Q1 2024 Holdings
Filed 2024-05-15 | 1802 holdings | $4.1B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(LQD) | IBOXX INV CP ETF | 464287242 | $267.1M | 2,452,706 | 6.5% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $266.8M | 600,800 | 6.5% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $247.8M | 558,100 | 6.1% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $106.0M | 1,363,800 | 2.6% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $101.3M | 193,700 | 2.5% |
| Nvidia Corporation(NVDA)Call | COM | 67066G104 | $81.0M | 89,600 | 2.0% |
| Ishares TR(MTUM)Put | MSCI USA MMENTM | 46432F396 | $76.8M | 410,000 | 1.9% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $64.9M | 308,500 | 1.6% |
| Nvidia Corporation(NVDA)Put | COM | 67066G104 | $62.3M | 69,000 | 1.5% |
| Ishares TR(IEI)Put | 3 7 YR TREAS BD | 464288661 | $57.9M | 500,000 | 1.4% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $52.4M | 249,100 | 1.3% |
| Ishares TR(MUB) | NATIONAL MUN ETF | 464288414 | $35.8M | 332,500 | 0.9% |
| Agnc Invt Corp(AGNC)Put | COM | 00123Q104 | $33.6M | 3,397,100 | 0.8% |
| Ishares TR(EEM)Call | MSCI EMG MKT ETF | 464287234 | $30.2M | 735,300 | 0.7% |
| Liberty Media Corp del(LM0C)Put | COM LBTY SRM S C | 531229789 | $28.7M | 964,700 | 0.7% |
| Annaly Capital Management in(NLY)Call | COM NEW | 035710839 | $25.5M | 1,296,900 | 0.6% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $25.1M | 230,200 | 0.6% |
| Netflix Inc(NFLX)Put | COM | 64110L106 | $23.3M | 38,400 | 0.6% |
| American Airlines Group Inc | NOTE 6.500% 7/0 | 02376RAF9 | $23.2M | $20,000,000 | 0.6% |
| Netflix Inc(NFLX)Call | COM | 64110L106 | $20.3M | 33,500 | 0.5% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $19.9M | 38,100 | 0.5% |
| Pioneer NAT RES Co(PXDEUR) | COM | 723787107 | $18.1M | 68,820 | 0.4% |
| Ishares TR(IYR)Put | U.S. REAL ES ETF | 464287739 | $17.7M | 196,800 | 0.4% |
| Spdr SER TR(KRE)Call | S&P REGL BKG | 78464A698 | $16.8M | 333,400 | 0.4% |
| Meta Platforms Inc(META)Call | CL A | 30303M102 | $16.1M | 33,100 | 0.4% |
| Microsoft Corp(MSFT)Call | COM | 594918104 | $16.0M | 38,000 | 0.4% |
| Vaneck ETF Trust(SMH)Put | SEMICONDUCTR ETF | 92189F676 | $15.8M | 70,300 | 0.4% |
| Select Sector Spdr TR(XLF)Call | FINANCIAL | 81369Y605 | $15.8M | 375,100 | 0.4% |
| Simon Ppty Group Inc New(SPG)Call | COM | 828806109 | $15.6M | 100,000 | 0.4% |
| Vanguard Scottsdale FDS(VCLT) | LG-TERM COR BD | 92206C813 | $15.6M | 200,000 | 0.4% |
| Burlington Stores Inc | NOTE 2.250% 4/1 | 122017AB2 | $15.6M | $13,300,000 | 0.4% |
| Amazon COM Inc(AMZN)Call | COM | 023135106 | $15.5M | 86,000 | 0.4% |
| Seritage Growth Pptys(SRG) | CL A | 81752R100 | $14.5M | 1,497,458 | 0.4% |
| Livongo Health Inc | NOTE 0.875% 6/0 | 539183AA1 | $14.2M | $15,000,000 | 0.3% |
| Exxon Mobil Corp(XOM)Call | COM | 30231G102 | $13.9M | 120,000 | 0.3% |
| Axonics Inc(AXNX*)Put | COM | 05465P101 | $13.8M | 200,000 | 0.3% |
| Hollysys Automation Tchngy L | SHS | G45667105 | $13.0M | 508,030 | 0.3% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $12.6M | 523,700 | 0.3% |
| Microsoft Corp(MSFT)Put | COM | 594918104 | $12.4M | 29,500 | 0.3% |
| Procter and Gamble Co(PG)Call | COM | 742718109 | $12.2M | 75,300 | 0.3% |
| Nuvei CorporationCall | SUB VTG SHS | 67079A102 | $12.0M | 379,600 | 0.3% |
| Bunge Global SA(BG) | COM SHS | H11356104 | $11.5M | 112,041 | 0.3% |
| Two Harbors Inventment Corpo | NOTE 6.250% 1/1 | 90187BAB7 | $11.4M | $12,000,000 | 0.3% |
| Tesla Inc(TSLA)Put | COM | 88160R101 | $11.4M | 64,700 | 0.3% |
| Meta Platforms Inc(META)Put | CL A | 30303M102 | $11.4M | 23,400 | 0.3% |
| Bunge Global SA(BG)Call | COM SHS | H11356104 | $11.3M | 110,000 | 0.3% |
| United States STL Corp New(USX1) | COM | 912909108 | $10.9M | 267,623 | 0.3% |
| Ishares TR(TLT)Put | 20 YR TR BD ETF | 464287432 | $10.6M | 111,500 | 0.3% |
| NCL Corp LTD | NOTE 5.375% 8/0 | 62886HAX9 | $10.5M | $8,000,000 | 0.3% |
| United States STL Corp New(USX1)Put | COM | 912909108 | $10.2M | 250,000 | 0.2% |