13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2022-09-30, filed 2022-11-10, with 1,642 holding rows worth $16,563,731,000.
- Accession
- 0001725547-22-000198
- Filer
- CIK 1426196
- Filed
- 2022-11-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2022
A holdings report, 1,642 entries on the cover page, a total value of $16,563,731,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $16,563,731,000 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 |
|---|---|---|---|---|---|---|
| iShares Russell 2000 ETF | 464287655 | SHS | 14,659,800 | $2,417,694,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 8,159,800 | $2,180,788,000 | thousands by filing date | put |
| INVESCO QQQ TR | 46090E103 | COM | 4,069,800 | $1,087,695,000 | thousands by filing date | call |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 14,143,200 | $792,161,000 | thousands by filing date | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 4,300,000 | $306,977,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 8,207,300 | $286,271,000 | thousands by filing date | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 7,048,200 | $245,841,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 1,720,600 | $194,428,000 | thousands by filing date | put |
| SPY | 78462F103 | SHS | 542,951 | $193,931,000 | thousands by filing date | |
| Microsoft Corp | 594918104 | COM | 780,500 | $181,778,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 1,247,300 | $172,377,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 514,867 | $119,913,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 330,000 | $117,869,000 | thousands by filing date | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 1,000,000 | $102,450,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 836,790 | $94,557,000 | thousands by filing date | |
| INVESCO QQQ TR | 46090E103 | COM | 316,345 | $84,546,000 | thousands by filing date | |
| Apple Inc | 037833100 | COM | 602,313 | $83,240,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 2,965,800 | $76,696,000 | thousands by filing date | call |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 59,010,000 | $72,671,000 | thousands by filing date | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 265,700 | $70,947,000 | thousands by filing date | put |
| ISHARES TR | 464287432 | 20 YR TR BD ETF | 628,700 | $64,410,000 | thousands by filing date | call |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 37,850,000 | $64,156,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 732,900 | $63,989,000 | thousands by filing date | put |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 37,500,000 | $62,048,000 | thousands by filing date | principal |
| LIVENT CORP | 53814LAB4 | BOND | 16,973,000 | $61,213,000 | thousands by filing date | principal |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 66,377,000 | $60,835,000 | thousands by filing date | principal |
| KBR INC | 48242WAB2 | BOND | 34,478,000 | $60,095,000 | thousands by filing date | principal |
| Tesla Motors, Inc | 88160R101 | COM | 218,900 | $58,063,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 586,200 | $56,070,000 | thousands by filing date | put |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 47,800,000 | $55,914,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 32,264,000 | $51,751,000 | thousands by filing date | principal |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 650,000 | $51,610,000 | thousands by filing date | call |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 38,320,000 | $49,050,000 | thousands by filing date | principal |
| Home Depot, Inc | 437076102 | COM | 167,700 | $46,275,000 | thousands by filing date | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 331,100 | $44,924,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 403,800 | $42,197,000 | thousands by filing date | put |
| ENCORE CAP GROUP INC | 292554AM4 | NOTE 3.250%10/0 | 33,424,000 | $42,064,000 | thousands by filing date | principal |
| NOVA LTD | 66980MAB2 | BOND | 33,000,000 | $41,316,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 429,100 | $41,258,000 | thousands by filing date | put |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 39,514,000 | $40,344,000 | thousands by filing date | principal |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 20,000,000 | $39,720,000 | thousands by filing date | principal |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 34,500,000 | $39,037,000 | thousands by filing date | principal |
| Vanguard Value ETF | 922908744 | SHS | 314,040 | $38,778,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 76,700 | $38,737,000 | thousands by filing date | put |
| WOLFSPEED INC | 225447AD3 | NOTE 1.750% 5/0 | 17,080,000 | $38,678,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 277,900 | $38,406,000 | thousands by filing date | call |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 30,750,000 | $38,170,000 | thousands by filing date | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 29,700,000 | $37,971,000 | thousands by filing date | principal |
| Johnson & Johnson | 478160104 | COM | 224,300 | $36,642,000 | thousands by filing date | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,404,534 | $36,321,000 | thousands by filing date | |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 32,794,000 | $36,139,000 | thousands by filing date | principal |
| Amazon.com, Inc | 023135106 | COM | 319,200 | $36,070,000 | thousands by filing date | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 263,411 | $35,740,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 100,000 | $35,718,000 | thousands by filing date | call |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 34,900,000 | $35,685,000 | thousands by filing date | principal |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 7,500,000 | $35,498,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 362,397 | $34,663,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 36,500,000 | $34,146,000 | thousands by filing date | principal |
| Home Depot, Inc | 437076102 | COM | 123,671 | $34,126,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 267,400 | $33,759,000 | thousands by filing date | put |
