13F-HR/A filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR/A for the quarter ended 2020-12-31, filed 2021-06-21, with 1,658 holding rows worth $29,853,725,000.
- Accession
- 0001172661-21-001417
- Filer
- CIK 1426196
- Filed
- 2021-06-21
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2020
A holdings report, amendment of type restatement, 1,658 entries on the cover page, a total value of $29,853,725,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $29,853,725,000 with VALUE read as thousands by filing date, 13F file number 028-13005. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| Apple Inc | 037833100 | COM | 13,315,300 | $1,766,807,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 4,831,000 | $1,515,678,000 | thousands by filing date | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 17,496,400 | $1,276,537,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 4,264,600 | $948,532,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 2,767,300 | $868,213,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 2,123,900 | $794,084,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 219,500 | $714,896,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,625,600 | $710,835,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 12,373,500 | $639,339,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 10,867,000 | $504,555,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 1,629,900 | $445,223,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 923,800 | $345,390,000 | thousands by filing date | call |
| SPY | 78462F103 | SHS | 900,808 | $336,794,000 | thousands by filing date | |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 182,700 | $320,207,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 181,800 | $318,492,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 2,328,400 | $308,955,000 | thousands by filing date | call |
| Walt Disney Co | 254687106 | COM | 1,477,100 | $267,621,000 | thousands by filing date | put |
| NVIDIA Corp | 67066G104 | COM | 493,700 | $257,810,000 | thousands by filing date | put |
| Berkshire Hathaway Inc | 084670702 | COM | 1,027,100 | $238,154,000 | thousands by filing date | put |
| Visa Inc | 92826C839 | COM | 958,100 | $209,565,000 | thousands by filing date | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 821,400 | $192,372,000 | thousands by filing date | put |
| MasterCard, Inc | 57636Q104 | COM | 514,300 | $183,574,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 580,231 | $182,042,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 818,400 | $182,029,000 | thousands by filing date | call |
| JPMorgan Chase & Co | 46625H100 | COM | 1,411,200 | $179,321,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 322,800 | $174,548,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 47,200 | $153,727,000 | thousands by filing date | call |
| UnitedHealth Group Inc | 91324P102 | COM | 433,900 | $152,160,000 | thousands by filing date | put |
| SLACK TECHNOLOGIES INC | 83088V102 | COM CL A | 3,536,973 | $149,402,000 | thousands by filing date | |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 13,132,000 | $149,336,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 956,400 | $145,698,000 | thousands by filing date | put |
| Costco Wholesale Corporation | 22160K105 | COM | 373,900 | $140,878,000 | thousands by filing date | put |
| VARIAN MED SYS INC | 92220P105 | COM | 773,343 | $135,343,000 | thousands by filing date | |
| Tesla Motors, Inc | 88160R101 | COM | 184,400 | $130,126,000 | thousands by filing date | put |
| Adobe Inc | 00724F101 | COM | 258,500 | $129,281,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 2,437,800 | $127,741,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 465,100 | $127,047,000 | thousands by filing date | call |
| Home Depot, Inc | 437076102 | COM | 473,400 | $125,745,000 | thousands by filing date | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 262,600 | $122,314,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 876,600 | $121,970,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 530,300 | $118,008,000 | thousands by filing date | put |
| Johnson & Johnson | 478160104 | COM | 741,300 | $116,666,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 757,500 | $109,194,000 | thousands by filing date | put |
| Broadcom Inc. | 11135F101 | COM | 246,200 | $107,799,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 648,800 | $106,488,000 | thousands by filing date | put |
| NIO INC | 62914VAB2 | NOTE 4.500% 2/0 | 20,500,000 | $106,379,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 1,095,500 | $100,468,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 916,500 | $100,348,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 56,800 | $99,550,000 | thousands by filing date | call |
| AbbVie,Inc. | 00287Y109 | COM | 915,000 | $98,042,000 | thousands by filing date | put |
| Danaher Corporation | 235851102 | COM | 420,000 | $93,299,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 3,067,000 | $92,961,000 | thousands by filing date | put |
| Starbucks Corporation | 855244109 | COM | 851,700 | $91,115,000 | thousands by filing date | put |
| CHINA BIOLOGIC PRODS HLDGS I | G21515104 | COM | 766,288 | $90,506,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 755,000 | $88,441,000 | thousands by filing date | put |
| Pfizer Inc. | 717081103 | COM | 2,393,800 | $88,116,000 | thousands by filing date | put |
| Intel Corp | 458140100 | COM | 1,749,400 | $87,155,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 48,000 | $84,090,000 | thousands by filing date | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 352,500 | $82,556,000 | thousands by filing date | call |
| Coca-Cola Company | 191216100 | COM | 1,482,200 | $81,284,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 294,187 | $80,360,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 474,300 | $80,081,000 | thousands by filing date | put |
| NIKE,Inc. Class B | 654106103 | COM | 565,200 | $79,959,000 | thousands by filing date | put |
