Q1 2023 Holdings
Filed 2023-05-15 | 1613 holdings | $4.1B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $311.2M | 969,600 | 7.6% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $117.1M | 1,550,000 | 2.9% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $110.5M | 270,000 | 2.7% |
| Agnc Invt Corp(AGNC)Put | COM | 00123Q104 | $75.5M | 7,489,900 | 1.9% |
| Invesco QQQ TR(QQQ) | UNIT SER 1 | 46090E103 | $66.1M | 205,840 | 1.6% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $61.6M | 192,000 | 1.5% |
| Annaly Capital Management in(NLY)Call | COM NEW | 035710839 | $57.3M | 3,000,000 | 1.4% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $52.9M | 700,000 | 1.3% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $48.9M | 274,300 | 1.2% |
| Brookfield Corp(BN)Put | CL A LTD VT SH | 11271J107 | $48.9M | 1,500,000 | 1.2% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $48.2M | 117,631 | 1.2% |
| Brookfield Corp(BN) | CL A LTD VT SH | 11271J107 | $44.6M | 1,226,636 | 1.1% |
| Vanguard Scottsdale FDS(VCSH) | SHRT TRM CORP BD | 92206C409 | $38.1M | 500,000 | 0.9% |
| Microsoft Corp(MSFT)Put | COM | 594918104 | $32.3M | 112,000 | 0.8% |
| Amazon COM Inc(AMZN)Call | COM | 023135106 | $31.3M | 302,700 | 0.8% |
| Ishares TR(EMB) | JPMORGAN USD EMG | 464288281 | $30.2M | 350,000 | 0.7% |
| Amazon COM Inc(AMZN)Put | COM | 023135106 | $26.5M | 256,600 | 0.7% |
| Alphabet Inc(GOOG) | CAP STK CL C | 02079K107 | $26.5M | 254,559 | 0.7% |
| Warner Bros Discovery Inc(WBD)Put | COM SER A | 934423104 | $25.6M | 1,694,900 | 0.6% |
| Microsoft Corp(MSFT)Call | COM | 594918104 | $24.8M | 86,000 | 0.6% |
| Meta Platforms Inc(META)Call | CL A | 30303M102 | $23.6M | 111,400 | 0.6% |
| Spdr SER TR(KRE)Call | S&P REGL BKG | 78464A698 | $23.3M | 530,800 | 0.6% |
| Starwood Ppty TR Inc(STWD)Put | COM | 85571B105 | $23.0M | 1,300,000 | 0.6% |
| Telefonica Brasil SA(VIV)Call | NEW ADR | 87936R205 | $22.7M | 3,000,000 | 0.6% |
| International Business Machs(IBM) | COM | 459200101 | $21.9M | 166,975 | 0.5% |
| Apple Inc(AAPL)Call | COM | 037833100 | $21.8M | 132,500 | 0.5% |
| Apple Inc(AAPL)Put | COM | 037833100 | $21.0M | 127,500 | 0.5% |
| Advanced Micro Devices Inc(AMD)Put | COM | 007903107 | $19.3M | 196,600 | 0.5% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $18.0M | $12,000,000 | 0.4% |
| Lockheed Martin Corp(LMT) | COM | 539830109 | $18.0M | 37,971 | 0.4% |
| Nvidia Corporation(NVDA)Call | COM | 67066G104 | $17.9M | 64,500 | 0.4% |
| Ishares TR(TLT)Call | 20 YR TR BD ETF | 464287432 | $17.2M | 161,300 | 0.4% |
| Veradigm Inc | NOTE 0.875% 1/0 | 01988PAF5 | $16.9M | $15,000,000 | 0.4% |
| Brookfield Asset Managmt LTD(BAM)Call | CL A LMT VTG SHS | 113004105 | $16.4M | 500,000 | 0.4% |
| Rithm Capital Corp(RITM)Call | COM NEW | 64828T201 | $16.0M | 2,000,000 | 0.4% |
| Nvidia Corporation(NVDA) | COM | 67066G104 | $15.8M | 56,980 | 0.4% |
| Akamai Technologies Inc | NOTE 0.125% 5/0 | 00971TAJ0 | $15.6M | $15,500,000 | 0.4% |
| L Catterton Asia Acquisition | CLASS A ORD SHS | G5346G125 | $15.3M | 1,500,000 | 0.4% |
| Boeing Co(BA)Call | COM | 097023105 | $15.1M | 71,300 | 0.4% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $15.0M | 84,200 | 0.4% |
| Select Sector Spdr TR(XLP)Put | SBI CONS STPLS | 81369Y308 | $14.9M | 200,000 | 0.4% |
| Splunk Inc | NOTE 0.500% 9/1 | 848637AC8 | $14.7M | $15,000,000 | 0.4% |
| Boeing Co(BA)Put | COM | 097023105 | $14.5M | 68,400 | 0.4% |
| Ishares TR(MBB) | MBS ETF | 464288588 | $14.2M | 150,000 | 0.3% |
| Merck & Co Inc(MRK) | COM | 58933Y105 | $13.9M | 130,876 | 0.3% |
| Tesla Inc(TSLA)Put | COM | 88160R101 | $13.7M | 66,000 | 0.3% |
| Ferrari N V(RACE)Put | COM | N3167Y103 | $13.5M | 50,000 | 0.3% |
| Exxon Mobil Corp(XOM) | COM | 30231G102 | $13.4M | 121,961 | 0.3% |
| Goldman Sachs Group Inc(GS)Put | COM | 38141G104 | $12.4M | 37,800 | 0.3% |
| Arbor Realty Trust Inc(ABR)Put | COM | 038923108 | $12.3M | 1,066,200 | 0.3% |