| COPA HOLDINGS SA | 21720AAB8 | BOND | 22,400,000 | $32,346,000 | thousands by filing date | principal |
| ZILLOW GROUP INC | 98954MAG6 | NOTE 1.375% 9/0 | 33,102,000 | $32,324,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AL9 | BOND | 32,500,000 | $31,525,000 | thousands by filing date | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 300,661 | $31,419,000 | thousands by filing date | |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 31,195,000 | $31,345,000 | thousands by filing date | principal |
| WORLD WRESTLING ENTMT INC | 98156QAB4 | BOND | 10,834,000 | $30,758,000 | thousands by filing date | principal |
| CUTERA INC | 232109AB4 | NOTE 2.250% 3/1 | 19,350,000 | $29,846,000 | thousands by filing date | principal |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 40,200,000 | $29,455,000 | thousands by filing date | principal |
| Bank of America Corp | 060505104 | COM | 968,100 | $29,237,000 | thousands by filing date | put |
| VARONIS SYS INC | 922280AB8 | BOND | 26,223,000 | $29,094,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 24,335,000 | $28,800,000 | thousands by filing date | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 54,100 | $27,323,000 | thousands by filing date | call |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 25,250,000 | $26,917,000 | thousands by filing date | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 306,600 | $26,769,000 | thousands by filing date | call |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 900,000 | $26,667,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 634,500 | $25,380,000 | thousands by filing date | put |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 39,789,000 | $25,365,000 | thousands by filing date | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 94,534 | $25,242,000 | thousands by filing date | |
| AbbVie,Inc. | 00287Y109 | COM | 184,200 | $24,721,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 104,800 | $24,408,000 | thousands by filing date | call |
| Broadcom Inc. | 11135F101 | COM | 54,700 | $24,287,000 | thousands by filing date | put |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 24,722,000 | $24,153,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 247,345 | $23,782,000 | thousands by filing date | |
| NATERA INC | 632307AB0 | BOND | 17,395,000 | $23,508,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 22,674,000 | $23,142,000 | thousands by filing date | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 15,000,000 | $23,048,000 | thousands by filing date | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 411,300 | $23,037,000 | thousands by filing date | call |
| Chevron Corporation | 166764100 | COM | 160,000 | $22,987,000 | thousands by filing date | put |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 22,700,000 | $22,913,000 | thousands by filing date | principal |
| CALLAWAY GOLF CO | 131193AE4 | NOTE 2.750% 5/0 | 17,347,000 | $22,464,000 | thousands by filing date | principal |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 275,173 | $22,405,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 69,200 | $22,376,000 | thousands by filing date | put |
| Bank of America Corp | 060505104 | COM | 733,352 | $22,147,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 85,100 | $21,896,000 | thousands by filing date | put |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 32,700,000 | $21,615,000 | thousands by filing date | principal |
| Intuit Inc. | 461202103 | COM | 55,600 | $21,535,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 166,768 | $21,054,000 | thousands by filing date | |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 72,100 | $20,876,000 | thousands by filing date | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 40,700 | $20,643,000 | thousands by filing date | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 36,400 | $20,030,000 | thousands by filing date | put |
| Pfizer Inc. | 717081103 | COM | 457,000 | $19,998,000 | thousands by filing date | put |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 26,182,000 | $19,994,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 22,500,000 | $19,736,000 | thousands by filing date | principal |
| Abbott Laboratories | 002824100 | COM | 202,600 | $19,604,000 | thousands by filing date | put |
| Tesla Motors, Inc | 88160R101 | COM | 72,332 | $19,186,000 | thousands by filing date | |
| MANNKIND CORP | 56400PAQ5 | NOTE 2.500% 3/0 | 21,000,000 | $19,026,000 | thousands by filing date | principal |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 18,700,000 | $18,571,000 | thousands by filing date | principal |
| NIKE,Inc. Class B | 654106103 | COM | 223,400 | $18,569,000 | thousands by filing date | put |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 10,000,000 | $18,565,000 | thousands by filing date | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 15,500,000 | $18,484,000 | thousands by filing date | principal |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 20,408,000 | $18,449,000 | thousands by filing date | principal |
| VEECO INSTRS INC DEL | 922417AF7 | BOND | 12,000,000 | $18,366,000 | thousands by filing date | principal |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 142,215 | $18,336,000 | thousands by filing date | |
| LINDE PLC | G5494J103 | SHS | 67,500 | $18,197,000 | thousands by filing date | put |
| Walt Disney Co | 254687106 | COM | 192,300 | $18,140,000 | thousands by filing date | put |
| Starbucks Corporation | 855244109 | COM | 213,700 | $18,006,000 | thousands by filing date | put |
| NIKE,Inc. Class B | 654106103 | COM | 215,607 | $17,921,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 226,200 | $17,872,000 | thousands by filing date | put |
| Elevance Health, Inc. | 036752103 | COM | 39,000 | $17,715,000 | thousands by filing date | put |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 17,646,000 | $17,602,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 27,841,000 | $17,470,000 | thousands by filing date | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 23,002,000 | $17,447,000 | thousands by filing date | principal |
