13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2023-03-31, filed 2023-05-09, with 1,542 holding rows worth $19,776,889,554.
- Accession
- 0001725547-23-000118
- Filer
- CIK 1426196
- Filed
- 2023-05-09
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2023
A holdings report, 1,542 entries on the cover page, a total value of $19,776,889,554 stated on the cover page (in dollars after the unit check, H1), rows summing to $19,776,889,554 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 |
|---|---|---|---|---|---|---|
| INVESCO QQQ TR | 46090E103 | COM | 16,392,300 | $5,260,780,839 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 10,057,300 | $3,227,689,289 | dollars as filed | put |
| SPY | 78462F103 | SHS | 1,615,000 | $661,164,850 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 2,149,200 | $354,403,080 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 4,000,000 | $302,200,000 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 896,100 | $258,345,630 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,309,000 | $239,834,980 | dollars as filed | call |
| Amazon.com, Inc | 023135106 | COM | 2,004,100 | $207,003,489 | dollars as filed | call |
| Amazon.com, Inc | 023135106 | COM | 1,922,100 | $198,533,709 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 692,200 | $143,603,812 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 3,520,000 | $138,899,200 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 832,500 | $137,279,250 | dollars as filed | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 614,700 | $130,279,518 | dollars as filed | put |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 834,600 | $126,032,946 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 427,600 | $118,774,452 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 371,500 | $107,103,450 | dollars as filed | call |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 45,320,000 | $95,144,692 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 906,300 | $94,010,499 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 903,200 | $93,932,800 | dollars as filed | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 435,400 | $92,278,676 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 3,108,000 | $91,779,240 | dollars as filed | call |
| WORLD WRESTLING ENTMT INC | 98156QAB4 | BOND | 21,874,000 | $79,774,478 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 168,200 | $79,489,638 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 700,000 | $76,727,000 | dollars as filed | put |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 37,850,000 | $76,513,775 | dollars as filed | principal |
| SPY | 78462F103 | SHS | 185,773 | $76,053,608 | dollars as filed | |
| KBR INC | 48242WAB2 | BOND | 34,478,000 | $75,041,367 | dollars as filed | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 37,500,000 | $73,218,750 | dollars as filed | principal |
| NOVA LTD | 66980MAB2 | BOND | 46,544,000 | $67,698,248 | dollars as filed | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 375,000 | $66,900,000 | dollars as filed | put |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 436,500 | $65,915,865 | dollars as filed | call |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 48,300,000 | $62,584,725 | dollars as filed | principal |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 59,510,000 | $62,515,255 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 1,155,100 | $60,382,853 | dollars as filed | call |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 800,000 | $57,216,000 | dollars as filed | put |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 20,000,000 | $56,590,000 | dollars as filed | principal |
| Salesforce.com, Inc | 79466L302 | COM | 278,400 | $55,618,752 | dollars as filed | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 429,400 | $55,590,124 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 285,172 | $50,874,685 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 276,600 | $50,678,652 | dollars as filed | put |
| COPA HOLDINGS SA | 21720AAB8 | BOND | 24,400,000 | $45,210,460 | dollars as filed | principal |
| ENCORE CAP GROUP INC | 292554AM4 | NOTE 3.250%10/0 | 33,424,000 | $45,155,824 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AD7 | NOTE 0.750% 7/0 | 20,000,000 | $44,860,000 | dollars as filed | principal |
| Texas Instruments Incorporated | 882508104 | COM | 240,500 | $44,735,405 | dollars as filed | call |
| LIVENT CORP | 53814LAB4 | BOND | 16,973,000 | $43,433,907 | dollars as filed | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 134,900 | $41,653,073 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 412,500 | $41,303,625 | dollars as filed | put |
