13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2022-12-31, filed 2023-02-10, with 1,493 holding rows worth $13,735,568,639.
- Accession
- 0001725547-23-000053
- Filer
- CIK 1426196
- Filed
- 2023-02-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2022
A holdings report, 1,493 entries on the cover page, a total value of $13,735,568,639 stated on the cover page (in dollars after the unit check, H1), rows summing to $13,735,568,639 with VALUE read as dollars as filed, 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 | 8,124,000 | $1,416,500,640 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 4,581,800 | $1,220,041,704 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 3,559,400 | $947,797,032 | dollars as filed | call |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 8,113,600 | $532,576,704 | dollars as filed | put |
| SPY | 78462F103 | SHS | 1,237,700 | $473,333,611 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 3,500,000 | $257,705,000 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,339,400 | $227,215,816 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 7,048,800 | $199,481,040 | dollars as filed | call |
| SPY | 78462F103 | SHS | 328,893 | $125,778,550 | dollars as filed | |
| SPY | 78462F103 | SHS | 306,300 | $117,138,309 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 856,000 | $111,220,080 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 1,000,000 | $105,430,000 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 379,600 | $91,035,672 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 289,600 | $89,457,440 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 633,200 | $82,271,676 | dollars as filed | call |
| EXXON MOBIL CORP | 30231G102 | COM | 694,200 | $76,570,260 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 309,500 | $74,224,290 | dollars as filed | call |
| KBR INC | 48242WAB2 | BOND | 34,478,000 | $72,869,253 | dollars as filed | principal |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 45,320,000 | $68,251,920 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 127,200 | $67,438,896 | dollars as filed | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,636,700 | $62,030,930 | dollars as filed | put |
| Vanguard Value ETF | 922908744 | SHS | 435,640 | $61,150,787 | dollars as filed | |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 72,481,000 | $60,159,230 | dollars as filed | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 37,500,000 | $59,175,000 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 37,850,000 | $56,074,775 | dollars as filed | principal |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 2,000,000 | $55,940,000 | dollars as filed | call |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 20,000,000 | $55,130,000 | dollars as filed | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 372,900 | $50,005,890 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 590,600 | $49,610,400 | dollars as filed | put |
| WORLD WRESTLING ENTMT INC | 98156QAB4 | BOND | 17,656,000 | $48,889,464 | dollars as filed | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,268,381 | $48,071,640 | dollars as filed | |
| Eli Lilly and Company | 532457108 | COM | 131,300 | $48,034,792 | dollars as filed | put |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 643,380 | $46,387,698 | dollars as filed | |
| Johnson & Johnson | 478160104 | COM | 262,100 | $46,299,965 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 539,418 | $45,311,112 | dollars as filed | |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 38,300,000 | $45,050,375 | dollars as filed | principal |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 48,043,000 | $43,959,345 | dollars as filed | principal |
| ENCORE CAP GROUP INC | 292554AM4 | NOTE 3.250%10/0 | 33,424,000 | $43,752,016 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 41,510,000 | $43,751,540 | dollars as filed | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 324,200 | $43,475,220 | dollars as filed | call |
| Procter & Gamble Co | 742718109 | COM | 284,000 | $43,043,040 | dollars as filed | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,506,596 | $42,636,667 | dollars as filed | |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 30,750,000 | $42,345,351 | dollars as filed | principal |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 1,500,000 | $42,030,000 | dollars as filed | call |
| REALTY INCOME CORP COM | 756109104 | REIT | 658,299 | $41,755,906 | dollars as filed | |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 29,335,000 | $41,567,695 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 77,500 | $41,088,950 | dollars as filed | put |
| LIVENT CORP | 53814LAB4 | BOND | 16,973,000 | $40,811,579 | dollars as filed | principal |
| NOVA LTD | 66980MAB2 | BOND | 33,000,000 | $40,375,500 | dollars as filed | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 233,400 | $39,593,976 | dollars as filed | put |
| ATLASSIANCORPCLASSA | 049468101 | STOK | 306,700 | $39,466,156 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 228,481 | $38,759,517 | dollars as filed | |
| COPA HOLDINGS SA | 21720AAB8 | BOND | 22,400,000 | $38,215,489 | dollars as filed | principal |
| Home Depot, Inc | 437076102 | COM | 118,400 | $37,397,824 | dollars as filed | put |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 34,500,000 | $37,225,500 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 410,000 | $36,379,300 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 401,000 | $35,380,230 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 394,800 | $35,030,604 | dollars as filed | call |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 7,500,000 | $33,689,502 | dollars as filed | principal |