| BECTON DICKINSON & CO | 075887109 | COM | 77,700 | $17,314,000 | thousands by filing date | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 31,361 | $17,257,000 | thousands by filing date | |
| Cisco Systems,Inc. | 17275R102 | COM | 431,353 | $17,254,000 | thousands by filing date | |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 15,250,000 | $17,179,000 | thousands by filing date | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 125,600 | $17,041,000 | thousands by filing date | call |
| Eli Lilly and Company | 532457108 | COM | 52,600 | $17,008,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 425,000 | $17,000,000 | thousands by filing date | call |
| Intuit Inc. | 461202103 | COM | 43,837 | $16,979,000 | thousands by filing date | |
| TECHTARGET INC | 87874RAB6 | NOTE 0.125%12/1 | 16,222,000 | $16,838,000 | thousands by filing date | principal |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 12,507,000 | $16,784,000 | thousands by filing date | principal |
| Costco Wholesale Corporation | 22160K105 | COM | 35,100 | $16,577,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 229,200 | $16,507,000 | thousands by filing date | call |
| CONMED CORP | 207410AF8 | BOND | 14,959,000 | $16,470,000 | thousands by filing date | principal |
| Cigna Corporation | 125523100 | COM | 59,300 | $16,454,000 | thousands by filing date | put |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 16,700,000 | $16,433,000 | thousands by filing date | principal |
| PepsiCo,Inc. | 713448108 | COM | 97,700 | $15,951,000 | thousands by filing date | put |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 19,917,000 | $15,844,000 | thousands by filing date | principal |
| Accenture Plc Class A | G1151C101 | COM | 61,487 | $15,821,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 254,600 | $15,706,000 | thousands by filing date | put |
| Wells Fargo & Company | 949746101 | COM | 390,300 | $15,698,000 | thousands by filing date | put |
| Lockheed Martin Corporation | 539830109 | COM | 40,500 | $15,645,000 | thousands by filing date | call |
| REPLIGEN CORP | 759916AB5 | BOND | 9,000,000 | $15,593,000 | thousands by filing date | principal |
| LI AUTO INC | 50202MAB8 | NOTE 0.250% 5/0 | 15,000,000 | $15,470,000 | thousands by filing date | principal |
| NVIDIA Corp | 67066G104 | COM | 127,200 | $15,441,000 | thousands by filing date | put |
| Broadcom Inc. | 11135F101 | COM | 34,702 | $15,408,000 | thousands by filing date | |
| Qualcomm Incorporated | 747525103 | COM | 136,200 | $15,388,000 | thousands by filing date | put |
| ROGERS CORP COM | 775133101 | Stock | 63,486 | $15,356,000 | thousands by filing date | |
| S&P Global,Inc. | 78409V104 | COM | 49,700 | $15,176,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 363,305 | $15,139,000 | thousands by filing date | |
| ALLEGHANY CORP DEL | 017175100 | COM | 18,027 | $15,131,000 | thousands by filing date | |
| Coca-Cola Company | 191216100 | COM | 265,500 | $14,873,000 | thousands by filing date | put |
| Stryker Corporation | 863667101 | COM | 73,200 | $14,826,000 | thousands by filing date | put |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 15,500,000 | $14,617,000 | thousands by filing date | principal |
| Automatic Data Processing,Inc. | 053015103 | COM | 64,600 | $14,612,000 | thousands by filing date | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 418,686 | $14,604,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 55,900 | $14,438,000 | thousands by filing date | put |
| Charles Schwab Corp | 808513105 | COM | 200,200 | $14,388,000 | thousands by filing date | put |
| Granite Construction Inc | 387328AB3 | CV | 14,000,000 | $14,312,000 | thousands by filing date | principal |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 200,000 | $14,278,000 | thousands by filing date | |
| Medtronic Plc | G5960L103 | COM | 176,200 | $14,228,000 | thousands by filing date | put |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 17,000,000 | $14,195,000 | thousands by filing date | principal |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 12,000,000 | $13,998,000 | thousands by filing date | principal |
| Applied Materials,Inc. | 038222105 | COM | 170,700 | $13,985,000 | thousands by filing date | put |
| ZENDESK INC | 98936JAD3 | NOTE 0.625% 6/1 | 14,093,000 | $13,910,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 144,500 | $13,894,000 | thousands by filing date | call |
| T-Mobile US,Inc. | 872590104 | COM | 103,300 | $13,860,000 | thousands by filing date | put |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 12,094,000 | $13,854,000 | thousands by filing date | principal |
| Abbott Laboratories | 002824100 | COM | 143,110 | $13,847,000 | thousands by filing date | |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 9,900,000 | $13,815,000 | thousands by filing date | principal |
| AT&T Inc | 00206R102 | COM | 894,500 | $13,722,000 | thousands by filing date | put |
| McDonalds Corporation | 580135101 | COM | 59,300 | $13,683,000 | thousands by filing date | put |
| ZOETIS INC CL A | 98978V103 | Stock | 91,800 | $13,613,000 | thousands by filing date | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 188,100 | $13,547,000 | thousands by filing date | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 189,900 | $13,500,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 323,300 | $13,472,000 | thousands by filing date | put |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 12,750,000 | $13,395,000 | thousands by filing date | principal |
| Amgen Inc. | 031162100 | COM | 58,900 | $13,276,000 | thousands by filing date | put |
| Walmart Inc. | 931142103 | COM | 101,100 | $13,113,000 | thousands by filing date | put |
| Lowes Companies,Inc. | 548661107 | COM | 69,500 | $13,053,000 | thousands by filing date | put |
| MasterCard, Inc | 57636Q104 | COM | 45,700 | $12,994,000 | thousands by filing date | put |
| Berkshire Hathaway Inc | 084670702 | COM | 48,400 | $12,924,000 | thousands by filing date | call |
| Netflix, Inc | 64110L106 | COM | 54,800 | $12,902,000 | thousands by filing date | put |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 16,428,000 | $12,847,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 177,109 | $12,755,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 70,700 | $12,560,000 | thousands by filing date | put |
