Q4 2023 Holdings
Filed 2024-02-14 | 801 holdings | $2.7B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $228.2M | 2,948,400 | 8.3% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $102.0M | $123,596,000 | 3.7% |
| Ishares TR(TLT)Put | CALL | 464287432 | $98.4M | 995,600 | 3.6% |
| Ishares TR(TLT)Call | CALL | 464287432 | $74.8M | 756,900 | 2.7% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $73.5M | 154,600 | 2.7% |
| Vnet Group Inc | NOTE 2/0 | 90138VAB3 | $71.3M | $72,247,000 | 2.6% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $69.1M | 344,100 | 2.5% |
| Select Sector Spdr TR(XLY)Put | SBI CONS DISCR | 81369Y407 | $51.6M | 288,700 | 1.9% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $46.7M | 232,900 | 1.7% |
| Select Sector Spdr TR(XLI)Put | INDL | 81369Y704 | $39.5M | 346,600 | 1.4% |
| Select Sector Spdr TR(XLU)Call | SBI INT-UTILS | 81369Y886 | $37.7M | 594,600 | 1.4% |
| Invesco QQQ TR(QQQ)Put | CALL | 46090E103 | $30.3M | 74,000 | 1.1% |
| Select Sector Spdr TR(XLU)Put | SBI INT-UTILS | 81369Y886 | $30.2M | 476,900 | 1.1% |
| Select Sector Spdr TR(XLP)Call | SBI CONS STPLS | 81369Y308 | $29.5M | 409,800 | 1.1% |
| Spdr Gold TR(GLD) | GOLD SHS | 78463V107 | $29.1M | 152,266 | 1.1% |
| Select Sector Spdr TR(XLY)Call | SBI CONS DISCR | 81369Y407 | $23.2M | 129,600 | 0.8% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $22.3M | 46,988 | 0.8% |
| Ishares TR(HYG) | IBOXX HI YD ETF | 464288513 | $21.3M | 275,207 | 0.8% |
| Spdr DOW Jones Indl Average(DIA)Call | UT SER 1 | 78467X109 | $19.7M | 52,400 | 0.7% |
| Ishares TR(EFA)Put | PUT | 464287465 | $19.3M | 255,900 | 0.7% |
| Invesco QQQ TR(QQQ) | UNIT SER 1 | 46090E103 | $18.9M | 46,100 | 0.7% |
| Ishares TR(IYR)Call | CALL | 464287739 | $18.6M | 203,200 | 0.7% |
| Select Sector Spdr TR(XLI) | INDL | 81369Y704 | $17.5M | 153,206 | 0.6% |
| Select Sector Spdr TR(XLP)Put | SBI CONS STPLS | 81369Y308 | $17.5M | 242,400 | 0.6% |
| Ishares TR(EFA)Call | PUT | 464287465 | $17.1M | 227,000 | 0.6% |
| Ishares TR(IYR)Put | CALL | 464287739 | $16.0M | 175,500 | 0.6% |
| Ishares Inc(EWZ)Put | PUT | 464286400 | $15.7M | 448,400 | 0.6% |
| Spdr Gold TR(GLD)Put | GOLD SHS | 78463V107 | $14.7M | 76,900 | 0.5% |
| Select Sector Spdr TR(XLF)Call | FINANCIAL | 81369Y605 | $14.7M | 389,900 | 0.5% |
| United Parcel Service Inc(UPS)Put | CL B | 911312106 | $14.3M | 91,100 | 0.5% |
| Johnson & Johnson(JNJ)Put | COM | 478160104 | $12.7M | 81,200 | 0.5% |
| Apple Inc(AAPL)Put | COM | 037833100 | $12.1M | 62,700 | 0.4% |
| Johnson & Johnson(JNJ)Call | COM | 478160104 | $11.8M | 75,400 | 0.4% |
| Select Sector Spdr TR(XLI)Call | INDL | 81369Y704 | $11.6M | 102,200 | 0.4% |
| Biomarin Pharmaceutical Inc | NOTE 0.599% 8/0 | 09061GAH4 | $10.8M | $10,900,000 | 0.4% |
| Select Sector Spdr TR(XLV)Call | SBI HEALTHCARE | 81369Y209 | $10.5M | 77,000 | 0.4% |
| Apple Inc(AAPL)Call | COM | 037833100 | $10.3M | 53,700 | 0.4% |
| Duke Energy Corp New(DUK)Put | CALL | 26441C204 | $9.6M | 98,800 | 0.4% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $9.5M | 1,949,833 | 0.3% |
| Deere & Co(DE)Put | COM | 244199105 | $9.4M | 23,400 | 0.3% |
| Disney Walt Co(DIS)Call | COM | 254687106 | $9.2M | 102,000 | 0.3% |
| Ishares TR(FXI)Put | CALL | 464287184 | $9.1M | 379,900 | 0.3% |
| Vaneck ETF Trust(GDX)Call | GOLD MINERS ETF | 92189F106 | $9.1M | 294,000 | 0.3% |
| Starbucks Corp(SBUX)Put | COM | 855244109 | $8.9M | 92,700 | 0.3% |
| Ishares TR(TLT) | 20 YR TR BD ETF | 464287432 | $8.9M | 90,000 | 0.3% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $8.8M | $3,379,000 | 0.3% |
| Disney Walt Co(DIS)Put | COM | 254687106 | $8.4M | 93,200 | 0.3% |
| Nvidia Corporation(NVDA)Put | COM | 67066G104 | $8.4M | 16,900 | 0.3% |
| Spdr SER TR(XME) | S&P METALS MNG | 78464A755 | $8.1M | 135,315 | 0.3% |
| Texas Instrs Inc(TXN)Call | COM | 882508104 | $8.0M | 47,200 | 0.3% |