| Amgen Inc. | 031162100 | COM | 347,100 | $79,805,000 | thousands by filing date | put |
| NextEra Energy,Inc. | 65339F101 | COM | 1,031,900 | $79,611,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 373,500 | $79,443,000 | thousands by filing date | put |
| Chevron Corporation | 166764100 | COM | 934,100 | $78,885,000 | thousands by filing date | put |
| Accenture Plc Class A | G1151C101 | COM | 293,100 | $76,561,000 | thousands by filing date | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 1,026,600 | $74,901,000 | thousands by filing date | call |
| McDonalds Corporation | 580135101 | COM | 347,100 | $74,481,000 | thousands by filing date | put |
| ServiceNow,Inc. | 81762P102 | COM | 135,000 | $74,308,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 1,395,100 | $73,103,000 | thousands by filing date | call |
| EXXON MOBIL CORP | 30231G102 | COM | 1,759,600 | $72,531,000 | thousands by filing date | put |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 109,500 | $72,440,000 | thousands by filing date | put |
| Oracle Corporation | 68389X105 | COM | 1,106,100 | $71,554,000 | thousands by filing date | put |
| PepsiCo,Inc. | 713448108 | COM | 477,000 | $70,739,000 | thousands by filing date | put |
| Intuit Inc. | 461202103 | COM | 184,400 | $70,044,000 | thousands by filing date | put |
| Visa Inc | 92826C839 | COM | 316,900 | $69,316,000 | thousands by filing date | call |
| Walt Disney Co | 254687106 | COM | 382,300 | $69,265,000 | thousands by filing date | call |
| Raytheon Technologies Corporation | 75513E101 | COM | 953,800 | $68,206,000 | thousands by filing date | put |
| Boeing Company | 097023105 | COM | 315,500 | $67,536,000 | thousands by filing date | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 398,400 | $67,091,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 525,900 | $66,826,000 | thousands by filing date | call |
| Berkshire Hathaway Inc | 084670702 | COM | 287,700 | $66,709,000 | thousands by filing date | call |
| Stryker Corporation | 863667101 | COM | 267,900 | $65,646,000 | thousands by filing date | put |
| NVIDIA Corp | 67066G104 | COM | 125,100 | $65,327,000 | thousands by filing date | call |
| Lowes Companies,Inc. | 548661107 | COM | 402,800 | $64,653,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 309,600 | $64,465,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 1,412,300 | $63,200,000 | thousands by filing date | put |
| Wells Fargo & Company | 949746101 | COM | 2,002,400 | $60,432,000 | thousands by filing date | put |
| Morgan Stanley | 617446448 | COM | 856,400 | $58,689,000 | thousands by filing date | put |
| Applied Materials,Inc. | 038222105 | COM | 674,600 | $58,218,000 | thousands by filing date | put |
| Pfizer Inc. | 717081103 | COM | 1,562,400 | $57,512,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 928,700 | $57,264,000 | thousands by filing date | put |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 669,400 | $57,240,000 | thousands by filing date | put |
| FEDEX CORP COM | 31428X106 | Stock | 218,100 | $56,623,000 | thousands by filing date | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 665,000 | $54,397,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 1,890,500 | $54,371,000 | thousands by filing date | put |
| Micron Technology,Inc. | 595112103 | COM | 721,600 | $54,250,000 | thousands by filing date | put |
| T-Mobile US,Inc. | 872590104 | COM | 393,300 | $53,037,000 | thousands by filing date | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 842,500 | $52,260,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 193,600 | $51,054,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 855,600 | $50,267,000 | thousands by filing date | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 214,466 | $49,913,000 | thousands by filing date | |
| MasterCard, Inc | 57636Q104 | COM | 137,900 | $49,222,000 | thousands by filing date | call |
| Elevance Health, Inc. | 036752103 | COM | 151,700 | $48,709,000 | thousands by filing date | put |
| Deere & Company | 244199105 | COM | 175,300 | $47,164,000 | thousands by filing date | put |
| LAM RESEARCH CORP | 512807108 | COM | 99,500 | $46,991,000 | thousands by filing date | put |
| LINDE PLC | G5494J103 | SHS | 174,300 | $45,930,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 505,900 | $45,910,000 | thousands by filing date | put |
| Automatic Data Processing,Inc. | 053015103 | COM | 259,200 | $45,671,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 768,600 | $45,155,000 | thousands by filing date | call |
| Johnson & Johnson | 478160104 | COM | 284,000 | $44,696,000 | thousands by filing date | call |
| BLACKROCK INC CL A COM | 09247X101 | COM | 61,100 | $44,086,000 | thousands by filing date | put |
| UnitedHealth Group Inc | 91324P102 | COM | 124,800 | $43,765,000 | thousands by filing date | call |
| MAXIM INTEGRATED PRODS INC | 57772K101 | COM | 491,494 | $43,571,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 313,000 | $43,551,000 | thousands by filing date | call |
| GENERAL ELEC CO | 369604103 | COM | 3,992,200 | $43,116,000 | thousands by filing date | put |
| XILINX INC | 983919101 | COM | 296,318 | $42,009,000 | thousands by filing date | |
| MERCADOLIBRE INC | 58733RAD4 | NOTE 2.000% 8/1 | 11,000,000 | $41,729,000 | thousands by filing date | |
| CLEVELAND CLIFFS INC | 185899AA9 | DBCV 1.500% 1/1 | 20,500,000 | $39,913,000 | thousands by filing date | |
| American Express Company | 025816109 | COM | 324,900 | $39,284,000 | thousands by filing date | put |
| KLA CORP | 482480100 | COM | 145,500 | $37,671,000 | thousands by filing date | put |
| ZOETIS INC CL A | 98978V103 | Stock | 226,600 | $37,502,000 | thousands by filing date | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 399,000 | $37,047,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 715,000 | $36,944,000 | thousands by filing date | call |
| Lockheed Martin Corporation | 539830109 | COM | 104,000 | $36,918,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 210,700 | $36,828,000 | thousands by filing date | put |