| Boeing Company | 097023105 | COM | 102,700 | $12,435,000 | thousands by filing date | |
| Visa Inc | 92826C839 | COM | 69,300 | $12,311,000 | thousands by filing date | call |
| Walt Disney Co | 254687106 | COM | 129,955 | $12,259,000 | thousands by filing date | |
| HARMONIC INC | 413160AD4 | BOND | 7,700,000 | $12,203,000 | thousands by filing date | principal |
| Morgan Stanley | 617446448 | COM | 153,371 | $12,118,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 100,000 | $12,111,000 | thousands by filing date | put |
| SHERWIN WILLIAMS CO | 824348106 | COM | 58,700 | $12,019,000 | thousands by filing date | put |
| AbbVie,Inc. | 00287Y109 | COM | 89,400 | $11,998,000 | thousands by filing date | call |
| USBANCORPDEL | 902973304 | COM NEW | 295,000 | $11,894,000 | thousands by filing date | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 138,000 | $11,885,000 | thousands by filing date | call |
| Applied Materials,Inc. | 038222105 | COM | 144,930 | $11,874,000 | thousands by filing date | |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 15,000,000 | $11,869,000 | thousands by filing date | principal |
| SEA LTD | 81141RAG5 | NOTE 0.250% 9/1 | 17,000,000 | $11,858,000 | thousands by filing date | principal |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 130,800 | $11,818,000 | thousands by filing date | put |
| JPMorgan Chase & Co | 46625H100 | COM | 112,800 | $11,788,000 | thousands by filing date | call |
| PERFICIENT INC | 71375UAD3 | NOTE 1.250% 8/0 | 8,400,000 | $11,781,000 | thousands by filing date | principal |
| Chevron Corporation | 166764100 | COM | 80,500 | $11,565,000 | thousands by filing date | call |
| CVS Health Corporation | 126650100 | COM | 120,500 | $11,492,000 | thousands by filing date | put |
| Qualcomm Incorporated | 747525103 | COM | 101,554 | $11,474,000 | thousands by filing date | |
| HCA Healthcare Inc | 40412C101 | COM | 61,900 | $11,377,000 | thousands by filing date | put |
| Prologis,Inc. | 74340W103 | COM | 111,800 | $11,359,000 | thousands by filing date | put |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 11,000,000 | $11,357,000 | thousands by filing date | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 38,500 | $11,282,000 | thousands by filing date | put |
| TARGET CORP COM | 87612E106 | Stock | 74,400 | $11,040,000 | thousands by filing date | put |
| FISERV INC | 337738108 | COM | 117,700 | $11,013,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 716,400 | $10,990,000 | thousands by filing date | call |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 10,000,000 | $10,900,000 | thousands by filing date | principal |
| Wells Fargo & Company | 949746101 | COM | 266,600 | $10,723,000 | thousands by filing date | call |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 16,010,000 | $10,655,000 | thousands by filing date | principal |
| S&P Global,Inc. | 78409V104 | COM | 34,663 | $10,584,000 | thousands by filing date | |
| ATLASSIAN CORP | G06242104 | CL A | 50,000 | $10,530,000 | thousands by filing date | put |
| ATLASSIAN CORP | G06242104 | CL A | 50,000 | $10,530,000 | thousands by filing date | call |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 14,250,000 | $10,474,000 | thousands by filing date | principal |
| COREBRIDGE FINL INC COM | 21871X109 | Stock | 529,820 | $10,432,000 | thousands by filing date | |
| ATI INC | 01741RAK8 | BOND | 5,655,000 | $10,318,000 | thousands by filing date | principal |
| Johnson & Johnson | 478160104 | COM | 63,100 | $10,308,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 338,827 | $10,287,000 | thousands by filing date | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 134,300 | $10,149,000 | thousands by filing date | put |
| Texas Instruments Incorporated | 882508104 | COM | 65,400 | $10,123,000 | thousands by filing date | put |
| CARDLYTICS INC | 14161WAB1 | BOND | 17,000,000 | $10,056,000 | thousands by filing date | principal |
| SHERWIN WILLIAMS CO | 824348106 | COM | 49,082 | $10,050,000 | thousands by filing date | |
| TJX Companies Inc | 872540109 | COM | 161,500 | $10,032,000 | thousands by filing date | put |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 18,000,000 | $10,024,000 | thousands by filing date | principal |
| AIR PRODS & CHEMS INC | 009158106 | COM | 43,000 | $10,007,000 | thousands by filing date | put |
| Netflix, Inc | 64110L106 | COM | 42,053 | $9,901,000 | thousands by filing date | |
| COTERRA ENERGY INC COM | 127097103 | Stock | 378,200 | $9,879,000 | thousands by filing date | put |
| Comcast Corp | 20030N101 | COM | 336,400 | $9,867,000 | thousands by filing date | put |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 400,000 | $9,856,000 | thousands by filing date | call |
| LIVEPERSON INC | 538146AB7 | BOND | 10,681,000 | $9,840,000 | thousands by filing date | principal |
| PEGASYSTEMS INC | 705573AB9 | NOTE 0.750% 3/0 | 12,000,000 | $9,765,000 | thousands by filing date | principal |
| Starbucks Corporation | 855244109 | COM | 115,761 | $9,754,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 25,200 | $9,735,000 | thousands by filing date | put |
| Intel Corp | 458140100 | COM | 377,500 | $9,728,000 | thousands by filing date | put |
| ZOETIS INC CL A | 98978V103 | Stock | 65,171 | $9,664,000 | thousands by filing date | |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 10,000,000 | $9,663,000 | thousands by filing date | principal |
| Progressive Corporation | 743315103 | COM | 83,000 | $9,645,000 | thousands by filing date | put |
| Philip Morris International Inc. | 718172109 | COM | 115,300 | $9,571,000 | thousands by filing date | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 57,961 | $9,559,000 | thousands by filing date | |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 12,610,000 | $9,533,000 | thousands by filing date | principal |
| 3M CO COM | 88579Y101 | Stock | 86,000 | $9,503,000 | thousands by filing date | put |
| USBANCORPDEL | 902973304 | COM NEW | 234,573 | $9,458,000 | thousands by filing date | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 104,595 | $9,450,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 76,500 | $9,263,000 | thousands by filing date | put |
