Q2 2024 Holdings
Filed 2024-08-14 | 1360 holdings | $3.6B | 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 | $740.7M | 1,361,000 | 20.9% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $86.7M | 180,900 | 2.4% |
| Select Sector Spdr TR(XLE)Call | PUT | 81369Y506 | $57.1M | 626,200 | 1.6% |
| Select Sector Spdr TR(XLU)Put | SBI INT-UTILS | 81369Y886 | $47.0M | 690,200 | 1.3% |
| Select Sector Spdr TR(XLE)Put | PUT | 81369Y506 | $45.1M | 494,300 | 1.3% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $44.0M | 216,900 | 1.2% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $42.4M | 549,500 | 1.2% |
| Ishares TR(IEF)Call | 7-10 YR TRSY BD | 464287440 | $35.8M | 382,500 | 1.0% |
| Select Sector Spdr TR(XLK)Put | TECHNOLOGY | 81369Y803 | $32.7M | 144,600 | 0.9% |
| Spdr S&P 500 ETF TR(SPY)Call | PUT | 78462F103 | $30.1M | 55,400 | 0.8% |
| Select Sector Spdr TR(XLU)Call | SBI INT-UTILS | 81369Y886 | $29.0M | 425,800 | 0.8% |
| Invesco QQQ TR(QQQ) | UNIT SER 1 | 46090E103 | $27.9M | 58,229 | 0.8% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $27.3M | 255,000 | 0.8% |
| Select Sector Spdr TR(XLP)Call | SBI CONS STPLS | 81369Y308 | $26.5M | 345,800 | 0.7% |
| Select Sector Spdr TR(XLF)Put | PUT | 81369Y605 | $26.4M | 642,700 | 0.7% |
| Select Sector Spdr TR(XLF)Call | PUT | 81369Y605 | $24.2M | 589,700 | 0.7% |
| Vaneck ETF Trust(GDX)Call | GOLD MINERS ETF | 92189F106 | $22.5M | 663,100 | 0.6% |
| Select Sector Spdr TR(XLK)Call | TECHNOLOGY | 81369Y803 | $22.0M | 97,100 | 0.6% |
| Select Sector Spdr TR(XLP)Put | SBI CONS STPLS | 81369Y308 | $21.5M | 280,200 | 0.6% |
| Vaneck ETF Trust(GDX)Put | GOLD MINERS ETF | 92189F106 | $20.2M | 596,700 | 0.6% |
| Select Sector Spdr TR(XLI)Put | INDL | 81369Y704 | $19.5M | 160,300 | 0.6% |
| Wolfspeed Inc | NOTE 1.750% 5/0 | 225447AD3 | $19.3M | $21,400,000 | 0.5% |
| Guess Inc | NOTE 3.750% 4/1 | 401617AF2 | $19.0M | $17,140,000 | 0.5% |
| LI Auto Inc | NOTE 0.250% 5/0 | 50202MAB8 | $18.9M | $19,750,000 | 0.5% |
| Cheesecake Factory Inc | NOTE 0.375% 6/1 | 163072AA9 | $18.9M | $20,873,000 | 0.5% |
| Select Sector Spdr TR(XLB)Put | SBI MATERIALS | 81369Y100 | $17.8M | 201,500 | 0.5% |
| Northern Oil & Gas Inc | NOTE 3.625% 4/1 | 665531AJ8 | $17.5M | $15,010,000 | 0.5% |
| Select Sector Spdr TR(XLV)Call | SBI HEALTHCARE | 81369Y209 | $17.2M | 118,300 | 0.5% |
| Select Sector Spdr TR(XLI)Call | INDL | 81369Y704 | $16.7M | 137,200 | 0.5% |
| Select Sector Spdr TR(XLY) | SBI CONS DISCR | 81369Y407 | $16.1M | 88,463 | 0.5% |
| Exxon Mobil Corp(XOM) | COM | 30231G102 | $16.1M | 139,767 | 0.5% |
| Select Sector Spdr TR(XLV)Put | SBI HEALTHCARE | 81369Y209 | $14.6M | 100,400 | 0.4% |
| Interdigital Inc | NOTE 3.500% 6/0 | 45867GAD3 | $14.3M | $9,200,000 | 0.4% |
| Select Sector Spdr TR(XLB)Call | SBI MATERIALS | 81369Y100 | $13.1M | 148,600 | 0.4% |
| Block Inc | NOTE 0.125% 3/0 | 852234AF0 | $12.9M | $13,386,000 | 0.4% |
| Greenfire RES LTD New(GFR) | COM SHS | 39525U107 | $12.8M | 1,892,945 | 0.4% |
| Ishares TR(IYR)Call | U.S. REAL ES ETF | 464287739 | $12.7M | 144,300 | 0.4% |
| Conocophillips(COP) | COM | 20825C104 | $12.4M | 108,712 | 0.3% |
| Iqiyi Inc | NOTE 6.500% 3/1 | G4939KAF3 | $12.3M | $12,800,000 | 0.3% |
| Ishares TR(EEM) | MSCI EMG MKT ETF | 464287234 | $12.0M | 281,578 | 0.3% |
| Light & Wonder Inc(LNWO) | COM | 80874P109 | $11.9M | 113,107 | 0.3% |
| ETF SER Solutions(JETS)Put | PUT | 26922A842 | $11.8M | 600,500 | 0.3% |
| ZTO Express Cayman Inc | NOTE 1.500% 9/0 | 98980AAB1 | $11.8M | $12,000,000 | 0.3% |
| SSR Mining in | NOTE 2.500% 4/0 | 784730AB9 | $11.8M | $12,995,000 | 0.3% |
| Wells Fargo Co New(WFC) | COM | 949746101 | $11.4M | 192,374 | 0.3% |
| Realty Income Corp(O)Put | CALL | 756109104 | $11.2M | 212,200 | 0.3% |
| Select Sector Spdr TR(XLE) | ENERGY | 81369Y506 | $11.1M | 122,089 | 0.3% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $10.9M | 53,900 | 0.3% |
| Ishares TR(FXI)Put | CHINA LG-CAP ETF | 464287184 | $10.4M | 400,900 | 0.3% |
| Royal Caribbean Group | NOTE 6.000% 8/1 | 780153BQ4 | $9.7M | $2,973,000 | 0.3% |