| XILINX INC | 983919101 | COM | 256,100 | $36,307,000 | thousands by filing date | put |
| Intuitive Surgical,Inc. | 46120E602 | COM | 44,200 | $36,160,000 | thousands by filing date | put |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 255,600 | $36,157,000 | thousands by filing date | put |
| TARGET CORP COM | 87612E106 | Stock | 203,600 | $35,942,000 | thousands by filing date | put |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 21,310,000 | $35,819,000 | thousands by filing date | |
| Cigna Corporation | 125523100 | COM | 171,300 | $35,661,000 | thousands by filing date | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 849,200 | $35,361,000 | thousands by filing date | put |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 497,100 | $35,349,000 | thousands by filing date | put |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 149,400 | $35,309,000 | thousands by filing date | put |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 66,000 | $35,269,000 | thousands by filing date | put |
| EBAY INC. COM | 278642103 | Stock | 695,700 | $34,959,000 | thousands by filing date | put |
| BARCLAYS BANK PLC | 06746P621 | IPTH SR B S&P | 2,067,200 | $34,708,000 | thousands by filing date | put |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 145,900 | $34,667,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 187,600 | $34,153,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 186,500 | $33,947,000 | thousands by filing date | put |
| Progressive Corporation | 743315103 | COM | 342,500 | $33,866,000 | thousands by filing date | put |
| SOUTHWEST AIRLS CO | 844741BG2 | NOTE 1.250% 5/0 | 23,000,000 | $33,523,000 | thousands by filing date | |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 492,989 | $33,464,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 1,103,600 | $33,450,000 | thousands by filing date | call |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 366,600 | $33,445,000 | thousands by filing date | put |
| CREDIT ACCEP CORP MICH | 225310101 | COM | 96,600 | $33,437,000 | thousands by filing date | put |
| iShares Silver Trust | 46428Q109 | COM | 1,357,800 | $33,361,000 | thousands by filing date | call |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 695,100 | $33,316,000 | thousands by filing date | put |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 68,800 | $33,238,000 | thousands by filing date | put |
| BUILDERS FIRSTSOURCE INC COM | 12008R107 | Stock | 814,282 | $33,231,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 302,000 | $32,359,000 | thousands by filing date | call |
| PepsiCo,Inc. | 713448108 | COM | 216,700 | $32,137,000 | thousands by filing date | call |
| Gilead Sciences,Inc. | 375558103 | COM | 548,800 | $31,973,000 | thousands by filing date | put |
| Adobe Inc | 00724F101 | COM | 63,800 | $31,908,000 | thousands by filing date | call |
| SHERWIN WILLIAMS CO | 824348106 | COM | 43,400 | $31,895,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 290,200 | $31,774,000 | thousands by filing date | call |
| Apple Inc | 037833100 | COM | 235,884 | $31,299,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 622,400 | $31,008,000 | thousands by filing date | call |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 198,044 | $30,942,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 82,100 | $30,934,000 | thousands by filing date | call |
| Salesforce.com, Inc | 79466L302 | COM | 138,700 | $30,865,000 | thousands by filing date | call |
| USBANCORPDEL | 902973304 | COM NEW | 662,300 | $30,857,000 | thousands by filing date | put |
| EXXON MOBIL CORP | 30231G102 | COM | 744,900 | $30,705,000 | thousands by filing date | call |
| FISERV INC | 337738108 | COM | 268,400 | $30,560,000 | thousands by filing date | put |
| MERITOR INC | 59001KAF7 | NOTE 3.250%10/1 | 26,475,000 | $30,453,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 198,200 | $30,194,000 | thousands by filing date | call |
| Chubb Limited | H1467J104 | COM | 191,600 | $29,491,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 179,600 | $29,478,000 | thousands by filing date | call |
| TJX Companies Inc | 872540109 | COM | 429,600 | $29,337,000 | thousands by filing date | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 494,700 | $28,925,000 | thousands by filing date | put |
| CVS Health Corporation | 126650100 | COM | 418,300 | $28,570,000 | thousands by filing date | put |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 243,000 | $28,015,000 | thousands by filing date | put |
| L3HARRIS TECHNOLOGIES INC COM | 502431109 | Stock | 146,400 | $27,673,000 | thousands by filing date | put |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 102,700 | $27,338,000 | thousands by filing date | put |
| REALPAGE INC | 75606N109 | COM | 310,670 | $27,103,000 | thousands by filing date | |
| APELLIS PHARMACEUTICALS INC | 03753UAB2 | NOTE 3.500% 9/1 | 16,000,000 | $27,004,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 121,400 | $26,968,000 | thousands by filing date | call |
| Honeywell Technologies | 438516106 | COM | 126,100 | $26,821,000 | thousands by filing date | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 150,000 | $26,754,000 | thousands by filing date | call |
| Philip Morris International Inc. | 718172109 | COM | 320,700 | $26,551,000 | thousands by filing date | put |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 223,400 | $26,471,000 | thousands by filing date | put |
| Southern Company | 842587107 | COM | 430,100 | $26,421,000 | thousands by filing date | put |
| BARCLAYS BANK PLC | 06746P621 | IPTH SR B S&P | 1,572,300 | $26,399,000 | thousands by filing date | call |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 56,600 | $26,363,000 | thousands by filing date | call |
| International Business Machines Corporation | 459200101 | COM | 209,100 | $26,322,000 | thousands by filing date | put |
| EXXON MOBIL CORP | 30231G102 | COM | 632,624 | $26,077,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 503,195 | $26,000,000 | thousands by filing date | |