| NUVASIVE INC | 670704AL9 | BOND | 33,750,000 | $33,201,563 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 20,000,000 | $31,650,000 | dollars as filed | principal |
| Broadcom Inc. | 11135F101 | COM | 56,500 | $31,590,845 | dollars as filed | put |
| Cisco Systems,Inc. | 17275R102 | COM | 652,800 | $31,099,392 | dollars as filed | put |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 38,789,000 | $30,596,763 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 187,700 | $30,334,197 | dollars as filed | put |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 15,000,000 | $30,075,000 | dollars as filed | principal |
| CUTERA INC | 232109AB4 | NOTE 2.250% 3/1 | 19,350,000 | $28,705,725 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAG6 | NOTE 1.375% 9/0 | 28,102,000 | $28,593,785 | dollars as filed | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 227,600 | $27,389,384 | dollars as filed | put |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 27,722,000 | $27,181,421 | dollars as filed | principal |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 191,575 | $26,565,705 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 178,200 | $26,042,148 | dollars as filed | put |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 21,327,000 | $25,699,035 | dollars as filed | principal |
| Pfizer Inc. | 717081103 | COM | 500,300 | $25,635,372 | dollars as filed | put |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 24,894,000 | $25,591,032 | dollars as filed | principal |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 87,400 | $25,239,372 | dollars as filed | put |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 23,700,000 | $25,003,500 | dollars as filed | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 22,674,000 | $24,842,201 | dollars as filed | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 653,100 | $24,752,490 | dollars as filed | call |
| Accenture Plc Class A | G1151C101 | COM | 92,600 | $24,709,384 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 189,459 | $24,616,408 | dollars as filed | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 22,700,000 | $24,473,438 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 496,052 | $23,631,917 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 22,014,000 | $23,224,770 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 262,000 | $23,116,260 | dollars as filed | call |
| IQIYI INC SPONSORED ADS | 46267X108 | ADR | 4,342,300 | $23,014,190 | dollars as filed | put |
| Elevance Health, Inc. | 036752103 | COM | 44,800 | $22,981,056 | dollars as filed | put |
| WOLFSPEED INC | 225447AD3 | NOTE 1.750% 5/0 | 14,233,000 | $22,936,480 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 23,500,000 | $22,748,000 | dollars as filed | principal |
| PepsiCo,Inc. | 713448108 | COM | 125,900 | $22,745,094 | dollars as filed | put |
| LINDE PLC | G5494J103 | SHS | 69,700 | $22,734,746 | dollars as filed | put |
| Gilead Sciences,Inc. | 375558103 | COM | 260,800 | $22,389,680 | dollars as filed | put |
| NATERA INC | 632307AB0 | BOND | 17,395,000 | $22,213,415 | dollars as filed | principal |
| Starbucks Corporation | 855244109 | COM | 223,000 | $22,121,600 | dollars as filed | put |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 17,500,000 | $22,116,500 | dollars as filed | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 197,200 | $21,751,160 | dollars as filed | call |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 282,900 | $21,655,995 | dollars as filed | put |
| Cigna Corporation | 125523100 | COM | 65,200 | $21,603,368 | dollars as filed | put |
| VARONIS SYS INC | 922280AB8 | BOND | 20,223,000 | $21,315,042 | dollars as filed | principal |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 12,507,000 | $21,243,140 | dollars as filed | principal |
| Accenture Plc Class A | G1151C101 | COM | 79,374 | $21,180,158 | dollars as filed | |
| META PLATFORMS INC CL A | 30303M102 | COM | 174,356 | $20,982,001 | dollars as filed | |
| Abbott Laboratories | 002824100 | COM | 190,400 | $20,904,016 | dollars as filed | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 269,000 | $20,591,950 | dollars as filed | call |
| BECTON DICKINSON & CO | 075887109 | COM | 80,300 | $20,420,290 | dollars as filed | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 230,295 | $20,286,687 | dollars as filed | |
| Lockheed Martin Corporation | 539830109 | COM | 40,500 | $19,702,845 | dollars as filed | put |
| Eli Lilly and Company | 532457108 | COM | 53,700 | $19,645,608 | dollars as filed | call |
| T-Mobile US,Inc. | 872590104 | COM | 139,300 | $19,502,000 | dollars as filed | put |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 20,000,000 | $19,490,000 | dollars as filed | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 268,900 | $19,347,355 | dollars as filed | put |
| Stryker Corporation | 863667101 | COM | 78,000 | $19,070,220 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 34,400 | $18,943,736 | dollars as filed | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 26,200 | $18,566,106 | dollars as filed | put |
| VEECO INSTRS INC DEL | 922417AF7 | BOND | 12,000,000 | $18,546,000 | dollars as filed | principal |
| Home Depot, Inc | 437076102 | COM | 58,185 | $18,378,314 | dollars as filed | |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 17,646,000 | $18,334,194 | dollars as filed | principal |
| CONMED CORP | 207410AF8 | BOND | 15,994,000 | $18,201,172 | dollars as filed | principal |
| Danaher Corporation | 235851102 | COM | 68,500 | $18,181,270 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 975,200 | $17,953,432 | dollars as filed | put |
| Boeing Company | 097023105 | COM | 94,100 | $17,925,109 | dollars as filed | put |
| MANNKIND CORP | 56400PAQ5 | NOTE 2.500% 3/0 | 15,000,000 | $17,917,500 | dollars as filed | principal |
