Q3 2023 Holdings
Filed 2023-11-14 | 766 holdings | $2.9B | 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 | TR UNIT | 78462F103 | $362.8M | 848,800 | 12.5% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $246.4M | 3,342,500 | 8.5% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $133.4M | 372,300 | 4.6% |
| Ishares TR(TLT)Call | 20 YR TR BD ETF | 464287432 | $117.5M | 1,324,400 | 4.1% |
| SEA LTD | NOTE 0.250% 9/1 | 81141RAG5 | $94.9M | $118,621,000 | 3.3% |
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $67.5M | 381,800 | 2.3% |
| Select Sector Spdr TR(XLE)Put | ENERGY | 81369Y506 | $43.4M | 479,900 | 1.5% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $37.2M | 87,100 | 1.3% |
| LI Auto Inc | NOTE 0.250% 5/0 | 50202MAB8 | $35.1M | $24,749,000 | 1.2% |
| Inspire MED SYS Inc(INSP)Put | CALL | 457730109 | $29.8M | 150,000 | 1.0% |
| Select Sector Spdr TR(XLI)Put | INDL | 81369Y704 | $28.9M | 285,300 | 1.0% |
| Ishares TR(TLT)Put | 20 YR TR BD ETF | 464287432 | $26.8M | 302,100 | 0.9% |
| Select Sector Spdr TR(XLU)Put | SBI INT-UTILS | 81369Y886 | $26.1M | 442,900 | 0.9% |
| Select Sector Spdr TR(XLY)Put | SBI CONS DISCR | 81369Y407 | $25.4M | 157,700 | 0.9% |
| Vnet Group Inc | NOTE 2/0 | 90138VAB3 | $23.3M | $29,627,000 | 0.8% |
| Select Sector Spdr TR(XLE)Call | ENERGY | 81369Y506 | $22.8M | 252,200 | 0.8% |
| Select Sector Spdr TR(XLY)Call | SBI CONS DISCR | 81369Y407 | $22.3M | 138,500 | 0.8% |
| Ishares TR(TLT) | 20 YR TR BD ETF | 464287432 | $22.1M | 248,727 | 0.8% |
| Ishares TR(IWM)Call | RUSSELL 2000 ETF | 464287655 | $20.3M | 114,900 | 0.7% |
| H World Group LTD | NOTE 3.000% 5/0 | 44332NAB2 | $19.9M | $17,087,000 | 0.7% |
| Select Sector Spdr TR(XLI)Call | INDL | 81369Y704 | $19.7M | 194,800 | 0.7% |
| Select Sector Spdr TR(XLK)Put | TECHNOLOGY | 81369Y803 | $19.6M | 119,800 | 0.7% |
| Select Sector Spdr TR(XLU)Call | SBI INT-UTILS | 81369Y886 | $19.6M | 331,952 | 0.7% |
| Ishares TR(IYR)Put | U.S. REAL ES ETF | 464287739 | $18.3M | 234,000 | 0.6% |
| Bristol-Myers Squibb Co(BMY)Put | PUT | 110122108 | $16.9M | 292,000 | 0.6% |
| Spdr SER TR(XOP)Put | S&P OILGAS EXP | 78468R556 | $15.7M | 106,400 | 0.5% |
| Albemarle Corp(ALB)Call | CALL | 012653101 | $15.6M | 91,900 | 0.5% |
| Ishares TR(IYR)Call | U.S. REAL ES ETF | 464287739 | $15.6M | 199,700 | 0.5% |
| Ishares Inc(EWZ)Put | MSCI BRAZIL ETF | 464286400 | $14.9M | 486,200 | 0.5% |
| Select Sector Spdr TR(XLK)Call | TECHNOLOGY | 81369Y803 | $14.8M | 90,400 | 0.5% |
| Starbucks Corp(SBUX)Call | COM | 855244109 | $13.3M | 145,300 | 0.5% |
| NIO Inc | NOTE 0.500% 2/0 | 62914VAF3 | $12.9M | $14,709,000 | 0.4% |
| Select Sector Spdr TR(XLB)Put | CALL | 81369Y100 | $12.4M | 158,100 | 0.4% |
| Select Sector Spdr TR(XLP)Put | SBI CONS STPLS | 81369Y308 | $12.1M | 176,300 | 0.4% |
| Select Sector Spdr TR(XLU) | SBI INT-UTILS | 81369Y886 | $11.6M | 197,341 | 0.4% |
| Cnfinance Hldgs LTD | SPON ADS | 18979T105 | $11.5M | 3,053,377 | 0.4% |
| Ishares TR(FXI)Call | CALL | 464287184 | $11.5M | 432,100 | 0.4% |
| Spdr SER TR(XOP) | S&P OILGAS EXP | 78468R556 | $11.4M | 77,216 | 0.4% |
| Select Sector Spdr TR(XLB)Call | CALL | 81369Y100 | $11.2M | 142,900 | 0.4% |
| Ishares TR(FXI)Put | CALL | 464287184 | $11.1M | 419,400 | 0.4% |
| Select Sector Spdr TR(XLP) | SBI CONS STPLS | 81369Y308 | $10.9M | 157,834 | 0.4% |
| Pfizer Inc(PFE)Call | COM | 717081103 | $10.4M | 313,700 | 0.4% |
| Starbucks Corp(SBUX)Put | COM | 855244109 | $10.1M | 110,400 | 0.3% |
| ARK ETF TR(ARKK)Put | CALL | 00214Q104 | $9.9M | 250,000 | 0.3% |
| Abbott Labs(ABT)Put | CALL | 002824100 | $9.9M | 102,400 | 0.3% |
| United Parcel Service Inc(UPS)Call | CL B | 911312106 | $9.9M | 63,600 | 0.3% |
| Select Sector Spdr TR(XLK) | TECHNOLOGY | 81369Y803 | $9.9M | 60,460 | 0.3% |
| Select Sector Spdr TR(XLP)Call | SBI CONS STPLS | 81369Y308 | $9.9M | 143,400 | 0.3% |
| Biomarin Pharmaceutical Inc | NOTE 0.599% 8/0 | 09061GAH4 | $9.7M | $10,006,000 | 0.3% |
| Ishares TR(IYR) | U.S. REAL ES ETF | 464287739 | $9.6M | 123,403 | 0.3% |