| SPIRIT AIRLS INC | 848577AA0 | NOTE 4.750% 5/1 | 12,010,000 | $25,923,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 303,600 | $25,891,000 | thousands by filing date | put |
| AMERICAN AIRLINES GROUP INC | 02376RAF9 | NOTE 6.500% 7/0 | 20,500,000 | $25,801,000 | thousands by filing date | |
| WILLIS TOWERS WATSON PLC LTD SHS | G96629103 | Stock | 122,441 | $25,796,000 | thousands by filing date | |
| NIKE,Inc. Class B | 654106103 | COM | 180,800 | $25,578,000 | thousands by filing date | call |
| TXNM ENERGY INC COM | 69349H107 | Stock | 526,735 | $25,562,000 | thousands by filing date | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 277,700 | $25,468,000 | thousands by filing date | call |
| EMERSON ELEC CO COM | 291011104 | Stock | 314,700 | $25,292,000 | thousands by filing date | put |
| TWO HARBORS INVENTMENT CORPO | 90187BAA9 | NOTE 6.250% 1/1 | 25,000,000 | $25,062,000 | thousands by filing date | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 253,200 | $25,029,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 46,100 | $24,928,000 | thousands by filing date | call |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 956,600 | $24,891,000 | thousands by filing date | put |
| Charles Schwab Corp | 808513105 | COM | 465,100 | $24,669,000 | thousands by filing date | put |
| Altria Group Inc | 02209S103 | COM | 600,600 | $24,625,000 | thousands by filing date | put |
| Analog Devices,Inc. | 032654105 | COM | 166,300 | $24,567,000 | thousands by filing date | put |
| HUMANA INC COM | 444859102 | Stock | 59,400 | $24,370,000 | thousands by filing date | put |
| Home Depot, Inc | 437076102 | COM | 91,600 | $24,331,000 | thousands by filing date | call |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 36,700 | $24,279,000 | thousands by filing date | call |
| American Tower Corporation | 03027X100 | COM | 107,400 | $24,107,000 | thousands by filing date | put |
| BECTON DICKINSON & CO | 075887109 | COM | 96,300 | $24,096,000 | thousands by filing date | put |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 174,200 | $23,766,000 | thousands by filing date | put |
| NEWMONT CORP | 651639106 | COM | 396,700 | $23,758,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 818,700 | $23,546,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 278,499 | $23,519,000 | thousands by filing date | |
| AUTODESK INC COM | 052769106 | Stock | 77,000 | $23,511,000 | thousands by filing date | put |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 176,400 | $23,271,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 161,200 | $23,237,000 | thousands by filing date | call |
| McDonalds Corporation | 580135101 | COM | 107,900 | $23,153,000 | thousands by filing date | call |
| Starbucks Corporation | 855244109 | COM | 212,900 | $22,776,000 | thousands by filing date | call |
| Union Pacific Corporation | 907818108 | COM | 109,000 | $22,696,000 | thousands by filing date | call |
| MCKESSON CORP COM | 58155Q103 | Stock | 130,100 | $22,627,000 | thousands by filing date | put |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 192,645 | $22,578,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 1,025,700 | $22,391,000 | thousands by filing date | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 72,600 | $22,123,000 | thousands by filing date | put |
| Tesla Motors, Inc | 88160R101 | COM | 31,200 | $22,017,000 | thousands by filing date | call |
| ILLUMINA INC | 452327109 | COM | 58,600 | $21,682,000 | thousands by filing date | put |
| Accenture Plc Class A | G1151C101 | COM | 82,800 | $21,628,000 | thousands by filing date | call |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 16,500,000 | $21,549,000 | thousands by filing date | |
| CUMMINS INC COM | 231021106 | Stock | 94,700 | $21,506,000 | thousands by filing date | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 298,720 | $21,361,000 | thousands by filing date | |
| JOHNSON CTLS INTL PLC SHS | G51502105 | Stock | 452,500 | $21,082,000 | thousands by filing date | put |
| NextEra Energy,Inc. | 65339F101 | COM | 273,200 | $21,077,000 | thousands by filing date | call |
| Raytheon Technologies Corporation | 75513E101 | COM | 290,100 | $20,745,000 | thousands by filing date | call |
| EQUINIX INC COM | 29444U700 | REIT | 28,700 | $20,497,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 104,018 | $20,394,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 96,500 | $20,294,000 | thousands by filing date | put |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 136,000 | $20,264,000 | thousands by filing date | put |
| ALEXION PHARMACEUTICALS INC | 015351109 | COM | 128,900 | $20,139,000 | thousands by filing date | put |
| TWITTER INC | 90184L102 | COM | 370,700 | $20,073,000 | thousands by filing date | put |
| Boston Scientific Corporation | 101137107 | COM | 550,100 | $19,776,000 | thousands by filing date | put |
| METLIFE INC COM | 59156R108 | Stock | 420,500 | $19,742,000 | thousands by filing date | put |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 462,100 | $19,612,000 | thousands by filing date | put |
| Home Depot, Inc | 437076102 | COM | 72,890 | $19,361,000 | thousands by filing date | |
| Lowes Companies,Inc. | 548661107 | COM | 120,100 | $19,277,000 | thousands by filing date | call |
| CORNING INC | 219350105 | COM | 534,800 | $19,253,000 | thousands by filing date | put |
| Coca-Cola Company | 191216100 | COM | 347,700 | $19,068,000 | thousands by filing date | call |
| ConocoPhillips | 20825C104 | COM | 474,000 | $18,955,000 | thousands by filing date | put |
| PHILLIPS 66 COM | 718546104 | Stock | 270,500 | $18,919,000 | thousands by filing date | put |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 130,800 | $18,783,000 | thousands by filing date | put |
| CROWN CASTLE INC COM | 22822V101 | REIT | 117,300 | $18,673,000 | thousands by filing date | put |
| American Express Company | 025816109 | COM | 154,300 | $18,656,000 | thousands by filing date | call |