| AT&T Inc | 00206R102 | COM | 600,950 | $9,219,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 19,000 | $9,219,000 | thousands by filing date | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 123,700 | $9,196,000 | thousands by filing date | put |
| Micron Technology,Inc. | 595112103 | COM | 181,800 | $9,108,000 | thousands by filing date | put |
| T-Mobile US,Inc. | 872590104 | COM | 67,400 | $9,043,000 | thousands by filing date | call |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 126,300 | $8,873,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 45,300 | $8,825,000 | thousands by filing date | put |
| Medtronic Plc | G5960L103 | COM | 107,908 | $8,714,000 | thousands by filing date | |
| Merck & Co.,Inc. | 58933Y105 | COM | 100,600 | $8,664,000 | thousands by filing date | put |
| American Express Company | 025816109 | COM | 63,900 | $8,621,000 | thousands by filing date | put |
| Prologis,Inc. | 74340W103 | COM | 84,695 | $8,605,000 | thousands by filing date | |
| Eaton Corp. Plc | G29183103 | COM | 64,000 | $8,535,000 | thousands by filing date | put |
| Citigroup Inc. | 172967424 | COM | 202,700 | $8,447,000 | thousands by filing date | call |
| Stryker Corporation | 863667101 | COM | 41,545 | $8,415,000 | thousands by filing date | |
| International Business Machines Corporation | 459200101 | COM | 70,300 | $8,352,000 | thousands by filing date | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 16,413 | $8,325,000 | thousands by filing date | |
| Pfizer Inc. | 717081103 | COM | 189,900 | $8,310,000 | thousands by filing date | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 320,700 | $8,293,000 | thousands by filing date | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 100,800 | $8,251,000 | thousands by filing date | put |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 8,223,000 | $8,244,000 | thousands by filing date | principal |
| CME Group Inc. Class A | 12572Q105 | COM | 46,500 | $8,237,000 | thousands by filing date | put |
| LHC GROUP | 50187A107 | COM | 49,848 | $8,158,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 54,921 | $8,150,000 | thousands by filing date | |
| Bank of America Corp | 060505104 | COM | 269,400 | $8,136,000 | thousands by filing date | call |
| WILLIS TOWERS WATSON PLC LTD SHS | G96629103 | Stock | 40,300 | $8,098,000 | thousands by filing date | put |
| Chubb Limited | H1467J104 | COM | 44,000 | $8,003,000 | thousands by filing date | put |
| PG&E CORP | 69331C140 | CONV | 70,000 | $7,997,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 65,690 | $7,974,000 | thousands by filing date | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 88,800 | $7,970,000 | thousands by filing date | put |
| 3M CO COM | 88579Y101 | Stock | 71,926 | $7,948,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 270,800 | $7,943,000 | thousands by filing date | call |
| Pfizer Inc. | 717081103 | COM | 180,830 | $7,913,000 | thousands by filing date | |
| Gilead Sciences,Inc. | 375558103 | COM | 128,163 | $7,906,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 306,464 | $7,898,000 | thousands by filing date | |
| iShares S&P 500 Value ETF | 464287408 | SHS | 61,199 | $7,865,000 | thousands by filing date | |
| Wells Fargo & Company | 949746101 | COM | 195,440 | $7,861,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 16,500 | $7,760,000 | thousands by filing date | put |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 102,629 | $7,756,000 | thousands by filing date | |
| First Horizon Corporation | 320517105 | Common Capital Stock, par value $0.625 per share | 336,865 | $7,714,000 | thousands by filing date | |
| CORTEVA INC COM | 22052L104 | Stock | 134,700 | $7,698,000 | thousands by filing date | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 139,500 | $7,649,000 | thousands by filing date | put |
| LINDE PLC | G5494J103 | SHS | 28,366 | $7,647,000 | thousands by filing date | |
| TWITTER INC | 90184LAF9 | NOTE 0.250% 6/1 | 7,500,000 | $7,628,000 | thousands by filing date | principal |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 110,300 | $7,623,000 | thousands by filing date | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 47,000 | $7,592,000 | thousands by filing date | put |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 62,400 | $7,585,000 | thousands by filing date | put |
| Waste Management, Inc. | 94106L109 | COM | 47,300 | $7,578,000 | thousands by filing date | put |
| NIO INC | 62914VAF3 | NOTE 0.500% 2/0 | 10,000,000 | $7,555,000 | thousands by filing date | principal |
| 1LIFE HEALTHCARE INC | 68269G107 | COM | 440,318 | $7,551,000 | thousands by filing date | |
| General Electric Company | 369604301 | COM | 121,800 | $7,541,000 | thousands by filing date | put |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 8,750,000 | $7,516,000 | thousands by filing date | principal |
| Analog Devices,Inc. | 032654105 | COM | 53,900 | $7,510,000 | thousands by filing date | put |
| MOODYS CORP COM | 615369105 | Stock | 30,400 | $7,391,000 | thousands by filing date | put |
| NextEra Energy,Inc. | 65339F101 | COM | 94,000 | $7,371,000 | thousands by filing date | put |
| MasterCard, Inc | 57636Q104 | COM | 25,900 | $7,364,000 | thousands by filing date | call |
| USHG ACQUISITION CORP | 91748P100 | COMMON STOCK | 742,555 | $7,314,000 | thousands by filing date | |
| OCCIDENTAL PETE CORP | 674599105 | COM | 119,000 | $7,313,000 | thousands by filing date | put |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 7,500,000 | $7,294,000 | thousands by filing date | principal |
| Micron Technology,Inc. | 595112103 | COM | 144,514 | $7,240,000 | thousands by filing date | |
| MODERNA INC | 60770K107 | COM | 61,200 | $7,237,000 | thousands by filing date | put |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 6,448,000 | $7,236,000 | thousands by filing date | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 101,300 | $7,201,000 | thousands by filing date | call |
| EVOLENT HEALTH INC | 30050BAF8 | NOTE 3.500%12/0 | 3,500,000 | $7,193,000 | thousands by filing date | principal |
