Q4 2023 Holdings
Filed 2024-02-14 | 1958 holdings | $4.2B | 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 | $207.3M | 506,200 | 4.9% |
| Ishares TR(MUB) | NATIONAL MUN ETF | 464288414 | $181.8M | 1,677,100 | 4.3% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $165.0M | 402,800 | 3.9% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $129.3M | 1,670,900 | 3.1% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $108.1M | 227,400 | 2.6% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $83.9M | 176,600 | 2.0% |
| Meta Platforms Inc(META)Call | CL A | 30303M102 | $63.0M | 178,100 | 1.5% |
| Ishares TR(SHY)Put | 1 3 YR TREAS BD | 464287457 | $56.4M | 687,800 | 1.3% |
| Ishares TR(HYG)Call | IBOXX HI YD ETF | 464288513 | $55.8M | 721,400 | 1.3% |
| Splunk Inc(SPLKCHF) | COM | 848637104 | $55.8M | 366,277 | 1.3% |
| Ishares TR(SHY)Call | 1 3 YR TREAS BD | 464287457 | $51.3M | 625,000 | 1.2% |
| Nvidia Corporation(NVDA)Call | COM | 67066G104 | $48.0M | 97,000 | 1.1% |
| Microsoft Corp(MSFT)Call | COM | 594918104 | $44.6M | 118,700 | 1.1% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $44.1M | 219,500 | 1.0% |
| Nvidia Corporation(NVDA)Put | COM | 67066G104 | $40.8M | 82,400 | 1.0% |
| Meta Platforms Inc(META)Put | CL A | 30303M102 | $34.5M | 97,400 | 0.8% |
| Pioneer NAT RES Co(PXDEUR) | COM | 723787107 | $33.4M | 148,307 | 0.8% |
| Ishares TR(EMB) | JPMORGAN USD EMG | 464288281 | $28.9M | 325,000 | 0.7% |
| Simon Ppty Group Inc New(SPG)Put | COM | 828806109 | $28.5M | 200,000 | 0.7% |
| Microsoft Corp(MSFT)Put | COM | 594918104 | $28.4M | 75,500 | 0.7% |
| Booking Holdings Inc | NOTE 0.750% 5/0 | 09857LAN8 | $28.4M | $15,000,000 | 0.7% |
| Amazon COM Inc(AMZN)Put | COM | 023135106 | $28.3M | 186,500 | 0.7% |
| Amazon COM Inc(AMZN)Call | COM | 023135106 | $27.7M | 182,400 | 0.7% |
| Live Nation Entertainment in | NOTE 2.000% 2/1 | 538034AU3 | $21.1M | $20,000,000 | 0.5% |
| Ishares TR(IYR)Put | U.S. REAL ES ETF | 464287739 | $19.9M | 217,800 | 0.5% |
| Seritage Growth Pptys(SRG) | CL A | 81752R100 | $19.7M | 2,109,673 | 0.5% |
| Goldman Sachs Group Inc(GS)Put | COM | 38141G104 | $18.9M | 48,900 | 0.4% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $18.4M | 91,900 | 0.4% |
| Apple Inc(AAPL)Call | COM | 037833100 | $17.9M | 92,800 | 0.4% |
| Agnc Invt Corp(AGNC)Put | COM | 00123Q104 | $17.0M | 1,734,200 | 0.4% |
| Advanced Micro Devices Inc(AMD)Put | COM | 007903107 | $16.7M | 113,000 | 0.4% |
| Spdr Gold TR(GLD)Call | GOLD SHS | 78463V107 | $16.5M | 86,100 | 0.4% |
| Alphabet Inc(GOOGL)Put | CAP STK CL A | 02079K305 | $16.3M | 116,400 | 0.4% |
| Rithm Capital Corp(RITM)Call | COM NEW | 64828T201 | $16.0M | 1,500,000 | 0.4% |
| Agnc Invt Corp(AGNC) | COM | 00123Q104 | $15.5M | 1,585,097 | 0.4% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $15.5M | $14,000,000 | 0.4% |
| Advanced Micro Devices Inc(AMD)Call | COM | 007903107 | $14.9M | 101,400 | 0.4% |
| Apple Inc(AAPL)Put | COM | 037833100 | $14.9M | 77,200 | 0.4% |
| Viavi Solutions Inc | NOTE 1.000% 3/0 | 925550AB1 | $14.8M | $15,000,000 | 0.4% |
| Vaneck ETF Trust(GDX)Call | GOLD MINERS ETF | 92189F106 | $14.6M | 471,700 | 0.3% |
| Citigroup Inc(C)Put | COM NEW | 172967424 | $14.5M | 282,400 | 0.3% |
| Simon Ppty Group Inc New(SPG)Call | COM | 828806109 | $14.3M | 100,000 | 0.3% |
| Goldman Sachs Group Inc(GS)Call | COM | 38141G104 | $14.1M | 36,500 | 0.3% |
| MFA Finl Inc(MFA)Call | COM | 55272X607 | $13.3M | 1,179,400 | 0.3% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $13.1M | 545,100 | 0.3% |
| Ferrari N V(RACE)Put | COM | N3167Y103 | $12.9M | 38,200 | 0.3% |
| Citigroup Inc(C) | COM NEW | 172967424 | $12.8M | 248,707 | 0.3% |
| Hennessy Capital Invst Corp | CLASS A COM | 42600H108 | $12.6M | 1,211,600 | 0.3% |
| Hess Corp(HES)Put | COM | 42809H107 | $12.5M | 86,400 | 0.3% |
| Jazz Investments I LTD | NOTE 1.500% 8/1 | 472145AD3 | $12.1M | $12,500,000 | 0.3% |