| Morgan Stanley | 617446448 | COM | 206,600 | $17,565,132 | dollars as filed | put |
| Visa Inc | 92826C839 | COM | 84,500 | $17,555,720 | dollars as filed | put |
| PERFICIENT INC | 71375UAF8 | BOND | 22,500,000 | $17,493,750 | dollars as filed | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 56,400 | $17,421,960 | dollars as filed | call |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 27,700,000 | $17,365,130 | dollars as filed | principal |
| Automatic Data Processing,Inc. | 053015103 | COM | 72,400 | $17,293,464 | dollars as filed | put |
| SHAW COMMUNICATIONS INC | 82028K200 | CL B CONV | 600,000 | $17,268,000 | dollars as filed | put |
| Granite Construction Inc | 387328AB3 | CV | 14,000,000 | $17,016,300 | dollars as filed | principal |
| ALPHATEC HLDGS INC | 02081GAB8 | NOTE 0.750% 8/0 | 18,520,000 | $17,016,176 | dollars as filed | principal |
| Coca-Cola Company | 191216100 | COM | 267,400 | $17,009,314 | dollars as filed | put |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 15,500,000 | $16,991,875 | dollars as filed | principal |
| MasterCard, Inc | 57636Q104 | COM | 48,700 | $16,934,451 | dollars as filed | put |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 26,200,000 | $16,846,600 | dollars as filed | principal |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 300,000 | $16,839,000 | dollars as filed | call |
| Charles Schwab Corp | 808513105 | COM | 202,000 | $16,818,520 | dollars as filed | put |
| Amgen Inc. | 031162100 | COM | 63,600 | $16,703,904 | dollars as filed | put |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 17,950,000 | $16,659,844 | dollars as filed | principal |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 21,182,000 | $16,648,919 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 347,500 | $16,554,900 | dollars as filed | call |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 16,700,000 | $16,524,650 | dollars as filed | principal |
| Broadcom Inc. | 11135F101 | COM | 29,480 | $16,483,152 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 188,100 | $16,453,107 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 495,100 | $16,397,712 | dollars as filed | put |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 20,002,000 | $16,381,638 | dollars as filed | principal |
| Walmart Inc. | 931142103 | COM | 112,800 | $15,993,912 | dollars as filed | put |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 17,908,000 | $15,972,145 | dollars as filed | principal |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 15,500,000 | $15,918,500 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 60,400 | $15,917,212 | dollars as filed | put |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 27,841,000 | $15,905,563 | dollars as filed | principal |
| Chevron Corporation | 166764100 | COM | 88,600 | $15,902,814 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 383,100 | $15,818,199 | dollars as filed | put |
| CALLAWAY GOLF CO | 131193AE4 | NOTE 2.750% 5/0 | 11,947,000 | $15,598,302 | dollars as filed | principal |
| Costco Wholesale Corporation | 22160K105 | COM | 34,000 | $15,521,000 | dollars as filed | put |
| Visa Inc | 92826C839 | COM | 73,800 | $15,332,688 | dollars as filed | call |
| LI AUTO INC | 50202MAB8 | NOTE 0.250% 5/0 | 15,000,000 | $15,157,500 | dollars as filed | principal |
| HCA Healthcare Inc | 40412C101 | COM | 63,100 | $15,141,476 | dollars as filed | put |
| Procter & Gamble Co | 742718109 | COM | 99,897 | $15,140,389 | dollars as filed | |
| Microsoft Corp | 594918104 | COM | 62,373 | $14,958,293 | dollars as filed | |
| Merck & Co.,Inc. | 58933Y105 | COM | 134,700 | $14,944,965 | dollars as filed | put |
| TECHTARGET INC | 87874RAB6 | NOTE 0.125%12/1 | 16,222,000 | $14,752,287 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 90,000 | $14,544,900 | dollars as filed | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 42,300 | $14,524,974 | dollars as filed | put |
| International Business Machines Corporation | 459200101 | COM | 102,800 | $14,483,492 | dollars as filed | put |
| REPLIGEN CORP | 759916AB5 | BOND | 9,000,000 | $14,472,900 | dollars as filed | principal |
| MIDDLEBY CORP | 596278AB7 | NOTE 1.000% 9/0 | 12,094,000 | $14,276,967 | dollars as filed | principal |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 12,000,000 | $14,208,000 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 160,527 | $14,163,297 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 96,541 | $14,108,502 | dollars as filed | |
| TJX Companies Inc | 872540109 | COM | 176,600 | $14,057,360 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 754,300 | $13,886,663 | dollars as filed | call |
| EVOLENT HEALTH INC | 30050BAF8 | NOTE 3.500%12/0 | 8,500,000 | $13,883,443 | dollars as filed | principal |
| Intuit Inc. | 461202103 | COM | 35,600 | $13,856,232 | dollars as filed | put |
| AIR PRODS & CHEMS INC | 009158106 | COM | 44,700 | $13,779,222 | dollars as filed | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 184,296 | $13,728,209 | dollars as filed | |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 12,750,000 | $13,435,313 | dollars as filed | principal |
| Tesla Motors, Inc | 88160R101 | COM | 109,000 | $13,426,620 | dollars as filed | put |
| Progressive Corporation | 743315103 | COM | 102,500 | $13,295,275 | dollars as filed | put |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 13,195,000 | $12,706,785 | dollars as filed | principal |
| Walt Disney Co | 254687106 | COM | 145,100 | $12,606,288 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 303,100 | $12,514,999 | dollars as filed | call |
| PERFICIENT INC | 71375UAD3 | NOTE 1.250% 8/0 | 8,400,000 | $12,508,624 | dollars as filed | principal |
| MODERNA INC | 60770K107 | COM | 69,100 | $12,411,742 | dollars as filed | put |