| SPY | 78462F103 | SHS | 100,000 | $40,939,000 | dollars as filed | call |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 266,200 | $39,807,548 | dollars as filed | put |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 50,981,000 | $39,635,250 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 83,500 | $39,461,265 | dollars as filed | put |
| NUVASIVE INC | 670704AL9 | BOND | 38,750,000 | $38,485,757 | dollars as filed | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 526,000 | $37,619,520 | dollars as filed | call |
| Costco Wholesale Corporation | 22160K105 | COM | 75,200 | $37,364,624 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 366,000 | $37,031,880 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 159,300 | $36,454,212 | dollars as filed | put |
| Netflix, Inc | 64110L106 | COM | 104,200 | $35,999,016 | dollars as filed | put |
| Broadcom Inc. | 11135F101 | COM | 55,500 | $35,605,470 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 473,800 | $35,397,598 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 168,900 | $35,039,994 | dollars as filed | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 1,084,000 | $34,850,600 | dollars as filed | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 268,000 | $34,695,280 | dollars as filed | call |
| JPMorgan Chase & Co | 46625H100 | COM | 265,000 | $34,532,150 | dollars as filed | call |
| PURE STORAGE INC | 74624MAB8 | NOTE 0.125% 4/1 | 34,500,000 | $34,465,500 | dollars as filed | principal |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 582,900 | $33,790,713 | dollars as filed | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 102,300 | $33,463,353 | dollars as filed | put |
| AbbVie,Inc. | 00287Y109 | COM | 209,000 | $33,308,330 | dollars as filed | call |
| NVIDIA Corp | 67066G104 | COM | 118,900 | $33,026,853 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 111,800 | $32,994,416 | dollars as filed | call |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 34,235,000 | $32,934,070 | dollars as filed | principal |
| Home Depot, Inc | 437076102 | COM | 111,200 | $32,817,344 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 56,700 | $32,680,179 | dollars as filed | put |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 32,200,000 | $32,589,833 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 27,646,000 | $32,359,643 | dollars as filed | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 246,300 | $32,095,353 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 305,800 | $31,803,200 | dollars as filed | call |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 15,000,000 | $30,570,000 | dollars as filed | principal |
| HORIZON THERAPEUTICS PLC | G46188101 | SHS | 280,000 | $30,559,200 | dollars as filed | |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 30,893,000 | $30,367,819 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 1,051,000 | $30,058,600 | dollars as filed | put |
| Texas Instruments Incorporated | 882508104 | COM | 160,700 | $29,891,807 | dollars as filed | put |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 29,514,000 | $29,819,214 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 186,000 | $29,642,820 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 195,600 | $29,250,024 | dollars as filed | call |
| Chevron Corporation | 166764100 | COM | 177,900 | $29,026,164 | dollars as filed | put |
| Oracle Corporation | 68389X105 | COM | 311,100 | $28,907,412 | dollars as filed | put |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 27,200,000 | $28,818,400 | dollars as filed | principal |
| NEW RELIC INC | 64829BAB6 | NOTE 0.500% 5/0 | 27,722,000 | $27,650,304 | dollars as filed | principal |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 320,000 | $27,388,800 | dollars as filed | call |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 8,020,000 | $27,339,890 | dollars as filed | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 845,700 | $27,189,255 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 117,900 | $26,581,734 | dollars as filed | put |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 27,000,000 | $26,394,788 | dollars as filed | principal |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 599,820 | $26,308,105 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 662,900 | $26,158,034 | dollars as filed | put |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 17,335,000 | $25,976,498 | dollars as filed | principal |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 187,818 | $25,734,822 | dollars as filed | |
| Cisco Systems,Inc. | 17275R102 | COM | 481,700 | $25,180,868 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 125,200 | $25,012,456 | dollars as filed | call |
| Oracle Corporation | 68389X105 | COM | 269,100 | $25,004,772 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 301,500 | $24,973,245 | dollars as filed | put |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 23,000,000 | $24,943,500 | dollars as filed | principal |
