF TR(SPY)Call | CALL | 78462F103 | $18.4M | 44,900 | 0.6% |
| Ishares TR(IYR)Call | CALL | 464287739 | $17.5M | 205,600 | 0.6% |
| Select Sector Spdr TR(XLY)Put | PUT | 81369Y407 | $16.9M | 112,800 | 0.6% |
| Ishares TR(TLT)Call | CALL | 464287432 | $15.8M | 148,800 | 0.6% |
| Pfizer Inc(PFE)Call | CALL | 717081103 | $15.7M | 384,200 | 0.6% |
| Ishares TR(IWM) | RUSSELL 2000 ETF | 464287655 | $15.4M | 86,109 | 0.5% |
| Select Sector Spdr TR(XLU)Put | PUT | 81369Y886 | $15.1M | 223,300 | 0.5% |
| Inter Parfums Inc(IPAR)Put | PUT | 458334109 | $14.3M | 100,200 | 0.5% |
| Ishares TR(FXI)Put | PUT | 464287184 | $13.6M | 460,900 | 0.5% |
| Coty Inc(COTY)Put | PUT | 222070203 | $13.4M | 1,115,000 | 0.5% |
| Verizon Communications Inc(VZ)Call | CALL | 92343V104 | $13.4M | 344,800 | 0.5% |
| First REP BK SAN Francisco C(FRCB)Put | PUT | 33616C100 | $13.3M | 954,100 | 0.5% |
| Select Sector Spdr TR(XLU)Call | CALL | 81369Y886 | $13.2M | 195,700 | 0.5% |
| Macys Inc(M)Put | PUT | 55616P104 | $12.7M | 727,000 | 0.4% |
| Pfizer Inc(PFE)Put | PUT | 717081103 | $12.7M | 311,200 | 0.4% |
| NIO Inc | NOTE 0.500% 2/0 | 62914VAF3 | $12.7M | $15,892,000 | 0.4% |
| Select Sector Spdr TR(XLK)Call | CALL | 81369Y803 | $12.5M | 83,100 | 0.4% |
| Ishares TR(TLT)Put | PUT | 464287432 | $12.3M | 115,700 | 0.4% |
| Verizon Communications Inc(VZ)Put | PUT | 92343V104 | $11.9M | 306,300 | 0.4% |
| Ishares TR(LQD) | IBOXX INV CP ETF | 464287242 | $11.7M | 107,015 | 0.4% |
| Select Sector Spdr TR(XLB)Call | CALL | 81369Y100 | $11.7M | 144,600 | 0.4% |
| Select Sector Spdr TR(XLB) | SBI MATERIALS | 81369Y100 | $11.1M | 138,157 | 0.4% |
| Ishares Silver TR(SLV) | ISHARES | 46428Q109 | $10.9M | 493,775 | 0.4% |
| Ishares TR(TLT) | 20 YR TR BD ETF | 464287432 | $10.6M | 99,492 | 0.4% |
| Northrop Grumman Corp(NOC)Call | CALL | 666807102 | $10.1M | 21,900 | 0.4% |
| Microsoft Corp(MSFT)Put | PUT | 594918104 | $10.1M | 35,000 | 0.4% |
| Select Sector Spdr TR(XLF) | FINANCIAL | 81369Y605 | $9.1M | 283,838 | 0.3% |
| Ishares TR(EFA)Call | CALL | 464287465 | $8.8M | 123,400 | 0.3% |
| Select Sector Spdr TR(XLK)Put | PUT | 81369Y803 | $8.8M | 58,400 | 0.3% |
| Lauder Estee COS Inc(EL)Put | PUT | 518439104 | $8.8M | 35,700 | 0.3% |
| Ishares TR(EEM)Put | PUT | 464287234 | $8.5M | 216,000 | 0.3% |
| Northrop Grumman Corp(NOC)Put | PUT | 666807102 | $8.5M | 18,400 | 0.3% |
| Dollar GEN Corp New(DG)Call | CALL | 256677105 | $8.5M | 40,300 | 0.3% |
| L3harris Technologies Inc(LHX)Put | PUT | 502431109 | $8.4M | 42,700 | 0.3% |
| Fedex Corp(FDX)Call | CALL | 31428X106 | $8.2M | 36,100 | 0.3% |