| Netflix, Inc | 64110L106 | COM | 30,500 | $7,181,000 | thousands by filing date | call |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 86,800 | $7,172,000 | thousands by filing date | put |
| ServiceNow,Inc. | 81762P102 | COM | 18,900 | $7,137,000 | thousands by filing date | put |
| ECOLAB INC COM | 278865100 | Stock | 49,000 | $7,077,000 | thousands by filing date | put |
| ALTAIR ENGR INC | 021369AA1 | BOND | 6,429,000 | $7,065,000 | thousands by filing date | principal |
| HCA Healthcare Inc | 40412C101 | COM | 38,437 | $7,064,000 | thousands by filing date | |
| NextEra Energy,Inc. | 65339F101 | COM | 89,300 | $7,002,000 | thousands by filing date | call |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 8,000,000 | $6,992,000 | thousands by filing date | principal |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 7,649,000 | $6,938,000 | thousands by filing date | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 72,300 | $6,915,000 | thousands by filing date | call |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 8,000,000 | $6,835,000 | thousands by filing date | principal |
| HEALTH CATALYST INC | 42225TAB3 | BOND | 8,000,000 | $6,830,000 | thousands by filing date | principal |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 238,700 | $6,817,000 | thousands by filing date | put |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 75,911 | $6,813,000 | thousands by filing date | |
| MODEL N INC | 607525AB8 | NOTE 2.625% 6/0 | 5,500,000 | $6,776,000 | thousands by filing date | principal |
| TARGET CORP COM | 87612E106 | Stock | 45,600 | $6,767,000 | thousands by filing date | call |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 73,400 | $6,765,000 | thousands by filing date | put |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 11,915,000 | $6,762,000 | thousands by filing date | principal |
| Oracle Corporation | 68389X105 | COM | 109,700 | $6,699,000 | thousands by filing date | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 22,809 | $6,684,000 | thousands by filing date | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 30,800 | $6,650,000 | thousands by filing date | put |
| EVOLENT HEALTH INC | 30050BAD3 | NOTE 1.500%10/1 | 5,250,000 | $6,639,000 | thousands by filing date | principal |
| Comcast Corp | 20030N101 | COM | 226,235 | $6,635,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 29,700 | $6,618,000 | thousands by filing date | call |
| Lowes Companies,Inc. | 548661107 | COM | 35,062 | $6,585,000 | thousands by filing date | |
| Intel Corp | 458140100 | COM | 254,100 | $6,548,000 | thousands by filing date | call |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 9,000,000 | $6,525,000 | thousands by filing date | principal |
| CSX Corporation | 126408103 | COM | 244,700 | $6,519,000 | thousands by filing date | put |
| Honeywell Technologies | 438516106 | COM | 39,000 | $6,512,000 | thousands by filing date | put |
| Verizon Communications Inc | 92343V104 | COM | 171,100 | $6,497,000 | thousands by filing date | put |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 75,700 | $6,494,000 | thousands by filing date | put |
| PepsiCo,Inc. | 713448108 | COM | 39,700 | $6,481,000 | thousands by filing date | call |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 30,700 | $6,436,000 | thousands by filing date | put |
| Salesforce.com, Inc | 79466L302 | COM | 44,300 | $6,372,000 | thousands by filing date | put |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 165,300 | $6,367,000 | thousands by filing date | put |
| BIOGEN INC COM | 09062X103 | Stock | 23,600 | $6,301,000 | thousands by filing date | put |
| Costco Wholesale Corporation | 22160K105 | COM | 13,270 | $6,267,000 | thousands by filing date | |
| REALTY INCOME CORP COM | 756109104 | REIT | 107,300 | $6,245,000 | thousands by filing date | put |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 123,545 | $6,214,000 | thousands by filing date | |
| ZTO EXPRESS CAYMAN INC | 98980A105 | SPONSORED ADS A | 256,778 | $6,170,000 | thousands by filing date | |
| GENERAL MILLS INC COM | 370334104 | Stock | 80,100 | $6,136,000 | thousands by filing date | put |
| Broadcom Inc. | 11135F101 | COM | 13,800 | $6,127,000 | thousands by filing date | call |
| ENVESTNET INC | 29404KAE6 | NOTE 0.750% 8/1 | 7,275,000 | $6,120,000 | thousands by filing date | principal |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 150,000 | $6,117,000 | thousands by filing date | |
| LINDE PLC | G5494J103 | SHS | 22,600 | $6,093,000 | thousands by filing date | call |
| Intuitive Surgical,Inc. | 46120E602 | COM | 32,300 | $6,054,000 | thousands by filing date | put |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 28,100 | $6,045,000 | thousands by filing date | put |
| SWITCH INC | 87105L104 | CL A | 179,325 | $6,041,000 | thousands by filing date | |
| MOODYS CORP COM | 615369105 | Stock | 24,699 | $6,005,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 535,500 | $5,998,000 | thousands by filing date | put |
| ROSS STORES INC COM | 778296103 | Stock | 70,100 | $5,907,000 | thousands by filing date | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 193,900 | $5,887,000 | thousands by filing date | put |
| FORD MTR CO COM | 345370860 | Stock | 525,300 | $5,883,000 | thousands by filing date | call |
| TRIP COM GROUP LTD ADS | 89677Q107 | ADR | 215,250 | $5,878,000 | thousands by filing date | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 39,200 | $5,857,000 | thousands by filing date | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 181,951 | $5,839,000 | thousands by filing date | |
| ECOLAB INC COM | 278865100 | Stock | 40,094 | $5,790,000 | thousands by filing date | |
| TWITTER INC | 90184L102 | COM | 131,700 | $5,774,000 | thousands by filing date | put |
| Charles Schwab Corp | 808513105 | COM | 80,169 | $5,762,000 | thousands by filing date | |
| EXELON CORP COM | 30161N101 | Stock | 153,700 | $5,758,000 | thousands by filing date | put |
| SIGNATURE BANK | 82669G104 | COM | 37,990 | $5,736,000 | thousands by filing date | |
| PAGERDUTY INC | 69553PAB6 | BOND | 6,000,000 | $5,730,000 | thousands by filing date | principal |