| Morgan Stanley | 617446448 | COM | 272,100 | $18,647,000 | thousands by filing date | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 70,300 | $18,539,000 | thousands by filing date | call |
| D R HORTON INC COM | 23331A109 | Stock | 267,800 | $18,457,000 | thousands by filing date | put |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 8,500,000 | $18,349,000 | thousands by filing date | |
| HP INC COM | 40434L105 | Stock | 740,200 | $18,202,000 | thousands by filing date | put |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 195,600 | $18,089,000 | thousands by filing date | put |
| AEROJET ROCKETDYNE HLDGS INC | 007800AB1 | NOTE 2.250%12/1 | 8,863,000 | $18,018,000 | thousands by filing date | |
| Vanguard Value ETF | 922908744 | SHS | 150,856 | $17,946,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 14,420,000 | $17,919,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 87,500 | $17,840,000 | thousands by filing date | put |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 471,000 | $17,832,000 | thousands by filing date | put |
| BAXTER INTL INC | 071813109 | COM | 222,200 | $17,829,000 | thousands by filing date | put |
| BEST BUY INC COM | 086516101 | Stock | 176,900 | $17,653,000 | thousands by filing date | put |
| Intuit Inc. | 461202103 | COM | 46,400 | $17,625,000 | thousands by filing date | call |
| Wells Fargo & Company | 949746101 | COM | 582,041 | $17,566,000 | thousands by filing date | |
| Oracle Corporation | 68389X105 | COM | 271,400 | $17,557,000 | thousands by filing date | call |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 224,000 | $17,488,000 | thousands by filing date | put |
| Micron Technology,Inc. | 595112103 | COM | 231,800 | $17,427,000 | thousands by filing date | call |
| GLOBAL PMTS INC | 37940X102 | COM | 80,800 | $17,406,000 | thousands by filing date | put |
| Booking Holdings Inc. | 09857L108 | COM | 7,800 | $17,373,000 | thousands by filing date | put |
| T-Mobile US,Inc. | 872590104 | COM | 128,800 | $17,369,000 | thousands by filing date | call |
| Amgen Inc. | 031162100 | COM | 75,500 | $17,359,000 | thousands by filing date | call |
| Citigroup Inc. | 172967424 | COM | 280,800 | $17,314,000 | thousands by filing date | call |
| ROSS STORES INC COM | 778296103 | Stock | 140,400 | $17,243,000 | thousands by filing date | put |
| Caterpillar Inc. | 149123101 | COM | 93,900 | $17,092,000 | thousands by filing date | call |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 338,800 | $17,079,000 | thousands by filing date | put |
| ServiceNow,Inc. | 81762P102 | COM | 30,900 | $17,008,000 | thousands by filing date | call |
| PENN ENTERTAINMENT INC | 707569AU3 | NOTE 2.750% 5/1 | 4,500,000 | $16,997,000 | thousands by filing date | |
| HCA Healthcare Inc | 40412C101 | COM | 102,700 | $16,890,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 374,900 | $16,777,000 | thousands by filing date | call |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 413,000 | $16,607,000 | thousands by filing date | put |
| DOW HLDGS INC COM | 260557103 | Stock | 296,700 | $16,467,000 | thousands by filing date | put |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 334,400 | $16,379,000 | thousands by filing date | put |
| BIOGEN INC COM | 09062X103 | Stock | 66,700 | $16,332,000 | thousands by filing date | put |
| Cisco Systems,Inc. | 17275R102 | COM | 364,078 | $16,292,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 389,500 | $16,219,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 191,500 | $16,172,000 | thousands by filing date | call |
| SKYWORKS SOLUTIONS INC COM | 83088M102 | Stock | 105,700 | $16,159,000 | thousands by filing date | put |
| Gilead Sciences,Inc. | 375558103 | COM | 276,000 | $16,080,000 | thousands by filing date | call |
| EOG RES INC COM | 26875P101 | Stock | 321,600 | $16,038,000 | thousands by filing date | put |
| APTIV PLC | G6095L109 | SHS | 122,900 | $16,013,000 | thousands by filing date | put |
| INVITAE CORP | 46185LAB9 | NOTE 2.000% 9/0 | 10,000,000 | $15,977,000 | thousands by filing date | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 21,900 | $15,802,000 | thousands by filing date | call |
| Waste Management, Inc. | 94106L109 | COM | 133,200 | $15,708,000 | thousands by filing date | put |
| GENERAL MILLS INC COM | 370334104 | Stock | 267,000 | $15,700,000 | thousands by filing date | put |
| PLURALSIGHT INC | 72941BAB2 | NOTE 0.375% 3/0 | 15,777,000 | $15,674,000 | thousands by filing date | |
| S&P Global,Inc. | 78409V104 | COM | 47,200 | $15,516,000 | thousands by filing date | put |
| DOLLAR TREE INC COM | 256746108 | Stock | 142,600 | $15,407,000 | thousands by filing date | put |
| ECOLAB INC COM | 278865100 | Stock | 71,100 | $15,383,000 | thousands by filing date | put |
| WAYFAIR INC | 94419LAD3 | NOTE 1.125%11/0 | 7,500,000 | $15,285,000 | thousands by filing date | |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 115,500 | $15,256,000 | thousands by filing date | put |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 185,500 | $15,202,000 | thousands by filing date | put |
| CSX Corporation | 126408103 | COM | 167,200 | $15,173,000 | thousands by filing date | call |
| CENTENE CORP DEL COM | 15135B101 | Stock | 250,700 | $15,050,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 67,139 | $14,933,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 69,400 | $14,856,000 | thousands by filing date | call |
| Booking Holdings Inc. | 09857L108 | COM | 6,600 | $14,700,000 | thousands by filing date | call |
| Eli Lilly and Company | 532457108 | COM | 86,500 | $14,605,000 | thousands by filing date | call |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 257,100 | $14,544,000 | thousands by filing date | put |
| PPG INDS INC COM | 693506107 | Stock | 99,800 | $14,393,000 | thousands by filing date | put |
| Applied Materials,Inc. | 038222105 | COM | 166,200 | $14,343,000 | thousands by filing date | call |
| Medtronic Plc | G5960L103 | COM | 121,800 | $14,268,000 | thousands by filing date | call |