| VMWARE, INC. | 928563402 | CL A COM | 100,690 | $12,360,704 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 146,700 | $12,322,800 | dollars as filed | call |
| Texas Instruments Incorporated | 882508104 | COM | 74,400 | $12,292,368 | dollars as filed | put |
| Intuit Inc. | 461202103 | COM | 31,544 | $12,277,556 | dollars as filed | |
| Raytheon Technologies Corporation | 75513E101 | COM | 121,600 | $12,271,872 | dollars as filed | put |
| FISERV INC | 337738108 | COM | 120,800 | $12,209,256 | dollars as filed | put |
| HARMONIC INC | 413160AD4 | BOND | 7,700,000 | $12,173,700 | dollars as filed | principal |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 400,000 | $12,080,000 | dollars as filed | call |
| Philip Morris International Inc. | 718172109 | COM | 119,000 | $12,043,990 | dollars as filed | put |
| Comcast Corp | 20030N101 | COM | 344,100 | $12,033,177 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 128,900 | $12,012,191 | dollars as filed | put |
| Abbott Laboratories | 002824100 | COM | 109,174 | $11,986,213 | dollars as filed | |
| SEA LTD | 81141RAG5 | NOTE 0.250% 9/1 | 16,000,000 | $11,800,000 | dollars as filed | principal |
| Danaher Corporation | 235851102 | COM | 44,100 | $11,705,022 | dollars as filed | call |
| ATI INC | 01741RAK8 | BOND | 5,655,000 | $11,389,170 | dollars as filed | principal |
| AT&T Inc | 00206R102 | COM | 618,494 | $11,386,475 | dollars as filed | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 16,041 | $11,367,134 | dollars as filed | |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 12,500,000 | $11,287,500 | dollars as filed | principal |
| Pfizer Inc. | 717081103 | COM | 219,000 | $11,221,560 | dollars as filed | call |
| Lowes Companies,Inc. | 548661107 | COM | 56,200 | $11,197,288 | dollars as filed | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 150,000 | $11,173,500 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 317,685 | $11,109,444 | dollars as filed | |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 13,417,000 | $11,109,276 | dollars as filed | principal |
| Oracle Corporation | 68389X105 | COM | 135,400 | $11,067,596 | dollars as filed | put |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 187,499 | $11,013,691 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 125,474 | $10,975,211 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 265,173 | $10,948,993 | dollars as filed | |
| General Electric Company | 369604301 | COM | 130,500 | $10,934,595 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 413,500 | $10,928,805 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 328,500 | $10,879,920 | dollars as filed | call |
| Abbott Laboratories | 002824100 | COM | 98,300 | $10,792,357 | dollars as filed | call |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 12,250,000 | $10,743,250 | dollars as filed | principal |
| Netflix, Inc | 64110L106 | COM | 36,200 | $10,674,656 | dollars as filed | put |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 7,900,000 | $10,669,740 | dollars as filed | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 161,300 | $10,587,732 | dollars as filed | call |
| SHERWIN WILLIAMS CO | 824348106 | COM | 44,300 | $10,513,719 | dollars as filed | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 156,400 | $10,424,060 | dollars as filed | put |
| Eaton Corp. Plc | G29183103 | COM | 66,400 | $10,421,480 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 313,695 | $10,389,578 | dollars as filed | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 130,700 | $10,297,853 | dollars as filed | put |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 10,000,000 | $10,235,000 | dollars as filed | principal |
| American Express Company | 025816109 | COM | 68,700 | $10,150,425 | dollars as filed | put |
| MODEL N INC | 607525AB8 | NOTE 2.625% 6/0 | 7,500,000 | $10,143,750 | dollars as filed | principal |
| PG&E CORP | 69331C140 | CONV | 70,000 | $10,096,800 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 28,900 | $10,049,397 | dollars as filed | call |
| WILLIS TOWERS WATSON PLC LTD SHS | G96629103 | Stock | 40,400 | $9,881,032 | dollars as filed | put |
| Comcast Corp | 20030N101 | COM | 282,000 | $9,861,540 | dollars as filed | call |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 13,090,000 | $9,850,225 | dollars as filed | principal |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 11,928,000 | $9,780,960 | dollars as filed | principal |
| Tesla Motors, Inc | 88160R101 | COM | 79,269 | $9,764,355 | dollars as filed | |
| Chubb Limited | H1467J104 | COM | 44,000 | $9,706,400 | dollars as filed | put |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 14,698,000 | $9,663,935 | dollars as filed | principal |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 126,081 | $9,651,501 | dollars as filed | |
| Analog Devices,Inc. | 032654105 | COM | 58,800 | $9,644,964 | dollars as filed | put |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 10,000,000 | $9,600,787 | dollars as filed | principal |
| COTERRA ENERGY INC COM | 127097103 | Stock | 389,300 | $9,565,101 | dollars as filed | put |
| Intuitive Surgical,Inc. | 46120E602 | COM | 36,000 | $9,552,600 | dollars as filed | put |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 11,250,000 | $9,534,375 | dollars as filed | principal |
| NextEra Energy,Inc. | 65339F101 | COM | 113,700 | $9,505,320 | dollars as filed | put |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 12,500,000 | $9,500,000 | dollars as filed | principal |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 17,400 | $9,493,614 | dollars as filed | put |
| NIKE,Inc. Class B | 654106103 | COM | 81,100 | $9,489,511 | dollars as filed | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 78,400 | $9,434,656 | dollars as filed | call |