| MasterCard, Inc | 57636Q104 | COM | 68,600 | $24,929,926 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 240,200 | $24,915,946 | dollars as filed | call |
| Danaher Corporation | 235851102 | COM | 97,900 | $24,674,716 | dollars as filed | call |
| Walmart Inc. | 931142103 | COM | 164,500 | $24,255,525 | dollars as filed | put |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 22,000,000 | $24,046,000 | dollars as filed | principal |
| Costco Wholesale Corporation | 22160K105 | COM | 48,100 | $23,899,447 | dollars as filed | call |
| Danaher Corporation | 235851102 | COM | 94,400 | $23,792,576 | dollars as filed | put |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 800,000 | $23,624,000 | dollars as filed | put |
| DBX ETF TR XTRACK HRVST CSI | 233051879 | XTRACK HRVST CSI | 800,000 | $23,584,000 | dollars as filed | call |
| Vanguard Value ETF | 922908744 | SHS | 170,640 | $23,567,090 | dollars as filed | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 120,700 | $23,414,593 | dollars as filed | put |
| Visa Inc | 92826C839 | COM | 103,200 | $23,267,472 | dollars as filed | call |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 12,507,000 | $23,206,739 | dollars as filed | principal |
| Pfizer Inc. | 717081103 | COM | 566,600 | $23,117,280 | dollars as filed | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 267,600 | $22,903,884 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 125,100 | $22,805,730 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 679,800 | $22,209,066 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 120,461 | $22,070,864 | dollars as filed | |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 24,750,000 | $21,519,892 | dollars as filed | principal |
| WOLFSPEED INC | 225447AD3 | NOTE 1.750% 5/0 | 14,233,000 | $21,271,219 | dollars as filed | principal |
| Procter & Gamble Co | 742718109 | COM | 142,200 | $21,143,718 | dollars as filed | put |
| Eli Lilly and Company | 532457108 | COM | 60,800 | $20,879,936 | dollars as filed | put |
| Johnson & Johnson | 478160104 | COM | 133,500 | $20,692,500 | dollars as filed | call |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 204,500 | $20,691,310 | dollars as filed | call |
| CONMED CORP | 207410AF8 | BOND | 16,744,000 | $20,653,724 | dollars as filed | principal |
| MasterCard, Inc | 57636Q104 | COM | 56,700 | $20,605,347 | dollars as filed | call |
| VEECO INSTRS INC DEL | 922417AF7 | BOND | 12,000,000 | $19,940,423 | dollars as filed | principal |
| INVESCO QQQ TR | 46090E103 | COM | 61,880 | $19,859,148 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 191,180 | $19,746,982 | dollars as filed | |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 17,750,000 | $19,604,875 | dollars as filed | principal |
| CUTERA INC | 232109AB4 | NOTE 2.250% 3/1 | 19,350,000 | $19,460,350 | dollars as filed | principal |
| CHART INDS INC | 16115QAE0 | NOTE 1.000%11/1 | 9,000,000 | $19,453,500 | dollars as filed | principal |
| VARONIS SYS INC | 922280AB8 | BOND | 17,723,000 | $19,406,685 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 677,459 | $19,375,327 | dollars as filed | |
| NATERA INC | 632307AB0 | BOND | 11,895,000 | $19,347,785 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 124,700 | $19,328,500 | dollars as filed | put |
| Chevron Corporation | 166764100 | COM | 117,400 | $19,154,984 | dollars as filed | call |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 209,700 | $19,080,603 | dollars as filed | call |
| EXXON MOBIL CORP | 30231G102 | COM | 173,200 | $18,993,112 | dollars as filed | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 57,665 | $18,862,798 | dollars as filed | |
| HARMONIC INC | 413160AD4 | BOND | 10,700,000 | $18,552,659 | dollars as filed | principal |
| Qualcomm Incorporated | 747525103 | COM | 144,900 | $18,486,342 | dollars as filed | put |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 15,500,000 | $18,328,750 | dollars as filed | principal |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 12,712,000 | $18,106,296 | dollars as filed | principal |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 241,500 | $18,042,465 | dollars as filed | call |
| Walmart Inc. | 931142103 | COM | 121,500 | $17,915,175 | dollars as filed | call |
| Caterpillar Inc. | 149123101 | COM | 77,100 | $17,643,564 | dollars as filed | call |
| Adobe Inc | 00724F101 | COM | 45,700 | $17,611,409 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 276,800 | $17,169,904 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 230,200 | $17,106,162 | dollars as filed | call |
| Verizon Communications Inc | 92343V104 | COM | 438,300 | $17,045,487 | dollars as filed | put |
| ZILLOW GROUP INC | 98954MAG6 | NOTE 1.375% 9/0 | 14,102,000 | $16,732,023 | dollars as filed | principal |
| LI AUTO INC | 50202MAB8 | NOTE 0.250% 5/0 | 15,000,000 | $16,710,000 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 31,200,000 | $16,629,600 | dollars as filed | principal |