| FORTINET INC COM | 34959E109 | Stock | 96,000 | $14,259,000 | thousands by filing date | put |
| LINDE PLC | G5494J103 | SHS | 53,900 | $14,203,000 | thousands by filing date | call |
| FORTIVE CORP COM | 34959J108 | Stock | 199,100 | $14,100,000 | thousands by filing date | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 170,500 | $13,947,000 | thousands by filing date | call |
| HERSHEY CO COM | 427866108 | Stock | 90,600 | $13,801,000 | thousands by filing date | put |
| PROOFPOINT INC | 743424AF0 | NOTE 0.250% 8/1 | 12,243,000 | $13,769,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 453,900 | $13,699,000 | thousands by filing date | call |
| BALL CORP | 058498106 | COM | 146,600 | $13,660,000 | thousands by filing date | put |
| VENTAS INC COM | 92276F100 | REIT | 278,400 | $13,653,000 | thousands by filing date | put |
| Progressive Corporation | 743315103 | COM | 137,700 | $13,616,000 | thousands by filing date | call |
| MOODYS CORP COM | 615369105 | Stock | 46,900 | $13,612,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 69,100 | $13,548,000 | thousands by filing date | call |
| Amazon.com, Inc | 023135106 | COM | 4,130 | $13,451,000 | thousands by filing date | |
| Amgen Inc. | 031162100 | COM | 58,066 | $13,351,000 | thousands by filing date | |
| PENNYMAC CORP | 70932AAD5 | BOND | 13,500,000 | $13,331,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 98,700 | $13,308,000 | thousands by filing date | put |
| Duke Energy Corporation | 26441C204 | COM | 144,800 | $13,258,000 | thousands by filing date | put |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 15,500,000 | $13,253,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 1,500,700 | $13,191,000 | thousands by filing date | put |
| Intel Corp | 458140100 | COM | 263,901 | $13,148,000 | thousands by filing date | |
| KBR INC | 48242WAB2 | BOND | 9,575,000 | $13,148,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 139,800 | $13,027,000 | thousands by filing date | put |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 151,113 | $12,887,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 53,700 | $12,760,000 | thousands by filing date | call |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 113,800 | $12,661,000 | thousands by filing date | put |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 262,800 | $12,596,000 | thousands by filing date | call |
| AFLAC INC COM | 001055102 | Stock | 280,300 | $12,465,000 | thousands by filing date | put |
| REGIONS FINANCIAL CORP NEW COM | 7591EP100 | Stock | 772,600 | $12,454,000 | thousands by filing date | put |
| PDD HOLDINGS INC | 722304AC6 | NOTE 12/0 | 10,000,000 | $12,383,000 | thousands by filing date | |
| ISTAR INC | 45031UCB5 | NOTE 3.125% 9/1 | 10,429,000 | $12,375,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 98,300 | $12,374,000 | thousands by filing date | call |
| AIR PRODS & CHEMS INC | 009158106 | COM | 45,100 | $12,322,000 | thousands by filing date | put |
| Eaton Corp. Plc | G29183103 | COM | 102,300 | $12,290,000 | thousands by filing date | put |
| QORVO INC COM | 74736K101 | Stock | 73,900 | $12,287,000 | thousands by filing date | put |
| SEMPRA COM | 816851109 | Stock | 96,100 | $12,244,000 | thousands by filing date | put |
| LENNAR CORP CL A | 526057104 | Stock | 160,100 | $12,204,000 | thousands by filing date | put |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 8,000,000 | $12,001,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 174,100 | $11,891,000 | thousands by filing date | call |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 24,585 | $11,877,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 84,500 | $11,861,000 | thousands by filing date | put |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 54,100 | $11,851,000 | thousands by filing date | put |
| TARGET CORP COM | 87612E106 | Stock | 66,700 | $11,775,000 | thousands by filing date | call |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 103,100 | $11,742,000 | thousands by filing date | put |
| STATE STR CORP COM | 857477103 | Stock | 160,900 | $11,710,000 | thousands by filing date | put |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 127,600 | $11,696,000 | thousands by filing date | put |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 56,000 | $11,636,000 | thousands by filing date | put |
| SYSCOCORP | 871829107 | COM | 156,500 | $11,622,000 | thousands by filing date | put |
| DEXCOM INC COM | 252131107 | Stock | 31,300 | $11,572,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 83,700 | $11,560,000 | thousands by filing date | put |
| SOUTHWESTAIRLSCO | 844741108 | STOK | 247,500 | $11,536,000 | thousands by filing date | put |
| Chubb Limited | H1467J104 | COM | 74,900 | $11,529,000 | thousands by filing date | call |
| AMPHENOL CORP NEW | 032095101 | COM | 87,300 | $11,416,000 | thousands by filing date | put |
| WELLTOWER INC COM | 95040Q104 | REIT | 176,600 | $11,412,000 | thousands by filing date | put |
| KRAFT HEINZ CO COM | 500754106 | Stock | 328,800 | $11,396,000 | thousands by filing date | put |
| AMERICAN AIRLINES GROUP INC COM | 02376R102 | Stock | 721,600 | $11,380,000 | thousands by filing date | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 183,000 | $11,351,000 | thousands by filing date | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 67,400 | $11,350,000 | thousands by filing date | call |
| NETAPP INC COM | 64110D104 | Stock | 170,400 | $11,287,000 | thousands by filing date | put |
| WILLIAMS COS INC COM | 969457100 | Stock | 560,600 | $11,240,000 | thousands by filing date | put |
| KANSAS CITY SOUTHERN | 485170302 | COM NEW | 54,800 | $11,186,000 | thousands by filing date | put |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 149,400 | $11,159,000 | thousands by filing date | put |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 74,500 | $11,087,000 | thousands by filing date | put |