| Citigroup Inc. | 172967424 | COM | 207,500 | $9,385,225 | dollars as filed | call |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 62,600 | $9,368,090 | dollars as filed | put |
| Verizon Communications Inc | 92343V104 | COM | 236,900 | $9,333,860 | dollars as filed | put |
| INFINERA CORP | 45667GAF0 | CNV | 7,500,000 | $9,333,000 | dollars as filed | principal |
| S&P Global,Inc. | 78409V104 | COM | 27,800 | $9,311,332 | dollars as filed | put |
| MCKESSON CORP COM | 58155Q103 | Stock | 24,700 | $9,265,464 | dollars as filed | put |
| VMWARE, INC. | 928563402 | CL A COM | 75,000 | $9,207,000 | dollars as filed | put |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 14,500,000 | $9,162,550 | dollars as filed | principal |
| METLIFE INC COM | 59156R108 | Stock | 122,900 | $8,894,273 | dollars as filed | put |
| ZOETIS INC CL A | 98978V103 | Stock | 60,400 | $8,851,620 | dollars as filed | put |
| Broadcom Inc. | 11135F101 | COM | 15,800 | $8,834,254 | dollars as filed | call |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 16,500,000 | $8,745,000 | dollars as filed | principal |
| Honeywell Technologies | 438516106 | COM | 40,800 | $8,743,440 | dollars as filed | put |
| MARATHON PETE CORP COM | 56585A102 | Stock | 74,800 | $8,705,972 | dollars as filed | put |
| PEGASYSTEMS INC | 705573AB9 | NOTE 0.750% 3/0 | 10,000,000 | $8,668,750 | dollars as filed | principal |
| LIVEPERSON INC | 538146AB7 | BOND | 9,181,000 | $8,618,664 | dollars as filed | principal |
| CARDLYTICS INC | 14161WAB1 | BOND | 19,860,000 | $8,589,450 | dollars as filed | principal |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 8,223,000 | $8,562,610 | dollars as filed | principal |
| ROSS STORES INC COM | 778296103 | Stock | 73,600 | $8,542,752 | dollars as filed | put |
| VERITONE INC | 92347MAB6 | NOTE 1.750%11/1 | 14,000,000 | $8,505,000 | dollars as filed | principal |
| HUMANA INC COM | 444859102 | Stock | 16,300 | $8,348,697 | dollars as filed | put |
| Morgan Stanley | 617446448 | COM | 97,600 | $8,297,952 | dollars as filed | call |
| CORTEVA INC COM | 22052L104 | Stock | 140,400 | $8,252,712 | dollars as filed | put |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 100,000 | $8,155,000 | dollars as filed | put |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 100,000 | $8,155,000 | dollars as filed | call |
| OCCIDENTAL PETE CORP | 674599105 | COM | 129,000 | $8,125,710 | dollars as filed | put |
| UPWORK INC | 91688FAB0 | NOTE 0.250% 8/1 | 10,750,000 | $8,101,300 | dollars as filed | principal |
| Home Depot, Inc | 437076102 | COM | 25,600 | $8,086,016 | dollars as filed | call |
| BECTON DICKINSON & CO | 075887109 | COM | 31,700 | $8,061,310 | dollars as filed | call |
| LINDE PLC | G5494J103 | SHS | 24,500 | $7,991,410 | dollars as filed | call |
| LIBERTY ENERGY INC | 53115L104 | COM CL A | 498,927 | $7,987,821 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 280,700 | $7,943,810 | dollars as filed | put |
| Waste Management, Inc. | 94106L109 | COM | 50,400 | $7,906,752 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 88,247 | $7,830,156 | dollars as filed | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 78,400 | $7,797,664 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 93,100 | $7,783,160 | dollars as filed | call |
| Morgan Stanley | 617446448 | COM | 91,157 | $7,750,168 | dollars as filed | |
| GENERAL MILLS INC COM | 370334104 | Stock | 92,400 | $7,747,740 | dollars as filed | put |
| Procter & Gamble Co | 742718109 | COM | 51,000 | $7,729,560 | dollars as filed | call |
| NIO INC | 62914VAF3 | NOTE 0.500% 2/0 | 10,000,000 | $7,588,000 | dollars as filed | principal |
| Netflix, Inc | 64110L106 | COM | 25,700 | $7,578,416 | dollars as filed | call |
| Bristol-Myers Squibb Company | 110122108 | COM | 105,100 | $7,561,945 | dollars as filed | call |
| SHERWIN WILLIAMS CO | 824348106 | COM | 31,498 | $7,475,420 | dollars as filed | |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 13,250,000 | $7,353,750 | dollars as filed | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 7,500,000 | $7,335,938 | dollars as filed | principal |
| EXELON CORP COM | 30161N101 | Stock | 168,500 | $7,284,255 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 30,400 | $7,282,624 | dollars as filed | put |
| Johnson & Johnson | 478160104 | COM | 41,100 | $7,260,315 | dollars as filed | call |
| MODERNA INC | 60770K107 | COM | 40,399 | $7,256,468 | dollars as filed | |
| ZOETIS INC CL A | 98978V103 | Stock | 49,213 | $7,212,165 | dollars as filed | |
| Starbucks Corporation | 855244109 | COM | 72,600 | $7,201,920 | dollars as filed | call |
| ALTAIR ENGR INC | 021369AA1 | BOND | 6,429,000 | $7,136,190 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 180,443 | $7,109,454 | dollars as filed | |
| Intel Corp | 458140100 | COM | 267,700 | $7,075,311 | dollars as filed | call |
| Salesforce.com, Inc | 79466L302 | COM | 53,000 | $7,027,270 | dollars as filed | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 44,100 | $6,965,154 | dollars as filed | put |
| Costco Wholesale Corporation | 22160K105 | COM | 15,244 | $6,958,886 | dollars as filed | |
| Boston Scientific Corporation | 101137107 | COM | 149,800 | $6,931,246 | dollars as filed | put |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 14,610,000 | $6,895,920 | dollars as filed | principal |
| REALTY INCOME CORP COM | 756109104 | REIT | 108,400 | $6,875,812 | dollars as filed | put |
| LI AUTO INC SPONSORED ADS | 50202M102 | ADR | 335,300 | $6,840,120 | dollars as filed | |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 8,000,000 | $6,785,000 | dollars as filed | principal |
| BIOGEN INC COM | 09062X103 | Stock | 24,500 | $6,784,540 | dollars as filed | put |