| PRA GROUP INC | 69354NAB2 | Convertible Debt | 16,700,000 | $16,616,500 | dollars as filed | principal |
| EXELON CORP COM | 30161N101 | Stock | 396,300 | $16,601,007 | dollars as filed | call |
| EXACT SCIENCES CORP | 30063PAD7 | 2.000 03/01/30 CVT | 15,000,000 | $16,567,500 | dollars as filed | principal |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 13,000,000 | $16,548,489 | dollars as filed | principal |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 285,000 | $16,521,450 | dollars as filed | call |
| NIKE,Inc. Class B | 654106103 | COM | 134,100 | $16,446,024 | dollars as filed | put |
| Linde plc | G54950103 | COM | 46,200 | $16,421,328 | dollars as filed | put |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 17,950,000 | $16,379,375 | dollars as filed | principal |
| Granite Construction Inc | 387328AB3 | CV | 12,000,000 | $16,308,600 | dollars as filed | principal |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 17,610,000 | $16,286,810 | dollars as filed | principal |
| Boeing Company | 097023105 | COM | 76,400 | $16,229,652 | dollars as filed | put |
| Union Pacific Corporation | 907818108 | COM | 80,200 | $16,141,052 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 159,900 | $16,010,787 | dollars as filed | call |
| Microsoft Corp | 594918104 | COM | 55,149 | $15,899,457 | dollars as filed | |
| EVOLENT HEALTH INC | 30050BAF8 | NOTE 3.500%12/0 | 8,500,000 | $15,867,178 | dollars as filed | principal |
| MANNKIND CORP | 56400PAQ5 | NOTE 2.500% 3/0 | 15,000,000 | $15,634,553 | dollars as filed | principal |
| ServiceNow,Inc. | 81762P102 | COM | 33,300 | $15,475,176 | dollars as filed | put |
| Morgan Stanley | 617446448 | COM | 174,600 | $15,329,880 | dollars as filed | put |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 225,300 | $15,250,557 | dollars as filed | put |
| Analog Devices,Inc. | 032654105 | COM | 77,300 | $15,245,106 | dollars as filed | call |
| HESKA CORP | 42805EAB4 | BOND | 11,600,000 | $15,184,400 | dollars as filed | principal |
| Progressive Corporation | 743315103 | COM | 105,700 | $15,121,442 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 48,600 | $15,006,222 | dollars as filed | call |
| PERFICIENT INC | 71375UAD3 | NOTE 1.250% 8/0 | 10,043,000 | $14,979,135 | dollars as filed | principal |
| Analog Devices,Inc. | 032654105 | COM | 75,800 | $14,949,276 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 199,300 | $14,809,983 | dollars as filed | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 177,700 | $14,718,891 | dollars as filed | call |
| ATI INC | 01741RAK8 | BOND | 5,655,000 | $14,683,208 | dollars as filed | principal |
| Lockheed Martin Corporation | 539830109 | COM | 31,000 | $14,654,630 | dollars as filed | put |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 15,894,000 | $14,614,533 | dollars as filed | principal |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 13,000,000 | $14,611,893 | dollars as filed | principal |
| Accenture Plc Class A | G1151C101 | COM | 51,000 | $14,576,310 | dollars as filed | put |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 16,682,000 | $14,572,286 | dollars as filed | principal |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 15,500,000 | $14,406,289 | dollars as filed | principal |
| VMWARE, INC. | 928563402 | CL A COM | 115,000 | $14,357,750 | dollars as filed | |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 12,000,000 | $14,194,666 | dollars as filed | principal |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 150,000 | $13,953,000 | dollars as filed | call |
| EXACT SCIENCES CORP | 30063PAC9 | NOTE 0.375% 3/0 | 15,789,000 | $13,943,035 | dollars as filed | principal |
| S&P Global,Inc. | 78409V104 | COM | 40,300 | $13,894,231 | dollars as filed | put |
| UNITED RENTALS INC COM | 911363109 | Stock | 35,100 | $13,891,176 | dollars as filed | put |
| REPLIGEN CORP | 759916AB5 | BOND | 9,000,000 | $13,844,208 | dollars as filed | principal |
| FISERV INC | 337738108 | COM | 121,600 | $13,744,448 | dollars as filed | put |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 7,080,000 | $13,695,632 | dollars as filed | principal |
| Duke Energy Corporation | 26441C204 | COM | 141,700 | $13,669,799 | dollars as filed | put |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 13,195,000 | $13,571,058 | dollars as filed | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 195,100 | $13,522,381 | dollars as filed | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 29,000 | $13,389,880 | dollars as filed | put |
| TXNM ENERGY INC COM | 69349H107 | Stock | 273,859 | $13,331,456 | dollars as filed | |
| Citigroup Inc. | 172967424 | COM | 284,300 | $13,330,827 | dollars as filed | put |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 19,700,000 | $13,303,993 | dollars as filed | principal |