| Boston Scientific Corporation | 101137107 | COM | 146,000 | $5,655,000 | thousands by filing date | put |
| CENTENE CORP DEL COM | 15135B101 | Stock | 72,600 | $5,649,000 | thousands by filing date | put |
| HERSHEY CO COM | 427866108 | Stock | 25,600 | $5,644,000 | thousands by filing date | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 91,100 | $5,598,000 | thousands by filing date | call |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 59,992 | $5,529,000 | thousands by filing date | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 124,602 | $5,471,000 | thousands by filing date | |
| General Electric Company | 369604301 | COM | 88,214 | $5,461,000 | thousands by filing date | |
| GLOBAL PMTS INC | 37940X102 | COM | 49,900 | $5,392,000 | thousands by filing date | put |
| MODERNA INC | 60770K107 | COM | 45,598 | $5,392,000 | thousands by filing date | |
| NEVRO CORP | 64157FAC7 | NOTE 2.750% 4/0 | 5,667,000 | $5,364,000 | thousands by filing date | principal |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 138,938 | $5,352,000 | thousands by filing date | |
| ServiceNow,Inc. | 81762P102 | COM | 14,162 | $5,348,000 | thousands by filing date | |
| Starbucks Corporation | 855244109 | COM | 63,300 | $5,334,000 | thousands by filing date | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 175,600 | $5,331,000 | thousands by filing date | call |
| SCREAMING EAGLE ACQUISITN CO | G79407105 | CLASS A ORD SHS | 550,000 | $5,319,000 | thousands by filing date | |
| SYNCHRONYFINL | 87165B103 | STOK | 188,500 | $5,314,000 | thousands by filing date | put |
| EQUIFAX INC COM | 294429105 | Stock | 30,800 | $5,280,000 | thousands by filing date | put |
| NIELSEN HOLDINGS PLC | G6518L108 | SHS EUR | 189,450 | $5,252,000 | thousands by filing date | |
| AIR PRODS & CHEMS INC | 009158106 | COM | 22,411 | $5,216,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 52,200 | $5,185,000 | thousands by filing date | call |
| SAREPTA THERAPEUTICS INC | 803607AC4 | DEBT 1.250% 9/1 | 5,000,000 | $5,173,000 | thousands by filing date | principal |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 65,000 | $5,161,000 | thousands by filing date | |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 7,000,000 | $5,154,000 | thousands by filing date | principal |
| Duke Energy Corporation | 26441C204 | COM | 55,400 | $5,153,000 | thousands by filing date | put |
| 8X8 INC NEW | 282914AB6 | BOND | 6,000,000 | $5,129,000 | thousands by filing date | principal |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 6,200,000 | $5,100,000 | thousands by filing date | principal |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 8,500,000 | $5,090,000 | thousands by filing date | principal |
| PAYCHEX INC | 704326107 | COM | 45,300 | $5,083,000 | thousands by filing date | put |
| Procter & Gamble Co | 742718109 | COM | 40,100 | $5,063,000 | thousands by filing date | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 58,300 | $5,018,000 | thousands by filing date | put |
| WEYERHAEUSER CO COM NEW | 962166104 | REIT | 175,217 | $5,004,000 | thousands by filing date | |
| INFINERA CORP | 45667GAF0 | CNV | 5,000,000 | $4,968,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 153,300 | $4,919,000 | thousands by filing date | put |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 22,852 | $4,916,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 436,650 | $4,890,000 | thousands by filing date | |
| BANDWIDTH INC | 05988JAB9 | NOTE 0.250% 3/0 | 7,500,000 | $4,890,000 | thousands by filing date | principal |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 30,800 | $4,847,000 | thousands by filing date | put |
| VMWARE, INC. | 928563402 | CL A COM | 45,200 | $4,812,000 | thousands by filing date | call |
| PARAMOUNT GLOBAL | 92556H206 | CLASS B COM | 251,400 | $4,787,000 | thousands by filing date | put |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 22,141 | $4,780,000 | thousands by filing date | |
| EOG RES INC COM | 26875P101 | Stock | 42,700 | $4,771,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 77,700 | $4,742,000 | thousands by filing date | put |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 8,000,000 | $4,732,000 | thousands by filing date | principal |
| Eaton Corp. Plc | G29183103 | COM | 35,399 | $4,721,000 | thousands by filing date | |
| Charles Schwab Corp | 808513105 | COM | 65,600 | $4,715,000 | thousands by filing date | call |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 30,700 | $4,703,000 | thousands by filing date | put |
| ALPHATEC HLDGS INC | 02081GAB8 | NOTE 0.750% 8/0 | 5,720,000 | $4,662,000 | thousands by filing date | principal |
| BAXTER INTL INC | 071813109 | COM | 86,500 | $4,659,000 | thousands by filing date | put |
| PPG INDS INC COM | 693506107 | Stock | 42,000 | $4,649,000 | thousands by filing date | put |
| BECTON DICKINSON & CO | 075887109 | COM | 20,840 | $4,644,000 | thousands by filing date | |
| Cigna Corporation | 125523100 | COM | 16,600 | $4,606,000 | thousands by filing date | call |
| ARISTA NETWORKS INC | 040413106 | COM | 40,800 | $4,606,000 | thousands by filing date | put |
| CROWN CASTLE INC COM | 22822V101 | REIT | 31,700 | $4,582,000 | thousands by filing date | put |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 50,600 | $4,572,000 | thousands by filing date | call |
| L3HARRIS TECHNOLOGIES INC COM | 502431109 | Stock | 21,900 | $4,551,000 | thousands by filing date | put |
| SNAP INC | 83304A106 | CL A | 463,200 | $4,549,000 | thousands by filing date | call |
| SYNCHRONYFINL | 87165B103 | STOK | 160,569 | $4,526,000 | thousands by filing date | |
| NETAPP INC COM | 64110D104 | Stock | 73,000 | $4,515,000 | thousands by filing date | put |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 5,000,000 | $4,510,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 73,719 | $4,499,000 | thousands by filing date | |
| Caterpillar Inc. | 149123101 | COM | 27,300 | $4,479,000 | thousands by filing date | put |
| American Express Company | 025816109 | COM | 33,169 | $4,475,000 | thousands by filing date | |
| DOLLAR TREE INC COM | 256746108 | Stock | 32,700 | $4,450,000 | thousands by filing date | put |