| Elevance Health, Inc. | 036752103 | COM | 34,500 | $11,078,000 | thousands by filing date | call |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 28,700 | $11,030,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 60,500 | $11,014,000 | thousands by filing date | call |
| PARAMOUNT GLOBAL | 92556H206 | CLASS B COM | 294,900 | $10,988,000 | thousands by filing date | put |
| TJX Companies Inc | 872540109 | COM | 160,800 | $10,981,000 | thousands by filing date | call |
| GEN DIGITAL INC COM | 668771108 | Stock | 527,000 | $10,951,000 | thousands by filing date | put |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 131,400 | $10,942,000 | thousands by filing date | put |
| GENERAL ELEC CO | 369604103 | COM | 1,011,600 | $10,925,000 | thousands by filing date | call |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 82,200 | $10,883,000 | thousands by filing date | put |
| Granite Construction Inc | 387328AB3 | CV | 10,000,000 | $10,861,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 185,679 | $10,818,000 | thousands by filing date | |
| DISCOVER FINL SVCS | 254709108 | COM | 119,500 | $10,818,000 | thousands by filing date | put |
| MARATHON PETE CORP COM | 56585A102 | Stock | 260,800 | $10,787,000 | thousands by filing date | put |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 180,300 | $10,746,000 | thousands by filing date | put |
| Broadcom Inc. | 11135F101 | COM | 24,300 | $10,640,000 | thousands by filing date | call |
| ALBEMARLE CORP | 012653101 | COM | 71,500 | $10,548,000 | thousands by filing date | put |
| Stryker Corporation | 863667101 | COM | 42,900 | $10,512,000 | thousands by filing date | call |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 403,500 | $10,499,000 | thousands by filing date | call |
| 3M CO COM | 88579Y101 | Stock | 60,000 | $10,487,000 | thousands by filing date | call |
| ZYNGA INC | 98986TAB4 | NOTE 0.250% 6/0 | 7,779,000 | $10,414,000 | thousands by filing date | |
| KEYCORP COM | 493267108 | Stock | 634,200 | $10,407,000 | thousands by filing date | put |
| TE CONNECTIVITY LTD | H84989104 | SHS | 85,100 | $10,303,000 | thousands by filing date | put |
| WESTERN DIGITAL CORP | 958102105 | COM | 185,600 | $10,280,000 | thousands by filing date | put |
| PUBLIC STORAGE COM | 74460D109 | REIT | 44,300 | $10,230,000 | thousands by filing date | put |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 38,400 | $10,222,000 | thousands by filing date | call |
| EXELON CORP COM | 30161N101 | Stock | 239,500 | $10,112,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 69,679 | $10,044,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 314,700 | $9,995,000 | thousands by filing date | put |
| GRANITE PT MTG TR INC | 38741LAC1 | NOTE 6.375%10/0 | 10,700,000 | $9,924,000 | thousands by filing date | |
| Schlumberger Limited | 806857108 | COM | 454,500 | $9,922,000 | thousands by filing date | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 115,900 | $9,911,000 | thousands by filing date | call |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 118,700 | $9,884,000 | thousands by filing date | call |
| V F CORP COM | 918204108 | Stock | 115,100 | $9,831,000 | thousands by filing date | put |
| TRANE TECHNOLOGIES PLC SHS | G8994E103 | Stock | 67,600 | $9,813,000 | thousands by filing date | put |
| TILRAY BRANDS INC | 88688TAB6 | NOTE 5.000%10/0 | 11,500,000 | $9,775,000 | thousands by filing date | |
| VULCAN MATLS CO COM | 929160109 | Stock | 65,500 | $9,714,000 | thousands by filing date | put |
| KLA CORP | 482480100 | COM | 37,500 | $9,709,000 | thousands by filing date | call |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 63,700 | $9,644,000 | thousands by filing date | put |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 305,200 | $9,617,000 | thousands by filing date | put |
| UNITED RENTALS INC COM | 911363109 | Stock | 41,400 | $9,601,000 | thousands by filing date | put |
| Stryker Corporation | 863667101 | COM | 38,413 | $9,413,000 | thousands by filing date | |
| ONEOK INC NEW | 682680103 | COM | 244,600 | $9,388,000 | thousands by filing date | put |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 790,300 | $9,365,000 | thousands by filing date | put |
| WALGREENS BOOTS ALLIANCE INC | 931427108 | COM | 233,400 | $9,308,000 | thousands by filing date | put |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 362,700 | $9,223,000 | thousands by filing date | put |
| PPL CORP COM | 69351T106 | Stock | 326,200 | $9,199,000 | thousands by filing date | put |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 100,400 | $9,159,000 | thousands by filing date | call |
| IHS MARKIT LTD | G47567105 | SHS | 101,700 | $9,136,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 16,813 | $9,091,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 79,800 | $9,086,000 | thousands by filing date | call |
| AUTODESK INC COM | 052769106 | Stock | 29,600 | $9,038,000 | thousands by filing date | call |
| EMERSON ELEC CO COM | 291011104 | Stock | 112,200 | $9,018,000 | thousands by filing date | call |
| PAYCOMSOFTWAREINC | 70432V102 | STOK | 19,900 | $9,000,000 | thousands by filing date | put |
| USBANCORPDEL | 902973304 | COM NEW | 192,587 | $8,973,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 8,000,000 | $8,964,000 | thousands by filing date | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 65,200 | $8,895,000 | thousands by filing date | call |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 101,000 | $8,878,000 | thousands by filing date | put |
| Cigna Corporation | 125523100 | COM | 42,600 | $8,868,000 | thousands by filing date | call |
| INTERNATIONAL PAPER CO COM | 460146103 | Stock | 177,700 | $8,835,000 | thousands by filing date | put |
| Charles Schwab Corp | 808513105 | COM | 166,100 | $8,810,000 | thousands by filing date | call |
| CLOROX CO DEL | 189054109 | COM | 43,300 | $8,743,000 | thousands by filing date | put |
| ETSY INC | 29786A106 | COM | 49,000 | $8,718,000 | thousands by filing date | put |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 16,000 | $8,550,000 | thousands by filing date | call |