| Starbucks Corporation | 855244109 | COM | 127,600 | $13,286,988 | dollars as filed | call |
| Bank of America Corp | 060505104 | COM | 463,500 | $13,256,100 | dollars as filed | call |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 12,000,000 | $13,251,221 | dollars as filed | principal |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 18,698,000 | $13,200,788 | dollars as filed | principal |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 300,000 | $13,167,000 | dollars as filed | call |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 12,674,000 | $12,763,623 | dollars as filed | principal |
| NextEra Energy,Inc. | 65339F101 | COM | 163,700 | $12,617,996 | dollars as filed | put |
| ALPHATEC HLDGS INC | 02081GAB8 | NOTE 0.750% 8/0 | 11,520,000 | $12,312,000 | dollars as filed | principal |
| Starbucks Corporation | 855244109 | COM | 115,300 | $12,006,189 | dollars as filed | put |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 7,500,000 | $11,913,750 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 10,200,000 | $11,715,542 | dollars as filed | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 108,100 | $11,500,759 | dollars as filed | put |
| Charles Schwab Corp | 808513105 | COM | 218,500 | $11,445,030 | dollars as filed | put |
| SEA LTD | 81141RAG5 | NOTE 0.250% 9/1 | 14,500,000 | $11,433,250 | dollars as filed | principal |
| Pfizer Inc. | 717081103 | COM | 278,200 | $11,350,560 | dollars as filed | call |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 12,250,000 | $11,319,000 | dollars as filed | principal |
| Netflix, Inc | 64110L106 | COM | 32,700 | $11,297,196 | dollars as filed | call |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 7,900,000 | $10,995,220 | dollars as filed | principal |
| Elevance Health, Inc. | 036752103 | COM | 23,900 | $10,989,459 | dollars as filed | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 111,900 | $10,958,367 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 39,000 | $10,904,790 | dollars as filed | put |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 13,417,000 | $10,861,062 | dollars as filed | principal |
| Intuit Inc. | 461202103 | COM | 24,200 | $10,789,086 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 559,700 | $10,774,225 | dollars as filed | put |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 429,400 | $10,666,296 | dollars as filed | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 113,400 | $10,647,126 | dollars as filed | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 138,700 | $10,532,878 | dollars as filed | put |
| ALBERTSONS COMPANIES INC COMMON STOCK | 013091103 | Stock | 500,000 | $10,390,000 | dollars as filed | |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 13,090,000 | $10,344,513 | dollars as filed | principal |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 11,019,000 | $10,337,199 | dollars as filed | principal |
| BAIDU INC SPON ADR REP A | 056752108 | ADR | 68,461 | $10,332,134 | dollars as filed | |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 12,002,000 | $10,189,698 | dollars as filed | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 11,000,000 | $10,157,483 | dollars as filed | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 17,500 | $10,086,475 | dollars as filed | call |
| ALTAIR ENGR INC | 021369AA1 | BOND | 6,429,000 | $10,058,171 | dollars as filed | principal |
| VanEck High Yield Muni ETF | 92189H409 | SHS | 193,500 | $10,011,690 | dollars as filed | |
| TECHTARGET INC | 87874RAB6 | NOTE 0.125%12/1 | 11,222,000 | $9,992,725 | dollars as filed | principal |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 31,600 | $9,956,212 | dollars as filed | put |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 12,500,000 | $9,935,989 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 253,700 | $9,866,393 | dollars as filed | call |
| TARGET CORP COM | 87612E106 | Stock | 59,500 | $9,854,985 | dollars as filed | put |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 115,772 | $9,829,043 | dollars as filed | |
| LAM RESEARCH CORP | 512807108 | COM | 18,100 | $9,595,172 | dollars as filed | put |
| Charles Schwab Corp | 808513105 | COM | 182,899 | $9,580,250 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 255,400 | $9,546,852 | dollars as filed | put |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 14,500,000 | $9,425,000 | dollars as filed | principal |
| Eli Lilly and Company | 532457108 | COM | 27,400 | $9,409,708 | dollars as filed | call |
| VMWARE, INC. | 928563402 | CL A COM | 75,000 | $9,363,750 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 32,600 | $9,115,286 | dollars as filed | call |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 14,000,000 | $9,065,000 | dollars as filed | principal |