| Texas Instruments Incorporated | 882508104 | COM | 40,873 | $6,753,037 | dollars as filed | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 26,900 | $6,628,698 | dollars as filed | put |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 64,600 | $6,627,314 | dollars as filed | put |
| ENVESTNET INC | 29404KAE6 | NOTE 0.750% 8/1 | 7,275,000 | $6,602,063 | dollars as filed | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 59,500 | $6,601,525 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 24,779 | $6,598,152 | dollars as filed | |
| VIAVI SOLUTIONS INC | 925550AB1 | NOTE 1.000% 3/0 | 6,448,000 | $6,497,972 | dollars as filed | principal |
| ATLASSIANCORPCLASSA | 049468101 | STOK | 50,000 | $6,434,000 | dollars as filed | put |
| CENTENE CORP DEL COM | 15135B101 | Stock | 78,100 | $6,404,981 | dollars as filed | put |
| MACYS INC COM | 55616P104 | Stock | 310,000 | $6,401,500 | dollars as filed | call |
| CSX Corporation | 126408103 | COM | 205,300 | $6,360,194 | dollars as filed | put |
| American Express Company | 025816109 | COM | 42,970 | $6,348,818 | dollars as filed | |
| Adobe Inc | 00724F101 | COM | 18,800 | $6,326,764 | dollars as filed | put |
| FORD MTR CO COM | 345370860 | Stock | 543,600 | $6,322,068 | dollars as filed | call |
| FISKER INC | 33813J106 | CL A COM STK | 860,900 | $6,258,743 | dollars as filed | put |
| HERSHEY CO COM | 427866108 | Stock | 26,900 | $6,229,233 | dollars as filed | put |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 11,915,000 | $6,227,118 | dollars as filed | principal |
| Salesforce.com, Inc | 79466L302 | COM | 46,500 | $6,165,435 | dollars as filed | put |
| Pfizer Inc. | 717081103 | COM | 120,181 | $6,158,074 | dollars as filed | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 52,900 | $6,157,031 | dollars as filed | call |
| Applied Materials,Inc. | 038222105 | COM | 62,500 | $6,086,250 | dollars as filed | put |
| PPG INDS INC COM | 693506107 | Stock | 48,300 | $6,073,242 | dollars as filed | put |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 51,300 | $6,026,724 | dollars as filed | put |
| Starbucks Corporation | 855244109 | COM | 60,667 | $6,018,166 | dollars as filed | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 175,600 | $6,005,520 | dollars as filed | call |
| Union Pacific Corporation | 907818108 | COM | 29,000 | $6,005,030 | dollars as filed | put |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 6,500,000 | $5,999,500 | dollars as filed | principal |
| PAYPALHLDGSINC | 70450Y103 | STOK | 84,200 | $5,996,724 | dollars as filed | call |
| Prologis,Inc. | 74340W103 | COM | 52,900 | $5,963,417 | dollars as filed | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 94,600 | $5,958,854 | dollars as filed | call |
| EOG RES INC COM | 26875P101 | Stock | 45,800 | $5,932,016 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 221,598 | $5,856,835 | dollars as filed | |
| Qualcomm Incorporated | 747525103 | COM | 53,200 | $5,848,808 | dollars as filed | put |
| Cigna Corporation | 125523100 | COM | 17,500 | $5,798,450 | dollars as filed | call |
| SAREPTA THERAPEUTICS INC | 803607AC4 | DEBT 1.250% 9/1 | 5,000,000 | $5,787,500 | dollars as filed | principal |
| Charles Schwab Corp | 808513105 | COM | 69,400 | $5,778,244 | dollars as filed | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 168,564 | $5,764,889 | dollars as filed | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 30,700 | $5,755,943 | dollars as filed | put |
| SNAP INC | 83304A106 | CL A | 640,800 | $5,735,160 | dollars as filed | call |
| Duke Energy Corporation | 26441C204 | COM | 55,600 | $5,726,244 | dollars as filed | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 32,900 | $5,719,336 | dollars as filed | put |
| Schlumberger Limited | 806857108 | COM | 106,600 | $5,698,836 | dollars as filed | put |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 92,400 | $5,665,968 | dollars as filed | put |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 7,500,000 | $5,651,250 | dollars as filed | principal |
| DEXCOM INC COM | 252131107 | Stock | 49,600 | $5,616,704 | dollars as filed | put |
| IQIYI INC | 46267XAD0 | NOTE 2.000% 4/0 | 6,862,000 | $5,609,685 | dollars as filed | principal |
| Micron Technology,Inc. | 595112103 | COM | 112,200 | $5,607,756 | dollars as filed | put |
| Lowes Companies,Inc. | 548661107 | COM | 28,088 | $5,596,253 | dollars as filed | |
| Stryker Corporation | 863667101 | COM | 22,700 | $5,549,923 | dollars as filed | call |
| VMWARE, INC. | 928563402 | CL A COM | 45,200 | $5,548,752 | dollars as filed | call |
| SCREAMING EAGLE ACQUISITN CO | G79407105 | CLASS A ORD SHS | 550,000 | $5,467,000 | dollars as filed | |
| T-Mobile US,Inc. | 872590104 | COM | 38,700 | $5,418,000 | dollars as filed | call |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 39,900 | $5,416,425 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 9,700 | $5,341,693 | dollars as filed | call |
| ISTAR INC | 45031U101 | COMMON STOCK | 700,000 | $5,341,000 | dollars as filed | |
| PAYCHEX INC | 704326107 | COM | 46,100 | $5,327,316 | dollars as filed | put |
| S&P Global,Inc. | 78409V104 | COM | 15,865 | $5,313,823 | dollars as filed | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 139,800 | $5,312,400 | dollars as filed | put |
| D R HORTON INC COM | 23331A109 | Stock | 59,200 | $5,277,088 | dollars as filed | put |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 33,260 | $5,253,084 | dollars as filed | |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 51,000 | $5,232,090 | dollars as filed | call |
| HERBALIFE NUTRITION LTD | 42703MAD5 | NOTE 2.625% 3/1 | 5,649,000 | $5,222,501 | dollars as filed | principal |
| NEVRO CORP | 64157FAC7 | NOTE 2.750% 4/0 | 5,667,000 | $5,199,473 | dollars as filed | principal |