| IDEXX LABS INC COM | 45168D104 | Stock | 17,100 | $8,548,000 | thousands by filing date | put |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 98,800 | $8,502,000 | thousands by filing date | call |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 304,400 | $8,392,000 | thousands by filing date | put |
| GOLAR LNG LTD | 38046YAB7 | NOTE 2.750% 2/1 | 9,000,000 | $8,317,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 237,900 | $8,258,000 | thousands by filing date | put |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 78,300 | $8,221,000 | thousands by filing date | put |
| Philip Morris International Inc. | 718172109 | COM | 99,100 | $8,204,000 | thousands by filing date | call |
| FASTENAL CO COM | 311900104 | Stock | 167,800 | $8,194,000 | thousands by filing date | put |
| American Tower Corporation | 03027X100 | COM | 36,500 | $8,193,000 | thousands by filing date | call |
| Prologis,Inc. | 74340W103 | COM | 81,900 | $8,162,000 | thousands by filing date | put |
| SHERWIN WILLIAMS CO | 824348106 | COM | 11,100 | $8,158,000 | thousands by filing date | call |
| HCA Healthcare Inc | 40412C101 | COM | 49,600 | $8,157,000 | thousands by filing date | call |
| AURORA CANNABIS INC | 05156XAG3 | NOTE 5.500% 2/2 | 10,750,000 | $8,143,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 70,200 | $8,093,000 | thousands by filing date | call |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 87,000 | $8,078,000 | thousands by filing date | call |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 107,200 | $8,061,000 | thousands by filing date | put |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 185,800 | $8,036,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 44,047 | $8,019,000 | thousands by filing date | |
| FEDEX CORP COM | 31428X106 | Stock | 30,800 | $7,996,000 | thousands by filing date | call |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 44,700 | $7,982,000 | thousands by filing date | put |
| CERNER CORP | 156782104 | COM | 101,600 | $7,974,000 | thousands by filing date | put |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 50,500 | $7,965,000 | thousands by filing date | put |
| SEAGATE TECHNOLOGY PLC | G7945M107 | SHS | 128,100 | $7,963,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 35,740 | $7,953,000 | thousands by filing date | |
| Deere & Company | 244199105 | COM | 29,400 | $7,910,000 | thousands by filing date | call |
| INCYTE CORP COM | 45337C102 | Stock | 90,500 | $7,872,000 | thousands by filing date | put |
| EOG RES INC COM | 26875P101 | Stock | 157,777 | $7,868,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 443,200 | $7,672,000 | thousands by filing date | put |
| BAKER HUGHES COMPANY CL A | 05722G100 | Stock | 366,700 | $7,646,000 | thousands by filing date | put |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 8,500,000 | $7,640,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 21,400 | $7,597,000 | thousands by filing date | call |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 32,087 | $7,583,000 | thousands by filing date | |
| CONSOLIDATED EDISON INC | 209115104 | COM | 104,300 | $7,538,000 | thousands by filing date | put |
| FLEETCOR TECHNOLOGIES INC | 339041105 | COM | 27,600 | $7,530,000 | thousands by filing date | put |
| L BRANDS INC | 501797104 | COM | 201,700 | $7,501,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 197,400 | $7,481,000 | thousands by filing date | call |
| FEDEX CORP COM | 31428X106 | Stock | 28,793 | $7,475,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 259,855 | $7,473,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 181,243 | $7,431,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 67,200 | $7,387,000 | thousands by filing date | put |
| iShares Silver Trust | 46428Q109 | COM | 300,000 | $7,371,000 | thousands by filing date | put |
| FORD MTR CO COM | 345370860 | Stock | 830,900 | $7,304,000 | thousands by filing date | call |
| ARISTA NETWORKS INC | 040413106 | COM | 25,000 | $7,264,000 | thousands by filing date | put |
| CORTEVA INC COM | 22052L104 | Stock | 186,800 | $7,233,000 | thousands by filing date | put |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 72,700 | $7,186,000 | thousands by filing date | call |
| DUPONT DE NEMOURS INC COM | 26614N102 | Stock | 100,700 | $7,161,000 | thousands by filing date | call |
| HESS CORP | 42809H107 | COM | 135,300 | $7,142,000 | thousands by filing date | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 122,000 | $7,133,000 | thousands by filing date | call |
| TRAVERE THERAPEUTICS INC | 761299AB2 | NOTE 2.500% 9/1 | 7,000,000 | $7,132,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 51,500 | $7,113,000 | thousands by filing date | call |
| Automatic Data Processing,Inc. | 053015103 | COM | 40,300 | $7,101,000 | thousands by filing date | call |
| CROWN CASTLE INC COM | 22822V101 | REIT | 44,600 | $7,100,000 | thousands by filing date | call |
| XILINX INC | 983919101 | COM | 50,000 | $7,089,000 | thousands by filing date | call |
| ConocoPhillips | 20825C104 | COM | 177,097 | $7,082,000 | thousands by filing date | |
| Southern Company | 842587107 | COM | 114,600 | $7,040,000 | thousands by filing date | call |
| REALTY INCOME CORP COM | 756109104 | REIT | 112,900 | $7,019,000 | thousands by filing date | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 30,000 | $6,982,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 3,981 | $6,974,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 72,300 | $6,912,000 | thousands by filing date | put |
| REDWOOD TRUST INC | 758075AD7 | BOND | 7,249,000 | $6,893,000 | thousands by filing date | |
| HUNT J B TRANS SVCS INC COM | 445658107 | Stock | 50,300 | $6,873,000 | thousands by filing date | put |
| American Tower Corporation | 03027X100 | COM | 30,610 | $6,871,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-21-000680 | superseded | 2021-02-16 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001172661-21-001417 | this filing | 2021-06-21 | acceptance time not in the bulk data set |