| Micron Technology,Inc. | 595112103 | COM | 150,000 | $9,051,000 | dollars as filed | put |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 95,000 | $8,919,550 | dollars as filed | call |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 13,341,000 | $8,869,875 | dollars as filed | principal |
| PepsiCo,Inc. | 713448108 | COM | 48,400 | $8,823,320 | dollars as filed | call |
| International Business Machines Corporation | 459200101 | COM | 66,300 | $8,691,267 | dollars as filed | put |
| CARDLYTICS INC | 14161WAB1 | BOND | 20,160,000 | $8,618,400 | dollars as filed | principal |
| MODERNA INC | 60770K107 | COM | 55,300 | $8,492,974 | dollars as filed | put |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 92,100 | $8,380,179 | dollars as filed | put |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 59,400 | $8,367,678 | dollars as filed | call |
| Honeywell Technologies | 438516106 | COM | 43,500 | $8,313,720 | dollars as filed | put |
| EXELON CORP COM | 30161N101 | Stock | 197,900 | $8,290,031 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 50,000 | $8,245,000 | dollars as filed | |
| Pfizer Inc. | 717081103 | COM | 201,596 | $8,225,117 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 875,100 | $8,164,683 | dollars as filed | put |
| IQIYI INC SPONSORED ADS | 46267X108 | ADR | 1,102,300 | $8,024,744 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 104,100 | $8,024,028 | dollars as filed | call |
| Procter & Gamble Co | 742718109 | COM | 53,800 | $7,999,522 | dollars as filed | call |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 8,750,000 | $7,993,125 | dollars as filed | principal |
| 2U INC | 90214JAB7 | NOTE 2.250% 5/0 | 10,100,000 | $7,943,650 | dollars as filed | principal |
| Applied Materials,Inc. | 038222105 | COM | 64,600 | $7,934,818 | dollars as filed | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 11,800 | $7,895,616 | dollars as filed | put |
| Abbott Laboratories | 002824100 | COM | 77,500 | $7,847,650 | dollars as filed | put |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 114,100 | $7,723,429 | dollars as filed | call |
| SHERWIN WILLIAMS CO | 824348106 | COM | 33,900 | $7,619,703 | dollars as filed | put |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 13,000,000 | $7,598,500 | dollars as filed | principal |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 100,000 | $7,590,000 | dollars as filed | put |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 100,000 | $7,590,000 | dollars as filed | call |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 234,593 | $7,542,165 | dollars as filed | |
| Deere & Company | 244199105 | COM | 18,200 | $7,514,416 | dollars as filed | put |
| American Tower Corporation | 03027X100 | COM | 36,600 | $7,478,844 | dollars as filed | put |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 10,415,000 | $7,459,664 | dollars as filed | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAF5 | NOTE 0.750% 5/1 | 7,500,000 | $7,445,865 | dollars as filed | principal |
| Qualcomm Incorporated | 747525103 | COM | 58,100 | $7,412,398 | dollars as filed | call |
| MODEL N INC | 607525AB8 | NOTE 2.625% 6/0 | 6,065,000 | $7,387,928 | dollars as filed | principal |
| ILLUMINA INC | 452327109 | COM | 31,600 | $7,348,580 | dollars as filed | put |
| Accenture Plc Class A | G1151C101 | COM | 25,400 | $7,259,574 | dollars as filed | call |
| VERITONE INC | 92347MAB6 | NOTE 1.750%11/1 | 10,500,000 | $7,233,338 | dollars as filed | principal |
| PEGASYSTEMS INC | 705573AB9 | NOTE 0.750% 3/0 | 8,000,000 | $7,132,000 | dollars as filed | principal |
| FISKER INC | 33813J106 | CL A COM STK | 1,150,000 | $7,061,000 | dollars as filed | put |
| METLIFE INC COM | 59156R108 | Stock | 121,300 | $7,028,122 | dollars as filed | put |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 42,000 | $6,973,680 | dollars as filed | put |
| American Express Company | 025816109 | COM | 42,100 | $6,944,395 | dollars as filed | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 99,881 | $6,922,752 | dollars as filed | |
| IQIYI INC | 46267XAD0 | NOTE 2.000% 4/0 | 6,862,000 | $6,879,155 | dollars as filed | principal |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 7,000,000 | $6,699,000 | dollars as filed | principal |
| LIVEPERSON INC | 538146AB7 | BOND | 7,181,000 | $6,651,401 | dollars as filed | principal |
| Prologis,Inc. | 74340W103 | COM | 53,200 | $6,637,764 | dollars as filed | put |
| BECTON DICKINSON & CO | 075887109 | COM | 26,800 | $6,634,072 | dollars as filed | put |
| GRIFOLS S A | 398438408 | SP ADR REP B NVT | 900,000 | $6,633,000 | dollars as filed | |
| MOODYS CORP COM | 615369105 | Stock | 21,500 | $6,579,430 | dollars as filed | put |