| Raytheon Technologies Corporation | 75513E101 | COM | 51,400 | $5,187,288 | dollars as filed | call |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 30,300 | $5,183,421 | dollars as filed | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 72,800 | $5,114,200 | dollars as filed | put |
| INDUS REALTY TRUST INC | 45580R103 | TRUS | 80,000 | $5,079,200 | dollars as filed | |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 6,200,000 | $5,064,780 | dollars as filed | principal |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 7,000,000 | $5,061,000 | dollars as filed | principal |
| ServiceNow,Inc. | 81762P102 | COM | 13,000 | $5,047,510 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 79,300 | $5,044,273 | dollars as filed | call |
| Stryker Corporation | 863667101 | COM | 20,518 | $5,016,446 | dollars as filed | |
| YUM BRANDS INC COM | 988498101 | Stock | 39,100 | $5,007,928 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 27,700 | $5,004,282 | dollars as filed | call |
| International Business Machines Corporation | 459200101 | COM | 35,500 | $5,001,595 | dollars as filed | call |
| General Electric Company | 369604301 | COM | 59,552 | $4,989,862 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 18,900 | $4,980,717 | dollars as filed | call |
| Elevance Health, Inc. | 036752103 | COM | 9,700 | $4,975,809 | dollars as filed | call |
| FASTLY INC | 31188VAB6 | NOTE 3/1 | 6,800,000 | $4,964,000 | dollars as filed | principal |
| ARISTA NETWORKS INC | 040413106 | COM | 40,800 | $4,951,080 | dollars as filed | put |
| DOLLAR TREE INC COM | 256746108 | Stock | 34,800 | $4,922,112 | dollars as filed | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 14,315 | $4,915,485 | dollars as filed | |
| Prologis,Inc. | 74340W103 | COM | 43,400 | $4,892,482 | dollars as filed | |
| TXNM ENERGY INC COM | 69349H107 | Stock | 100,000 | $4,879,000 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 15,790 | $4,877,531 | dollars as filed | |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 4,700,000 | $4,866,850 | dollars as filed | principal |
| NVIDIA Corp | 67066G104 | COM | 33,300 | $4,866,462 | dollars as filed | call |
| OTIS WORLDWIDE CORP COM | 68902V107 | Stock | 61,500 | $4,816,065 | dollars as filed | put |
| MasterCard, Inc | 57636Q104 | COM | 13,815 | $4,803,890 | dollars as filed | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 19,200 | $4,763,712 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 38,600 | $4,754,748 | dollars as filed | call |
| Walt Disney Co | 254687106 | COM | 54,669 | $4,749,643 | dollars as filed | |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 67,158 | $4,717,850 | dollars as filed | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 46,300 | $4,700,839 | dollars as filed | put |
| 8X8 INC NEW | 282914AE0 | NOTE 4.000% 2/0 | 5,666,000 | $4,697,114 | dollars as filed | principal |
| NIKE,Inc. Class B | 654106103 | COM | 39,812 | $4,658,402 | dollars as filed | |
| Citigroup Inc. | 172967424 | COM | 102,876 | $4,653,081 | dollars as filed | |
| GUIDEWIRE SOFTWARE INC | 40171VAA8 | BOND | 5,000,000 | $4,652,500 | dollars as filed | principal |
| ALLSTATE CORP COM | 020002101 | Stock | 34,300 | $4,651,080 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 8,434 | $4,644,519 | dollars as filed | |
| TELADOC HEALTH INC | 87918AAF2 | NOTE 1.250% 6/0 | 6,000,000 | $4,639,169 | dollars as filed | principal |
| 2U INC | 90214JAB7 | NOTE 2.250% 5/0 | 7,100,000 | $4,625,650 | dollars as filed | principal |
| SYSCOCORP | 871829107 | COM | 60,100 | $4,594,645 | dollars as filed | put |
| Oracle Corporation | 68389X105 | COM | 56,190 | $4,592,971 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 91,692 | $4,582,766 | dollars as filed | |
| SYNOPSYS INC COM | 871607107 | Stock | 14,300 | $4,565,847 | dollars as filed | put |
| Accenture Plc Class A | G1151C101 | COM | 17,100 | $4,562,964 | dollars as filed | call |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 284,600 | $4,542,216 | dollars as filed | put |
| AIR PRODS & CHEMS INC | 009158106 | COM | 14,700 | $4,531,422 | dollars as filed | call |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 137,900 | $4,524,499 | dollars as filed | put |
| KLA CORP | 482480100 | COM | 12,000 | $4,524,360 | dollars as filed | put |
| L3HARRIS TECHNOLOGIES INC COM | 502431109 | Stock | 21,600 | $4,497,336 | dollars as filed | put |
| DARDEN RESTAURANTS INC COM | 237194105 | Stock | 32,500 | $4,495,725 | dollars as filed | put |
| PINSTRIPES HOLDINGS INC CL A COM | 06690B107 | Stock | 440,000 | $4,492,400 | dollars as filed | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 18,200 | $4,481,750 | dollars as filed | put |
| Honeywell Technologies | 438516106 | COM | 20,900 | $4,478,870 | dollars as filed | call |
| NETAPP INC COM | 64110D104 | Stock | 74,000 | $4,444,440 | dollars as filed | put |
| OKTA INC | 679295AD7 | NOTE 0.125% 9/0 | 5,000,000 | $4,417,500 | dollars as filed | principal |
| VERINT SYSTEMS INC | 92343XAC4 | BOND | 5,000,000 | $4,375,000 | dollars as filed | principal |
| Deere & Company | 244199105 | COM | 10,200 | $4,373,352 | dollars as filed | put |
| CME Group Inc. Class A | 12572Q105 | COM | 25,600 | $4,304,896 | dollars as filed | call |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 6,500,000 | $4,265,950 | dollars as filed | principal |
| AFLAC INC COM | 001055102 | Stock | 59,200 | $4,258,848 | dollars as filed | put |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 18,500 | $4,225,215 | dollars as filed | put |
| Charles Schwab Corp | 808513105 | COM | 50,682 | $4,219,783 | dollars as filed | |
| Citigroup Inc. | 172967424 | COM | 93,200 | $4,215,436 | dollars as filed | put |
| NETAPP INC COM | 64110D104 | Stock | 69,988 | $4,203,479 | dollars as filed | |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 63,803 | $4,188,029 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 40,200 | $4,184,016 | dollars as filed | put |
