Q4 2022 Holdings
Filed 2023-02-10 | 1493 holdings | $13.7B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(IWM)Put | RUSSELL 2000 ETF | 464287655 | $1.4B | 8,124,000 | 10.3% |
| Invesco QQQ TR(QQQ)Put | UNIT SER 1 | 46090E103 | $1.2B | 4,581,800 | 8.9% |
| Invesco QQQ TR(QQQ)Call | UNIT SER 1 | 46090E103 | $947.8M | 3,559,400 | 6.9% |
| Ishares TR(EFA)Put | MSCI EAFE ETF | 464287465 | $532.6M | 8,113,600 | 3.9% |
| Spdr S&P 500 ETF TR(SPY)Put | TR UNIT | 78462F103 | $473.3M | 1,237,700 | 3.4% |
| Ishares TR(HYG)Put | IBOXX HI YD ETF | 464288513 | $257.7M | 3,500,000 | 1.9% |
| Spdr Gold TR(GLD)Call | GOLD SHS | 78463V107 | $227.2M | 1,339,400 | 1.7% |
| Ishares TR(FXI)Call | CHINA LG-CAP ETF | 464287184 | $199.5M | 7,048,800 | 1.5% |
| Spdr S&P 500 ETF TR(SPY) | TR UNIT | 78462F103 | $125.8M | 328,893 | 0.9% |
| Spdr S&P 500 ETF TR(SPY)Call | TR UNIT | 78462F103 | $117.1M | 306,300 | 0.9% |
| Apple Inc(AAPL)Put | COM | 037833100 | $111.2M | 856,000 | 0.8% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $105.4M | 1,000,000 | 0.8% |
| Microsoft Corp(MSFT)Put | COM | 594918104 | $91.0M | 379,600 | 0.7% |
| Berkshire Hathaway Inc del(BRK/B)Put | CL B NEW | 084670702 | $89.5M | 289,600 | 0.7% |
| Apple Inc(AAPL)Call | COM | 037833100 | $82.3M | 633,200 | 0.6% |
| Exxon Mobil Corp(XOM)Put | COM | 30231G102 | $76.6M | 694,200 | 0.6% |
| Microsoft Corp(MSFT)Call | COM | 594918104 | $74.2M | 309,500 | 0.5% |
| KBR Inc | NOTE 2.500%11/0 | 48242WAB2 | $72.9M | $34,478,000 | 0.5% |
| Insight Enterprises Inc | NOTE 0.750% 2/1 | 45765UAB9 | $68.3M | $45,320,000 | 0.5% |
| Unitedhealth Group Inc(UNH)Call | COM | 91324P102 | $67.4M | 127,200 | 0.5% |
| Ishares TR(EEM)Put | MSCI EMG MKT ETF | 464287234 | $62.0M | 1,636,700 | 0.5% |
| Vanguard Index FDS(VTV) | VALUE ETF | 922908744 | $61.2M | 435,640 | 0.4% |
| Insmed Inc | NOTE 0.750% 6/0 | 457669AB5 | $60.2M | $72,481,000 | 0.4% |
| FTI Consulting Inc | NOTE 2.000% 8/1 | 302941AP4 | $59.2M | $37,500,000 | 0.4% |
| Palo Alto Networks Inc | NOTE 0.375% 6/0 | 697435AF2 | $56.1M | $37,850,000 | 0.4% |
| Ishares Inc(EWZ)Call | MSCI BRAZIL ETF | 464286400 | $55.9M | 2,000,000 | 0.4% |
| Dexcom Inc | NOTE 0.750%12/0 | 252131AH0 | $55.1M | $20,000,000 | 0.4% |
| JPMorgan Chase & Co(JPM)Put | COM | 46625H100 | $50.0M | 372,900 | 0.4% |
| Amazon COM Inc(AMZN)Put | COM | 023135106 | $49.6M | 590,600 | 0.4% |
| World Wrestling Entmt Inc | NOTE 3.375%12/1 | 98156QAB4 | $48.9M | $17,656,000 | 0.4% |
| Ishares TR(EEM) | MSCI EMG MKT ETF | 464287234 | $48.1M | 1,268,381 | 0.3% |
| Lilly ELI & Co(LLY)Put | COM | 532457108 | $48.0M | 131,300 | 0.3% |
| Ishares TR(USMV) | MSCI USA MIN VOL | 46429B697 | $46.4M | 643,380 | 0.3% |
| Johnson & Johnson(JNJ)Put | COM | 478160104 | $46.3M | 262,100 | 0.3% |
| Amazon COM Inc(AMZN) | COM | 023135106 | $45.3M | 539,418 | 0.3% |
| Mongodb Inc | NOTE 0.250% 1/1 | 60937PAD8 | $45.1M | $38,300,000 | 0.3% |
| Travere Therapeutics Inc | NOTE 2.250% 3/0 | 89422GAA5 | $44.0M | $48,043,000 | 0.3% |
| Encore Cap Group Inc | NOTE 3.250%10/0 | 292554AM4 | $43.8M | $33,424,000 | 0.3% |
| Lumentum Hldgs Inc | NOTE 0.250% 3/1 | 55024UAB5 | $43.8M | $41,510,000 | 0.3% |
| JPMorgan Chase & Co(JPM)Call | COM | 46625H100 | $43.5M | 324,200 | 0.3% |
| Procter and Gamble Co(PG)Put | COM | 742718109 | $43.0M | 284,000 | 0.3% |
| Ishares TR(FXI) | CHINA LG-CAP ETF | 464287184 | $42.6M | 1,506,596 | 0.3% |
| National Vision Hldgs Inc | NOTE 2.500% 5/1 | 63845RAB3 | $42.3M | $30,750,000 | 0.3% |
| DBX ETF TR(ASHR)Call | XTRACK HRVST CSI | 233051879 | $42.0M | 1,500,000 | 0.3% |
| Realty Income Corp(O) | COM | 756109104 | $41.8M | 658,299 | 0.3% |
| Insulet Corp | NOTE 0.375% 9/0 | 45784PAK7 | $41.6M | $29,335,000 | 0.3% |
| Unitedhealth Group Inc(UNH)Put | COM | 91324P102 | $41.1M | 77,500 | 0.3% |
| Livent Corp | NOTE 4.125% 7/1 | 53814LAB4 | $40.8M | $16,973,000 | 0.3% |
| Nova LTD | NOTE 10/1 | 66980MAB2 | $40.4M | $33,000,000 | 0.3% |
| Spdr Gold TR(GLD)Put | GOLD SHS | 78463V107 | $39.6M | 233,400 | 0.3% |