| STRATEGY INC CL A NEW | 594972408 | Stock | 22,100 | $6,460,272 | dollars as filed | put |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 8,708,000 | $6,443,920 | dollars as filed | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 58,700 | $6,437,042 | dollars as filed | call |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 45,900 | $6,407,640 | dollars as filed | put |
| NIO INC | 62914VAF3 | NOTE 0.500% 2/0 | 8,000,000 | $6,400,226 | dollars as filed | principal |
| PERFICIENT INC | 71375UAF8 | BOND | 8,000,000 | $6,395,909 | dollars as filed | principal |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 13,800 | $6,371,736 | dollars as filed | call |
| SNAP INC | 83304AAH9 | NOTE 0.125% 3/0 | 9,000,000 | $6,358,500 | dollars as filed | principal |
| Automatic Data Processing,Inc. | 053015103 | COM | 28,500 | $6,344,955 | dollars as filed | call |
| OCCIDENTAL PETE CORP | 674599105 | COM | 101,200 | $6,317,916 | dollars as filed | put |
| NEVRO CORP | 64157FAC7 | NOTE 2.750% 4/0 | 6,667,000 | $6,266,980 | dollars as filed | principal |
| Wells Fargo & Company | 949746101 | COM | 167,204 | $6,250,086 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 494,400 | $6,229,440 | dollars as filed | put |
| Lowes Companies,Inc. | 548661107 | COM | 31,100 | $6,219,067 | dollars as filed | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 89,100 | $6,212,052 | dollars as filed | put |
| ATLAS ENERGY SOLUTIONS INC | 04930R107 | COM | 364,049 | $6,199,754 | dollars as filed | |
| Automatic Data Processing,Inc. | 053015103 | COM | 27,800 | $6,189,114 | dollars as filed | put |
| Stryker Corporation | 863667101 | COM | 21,600 | $6,166,152 | dollars as filed | put |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 5,000,000 | $6,157,500 | dollars as filed | principal |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 18,400 | $6,148,176 | dollars as filed | put |
| AIR PRODS & CHEMS INC | 009158106 | COM | 21,000 | $6,031,410 | dollars as filed | put |
| LIBERTY ENERGY INC | 53115L104 | COM CL A | 468,426 | $6,000,537 | dollars as filed | |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 29,100 | $5,943,384 | dollars as filed | put |
| MCKESSON CORP COM | 58155Q103 | Stock | 16,500 | $5,874,825 | dollars as filed | put |
| Duke Energy Corporation | 26441C204 | COM | 60,796 | $5,864,990 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 57,700 | $5,849,626 | dollars as filed | put |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 7,500,000 | $5,846,250 | dollars as filed | principal |
| Broadcom Inc. | 11135F101 | COM | 9,100 | $5,838,014 | dollars as filed | call |
| Philip Morris International Inc. | 718172109 | COM | 59,800 | $5,815,550 | dollars as filed | put |
| Medtronic Plc | G5960L103 | COM | 71,800 | $5,788,516 | dollars as filed | put |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 15,800 | $5,650,238 | dollars as filed | put |
| VMWARE, INC. | 928563402 | CL A COM | 45,200 | $5,643,220 | dollars as filed | call |
| Southern Company | 842587107 | COM | 80,500 | $5,601,190 | dollars as filed | put |
| Altria Group Inc | 02209S103 | COM | 125,100 | $5,581,962 | dollars as filed | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 152,100 | $5,579,028 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 89,200 | $5,533,076 | dollars as filed | call |
| Morgan Stanley | 617446448 | COM | 62,900 | $5,522,620 | dollars as filed | call |
| 8X8 INC NEW | 282914AE0 | NOTE 4.000% 2/0 | 6,191,000 | $5,486,774 | dollars as filed | principal |
| WORLD WRESTLING ENTMT INC | 98156Q108 | CL A | 60,000 | $5,475,600 | dollars as filed | call |
| NIKE,Inc. Class B | 654106103 | COM | 44,600 | $5,469,744 | dollars as filed | call |
| AT&T Inc | 00206R102 | COM | 283,700 | $5,461,225 | dollars as filed | call |
| FASTLY INC | 31188VAB6 | NOTE 3/1 | 6,800,000 | $5,426,400 | dollars as filed | principal |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 8,300,000 | $5,352,299 | dollars as filed | principal |
| TJX Companies Inc | 872540109 | COM | 67,300 | $5,273,628 | dollars as filed | put |
| Cigna Corporation | 125523100 | COM | 20,600 | $5,263,918 | dollars as filed | put |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 6,200,000 | $5,261,844 | dollars as filed | principal |
| NATIONAL INSTRS CORP | 636518102 | COM | 100,000 | $5,241,000 | dollars as filed | |
| VICI PPTYS INC COM | 925652109 | REIT | 160,104 | $5,222,592 | dollars as filed | |
| NEWMONT CORP | 651639106 | COM | 105,500 | $5,171,610 | dollars as filed | call |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 40,400 | $5,134,840 | dollars as filed | put |
| Intuit Inc. | 461202103 | COM | 11,500 | $5,127,045 | dollars as filed | call |
| Amgen Inc. | 031162100 | COM | 21,100 | $5,100,925 | dollars as filed | put |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 24,000 | $5,088,000 | dollars as filed | put |
| General Electric Company | 369604301 | COM | 53,000 | $5,066,800 | dollars as filed | put |
| Gilead Sciences,Inc. | 375558103 | COM | 60,400 | $5,011,388 | dollars as filed | put |