| Visa Inc | 92826C839 | COM | 20,078 | $4,171,405 | dollars as filed | |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 7,300,000 | $4,159,821 | dollars as filed | principal |
| American Tower Corporation | 03027X100 | COM | 19,600 | $4,152,456 | dollars as filed | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 55,600 | $4,141,644 | dollars as filed | put |
| CABLE ONE, INC. | 12685JAG0 | NOTE | 5,500,000 | $4,114,000 | dollars as filed | principal |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 125,316 | $4,111,618 | dollars as filed | |
| Altria Group Inc | 02209S103 | COM | 89,800 | $4,104,758 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 47,200 | $4,100,736 | dollars as filed | call |
| Lockheed Martin Corporation | 539830109 | COM | 8,414 | $4,093,327 | dollars as filed | |
| LINCOLN NATL CORP IND COM | 534187109 | Stock | 133,171 | $4,091,013 | dollars as filed | |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 4,000,000 | $4,086,000 | dollars as filed | principal |
| Prologis,Inc. | 74340W103 | COM | 36,200 | $4,080,826 | dollars as filed | call |
| ZOETIS INC CL A | 98978V103 | Stock | 27,800 | $4,074,090 | dollars as filed | call |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 12,000 | $4,069,200 | dollars as filed | call |
| SYNCHRONYFINL | 87165B103 | STOK | 123,800 | $4,068,068 | dollars as filed | put |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 5,000,000 | $4,061,149 | dollars as filed | principal |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 7,400 | $4,037,514 | dollars as filed | call |
| Walmart Inc. | 931142103 | COM | 28,400 | $4,026,836 | dollars as filed | call |
| AON PLC SHS CL A | G0403H108 | Stock | 13,400 | $4,021,876 | dollars as filed | put |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 16,200 | $4,019,382 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 29,868 | $4,005,299 | dollars as filed | |
| SEMPRA COM | 816851109 | Stock | 25,900 | $4,002,586 | dollars as filed | put |
| Verizon Communications Inc | 92343V104 | COM | 101,300 | $3,991,220 | dollars as filed | call |
| Progressive Corporation | 743315103 | COM | 30,700 | $3,982,097 | dollars as filed | call |
| YUM CHINA HLDGS INC | 98850P109 | COM | 72,351 | $3,953,982 | dollars as filed | |
| Booking Holdings Inc. | 09857L108 | COM | 1,961 | $3,951,964 | dollars as filed | |
| HEALTH CATALYST INC | 42225TAB3 | BOND | 4,500,000 | $3,944,250 | dollars as filed | principal |
| Analog Devices,Inc. | 032654105 | COM | 24,028 | $3,941,313 | dollars as filed | |
| Automatic Data Processing,Inc. | 053015103 | COM | 16,500 | $3,941,190 | dollars as filed | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 55,300 | $3,938,466 | dollars as filed | put |
| Applied Materials,Inc. | 038222105 | COM | 40,358 | $3,930,062 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 10,029 | $3,893,960 | dollars as filed | |
| Netflix, Inc | 64110L106 | COM | 13,203 | $3,893,301 | dollars as filed | |
| YAMANA GOLD INC | 98462Y100 | COM | 700,000 | $3,885,000 | dollars as filed | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 117,400 | $3,857,764 | dollars as filed | put |
| PPG INDS INC COM | 693506107 | Stock | 30,616 | $3,849,656 | dollars as filed | |
| LIV CAPITAL ACQUISITN CORP I | G5510R105 | CLASS A ORD SHS | 375,000 | $3,847,500 | dollars as filed | |
| ZEBRA TECHNOLOGIES CORPORATION CL A | 989207105 | Stock | 15,000 | $3,846,150 | dollars as filed | call |
| LEGATO MERGER CORP II | 52473Y104 | COM | 375,000 | $3,832,500 | dollars as filed | |
| MCKESSON CORP COM | 58155Q103 | Stock | 10,200 | $3,826,224 | dollars as filed | call |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 8,500,000 | $3,825,000 | dollars as filed | principal |
| CSX Corporation | 126408103 | COM | 123,399 | $3,822,901 | dollars as filed | |
| CENCORA INC COM | 03073E105 | Stock | 22,800 | $3,778,188 | dollars as filed | put |
| Qualcomm Incorporated | 747525103 | COM | 34,339 | $3,775,230 | dollars as filed | |
| EMERSON ELEC CO COM | 291011104 | Stock | 39,300 | $3,775,158 | dollars as filed | put |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 36,498 | $3,744,330 | dollars as filed | |
| Southern Company | 842587107 | COM | 52,400 | $3,741,884 | dollars as filed | put |
| ACCURAY INC DEL | 004397AK1 | NOTE 3.750% 6/0 | 4,500,000 | $3,739,868 | dollars as filed | principal |
| BANK OF NY MELLON CORP COM | 064058100 | Stock | 82,000 | $3,732,640 | dollars as filed | put |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 30,500 | $3,726,490 | dollars as filed | put |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 29,400 | $3,714,984 | dollars as filed | put |
| OKLO INC COM CL A | 02156V109 | Stock | 373,551 | $3,705,626 | dollars as filed | |
| ATLANTIC COASTAL ACQUISTN CO | 048453104 | CLASS A COM | 370,000 | $3,705,550 | dollars as filed | |
| BILIBILI INC | 090040AF3 | NOTE 0.500%12/0 | 5,000,000 | $3,700,000 | dollars as filed | principal |
| AURORA ACQUISITION CORP | G0698L103 | CLASS A ORD SHS | 365,134 | $3,684,202 | dollars as filed | |
| SEAGATE TECHNOLOGY HLDNGS | G7997R103 | ORD SHS | 69,700 | $3,666,917 | dollars as filed | call |
| LENNAR CORP CL A | 526057104 | Stock | 40,000 | $3,620,000 | dollars as filed | put |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 57,100 | $3,611,004 | dollars as filed | put |
| Boeing Company | 097023105 | COM | 18,941 | $3,608,071 | dollars as filed | |
| Schlumberger Limited | 806857108 | COM | 67,000 | $3,581,820 | dollars as filed | call |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 12,400 | $3,580,872 | dollars as filed | call |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001725547-23-000053 | this filing | 2023-02-10 | acceptance time not in the bulk data set |