| Abbott Laboratories | 002824100 | COM | 45,600 | $4,412,000 | thousands by filing date | call |
| EQUIFAX INC COM | 294429105 | Stock | 25,726 | $4,410,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 39,100 | $4,400,000 | thousands by filing date | put |
| PINSTRIPES HOLDINGS INC CL A COM | 06690B107 | Stock | 440,000 | $4,396,000 | thousands by filing date | |
| LAM RESEARCH CORP | 512807108 | COM | 12,000 | $4,392,000 | thousands by filing date | put |
| CME Group Inc. Class A | 12572Q105 | COM | 24,787 | $4,391,000 | thousands by filing date | |
| RESMED INC COM | 761152107 | Stock | 20,100 | $4,388,000 | thousands by filing date | put |
| D R HORTON INC COM | 23331A109 | Stock | 65,100 | $4,384,000 | thousands by filing date | put |
| MCKESSON CORP COM | 58155Q103 | Stock | 12,900 | $4,384,000 | thousands by filing date | put |
| Oracle Corporation | 68389X105 | COM | 71,449 | $4,363,000 | thousands by filing date | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 20,776 | $4,356,000 | thousands by filing date | |
| American Tower Corporation | 03027X100 | COM | 20,200 | $4,337,000 | thousands by filing date | put |
| Coca-Cola Company | 191216100 | COM | 76,900 | $4,308,000 | thousands by filing date | call |
| MasterCard, Inc | 57636Q104 | COM | 15,080 | $4,288,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 132,900 | $4,247,000 | thousands by filing date | put |
| Union Pacific Corporation | 907818108 | COM | 21,723 | $4,232,000 | thousands by filing date | |
| CME Group Inc. Class A | 12572Q105 | COM | 23,800 | $4,216,000 | thousands by filing date | call |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 4,700,000 | $4,201,000 | thousands by filing date | principal |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 50,701 | $4,189,000 | thousands by filing date | |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 5,000,000 | $4,173,000 | thousands by filing date | principal |
| COUPANG INC | 22266T109 | CL A | 250,000 | $4,168,000 | thousands by filing date | put |
| SYSCOCORP | 871829107 | COM | 58,800 | $4,158,000 | thousands by filing date | put |
| CLOVIS ONCOLOGY INC | 189464AE0 | NOTE 4.500% 8/0 | 7,100,000 | $4,145,000 | thousands by filing date | principal |
| REDFIN CORP | 75737FAC2 | NOTE 10/1 | 7,000,000 | $4,143,000 | thousands by filing date | principal |
| PAYPALHLDGSINC | 70450Y103 | STOK | 48,000 | $4,131,000 | thousands by filing date | call |
| CSX Corporation | 126408103 | COM | 154,347 | $4,112,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 26,547 | $4,109,000 | thousands by filing date | |
| GARTNERINC | 366651107 | STOK | 14,800 | $4,095,000 | thousands by filing date | put |
| Stryker Corporation | 863667101 | COM | 20,200 | $4,091,000 | thousands by filing date | call |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 59,561 | $4,084,000 | thousands by filing date | |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 31,800 | $4,017,000 | thousands by filing date | put |
| HUMANA INC COM | 444859102 | Stock | 8,200 | $3,979,000 | thousands by filing date | call |
| McDonalds Corporation | 580135101 | COM | 17,200 | $3,969,000 | thousands by filing date | call |
| CINTAS CORP COM | 172908105 | Stock | 10,200 | $3,960,000 | thousands by filing date | put |
| YUM BRANDS INC COM | 988498101 | Stock | 37,100 | $3,945,000 | thousands by filing date | put |
| SYNOPSYS INC COM | 871607107 | Stock | 12,900 | $3,941,000 | thousands by filing date | put |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 45,100 | $3,922,000 | thousands by filing date | put |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 32,150 | $3,908,000 | thousands by filing date | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 32,300 | $3,896,000 | thousands by filing date | put |
| DOLLAR GEN CORP COM | 256677105 | Stock | 16,200 | $3,886,000 | thousands by filing date | put |
| PRICE T ROWE GROUP INC COM | 74144T108 | Stock | 36,900 | $3,875,000 | thousands by filing date | put |
| Altria Group Inc | 02209S103 | COM | 95,700 | $3,864,000 | thousands by filing date | put |
| CARRIER GLOBAL CORPORATION COM | 14448C104 | Stock | 108,600 | $3,862,000 | thousands by filing date | put |
| Elevance Health, Inc. | 036752103 | COM | 8,500 | $3,861,000 | thousands by filing date | call |
| ZOETIS INC CL A | 98978V103 | Stock | 26,000 | $3,856,000 | thousands by filing date | call |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 54,669 | $3,840,000 | thousands by filing date | |
| Accenture Plc Class A | G1151C101 | COM | 14,900 | $3,834,000 | thousands by filing date | call |
| DEXCOM INC COM | 252131107 | Stock | 47,600 | $3,834,000 | thousands by filing date | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 55,600 | $3,812,000 | thousands by filing date | put |
| International Business Machines Corporation | 459200101 | COM | 32,000 | $3,802,000 | thousands by filing date | call |
| PARAMOUNT GLOBAL | 92556H206 | CLASS B COM | 199,490 | $3,798,000 | thousands by filing date | |
| Analog Devices,Inc. | 032654105 | COM | 27,195 | $3,789,000 | thousands by filing date | |
| LIV CAPITAL ACQUISITN CORP I | G5510R105 | CLASS A ORD SHS | 375,000 | $3,769,000 | thousands by filing date | |
| ACCURAY INC DEL | 004397AK1 | NOTE 3.750% 6/0 | 4,500,000 | $3,764,000 | thousands by filing date | principal |
| TRUIST FINL CORP COM | 89832Q109 | Stock | 86,400 | $3,762,000 | thousands by filing date | put |
| ZENDESK INC | 98936J101 | COM | 49,326 | $3,754,000 | thousands by filing date | |
| Walt Disney Co | 254687106 | COM | 39,700 | $3,745,000 | thousands by filing date | call |
| ALLSTATE CORP COM | 020002101 | Stock | 30,000 | $3,736,000 | thousands by filing date | put |
| LEGATO MERGER CORP II | 52473Y104 | COM | 375,000 | $3,728,000 | thousands by filing date | |
| ACCOLADE INC | 00437EAB8 | NOTE 0.500% 4/0 | 5,000,000 | $3,722,000 | thousands by filing date | principal |
| STANLEY BLACK & DECKER INC COM | 854502101 | Stock | 49,000 | $3,685,000 | thousands by filing date | put |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 3,500,000 | $3,680,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001725547-22-000198 | this filing | 2022-11-10 | acceptance time not in the bulk data set |