| PPG INDS INC COM | 693506107 | Stock | 37,500 | $5,009,250 | dollars as filed | put |
| BIOGEN INC COM | 09062X103 | Stock | 17,900 | $4,976,737 | dollars as filed | put |
| Lockheed Martin Corporation | 539830109 | COM | 10,500 | $4,963,665 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 130,900 | $4,962,419 | dollars as filed | put |
| Medtronic Plc | G5960L103 | COM | 61,500 | $4,958,130 | dollars as filed | call |
| Stryker Corporation | 863667101 | COM | 17,300 | $4,938,631 | dollars as filed | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 47,260 | $4,915,040 | dollars as filed | |
| HERSHEY CO COM | 427866108 | Stock | 19,200 | $4,884,672 | dollars as filed | put |
| Citigroup Inc. | 172967424 | COM | 103,534 | $4,854,709 | dollars as filed | |
| Comcast Corp | 20030N101 | COM | 127,200 | $4,822,152 | dollars as filed | call |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 24,200 | $4,813,138 | dollars as filed | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 48,800 | $4,778,984 | dollars as filed | call |
| Wells Fargo & Company | 949746101 | COM | 127,600 | $4,769,688 | dollars as filed | call |
| PIMCO ETF TR | 72201R783 | 0-5 HIGH YIELD | 51,900 | $4,738,989 | dollars as filed | |
| CALLAWAY GOLF CO | 131193AE4 | NOTE 2.750% 5/0 | 3,447,000 | $4,725,837 | dollars as filed | principal |
| International Business Machines Corporation | 459200101 | COM | 36,000 | $4,719,240 | dollars as filed | call |
| CADIZ INC | 127537207 | COM NEW | 1,164,887 | $4,706,143 | dollars as filed | |
| Waste Management, Inc. | 94106L109 | COM | 28,800 | $4,699,296 | dollars as filed | put |
| Eaton Corp. Plc | G29183103 | COM | 27,400 | $4,694,716 | dollars as filed | put |
| Deere & Company | 244199105 | COM | 11,200 | $4,624,256 | dollars as filed | call |
| Intuitive Surgical,Inc. | 46120E602 | COM | 17,800 | $4,547,366 | dollars as filed | put |
| ETSY INC | 29786AAL0 | NOTE 0.125% 9/0 | 5,000,000 | $4,522,548 | dollars as filed | principal |
| Morgan Stanley | 617446448 | COM | 51,222 | $4,497,292 | dollars as filed | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 18,100 | $4,460,926 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 44,321 | $4,437,862 | dollars as filed | |
| 3M CO COM | 88579Y101 | Stock | 42,000 | $4,414,620 | dollars as filed | put |
| Honeywell Technologies | 438516106 | COM | 22,900 | $4,376,648 | dollars as filed | call |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 5,500,000 | $4,350,500 | dollars as filed | principal |
| PAYCHEX INC | 704326107 | COM | 37,900 | $4,342,961 | dollars as filed | put |
| S&P Global,Inc. | 78409V104 | COM | 12,559 | $4,329,966 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 23,743 | $4,328,349 | dollars as filed | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 32,000 | $4,314,560 | dollars as filed | put |
| KARYOPHARM THERAPEUTICS INC | 48576UAA4 | BOND | 5,500,000 | $4,263,913 | dollars as filed | principal |
| Citigroup Inc. | 172967424 | COM | 90,800 | $4,257,612 | dollars as filed | call |
| KLA CORP | 482480100 | COM | 10,600 | $4,231,202 | dollars as filed | put |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 280,000 | $4,228,000 | dollars as filed | put |
| ISHARES 10 Y INVE GRADE COR B | 464289511 | 10+ YR INVST GRD | 80,000 | $4,191,200 | dollars as filed | |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 4,928,000 | $4,186,336 | dollars as filed | principal |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 5,000,000 | $4,186,121 | dollars as filed | principal |
| American Tower Corporation | 03027X100 | COM | 20,400 | $4,168,536 | dollars as filed | call |
| Intel Corp | 458140100 | COM | 127,500 | $4,165,425 | dollars as filed | call |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 72,500 | $4,165,125 | dollars as filed | put |
| Home Depot, Inc | 437076102 | COM | 14,095 | $4,159,716 | dollars as filed | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 50,183 | $4,156,658 | dollars as filed | |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 237,000 | $4,149,870 | dollars as filed | put |
| HEALTH CATALYST INC | 42225TAB3 | BOND | 4,500,000 | $4,128,714 | dollars as filed | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 12,600 | $4,121,586 | dollars as filed | call |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 5,500,000 | $4,075,500 | dollars as filed | principal |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 49,000 | $4,053,770 | dollars as filed | put |
| Philip Morris International Inc. | 718172109 | COM | 41,600 | $4,045,600 | dollars as filed | call |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 98,500 | $4,029,635 | dollars as filed | put |
| AIR TRANS SVCS GROUP INC | 00922RAB1 | BOND | 4,223,000 | $4,024,941 | dollars as filed | principal |
| Altria Group Inc | 02209S103 | COM | 90,200 | $4,024,724 | dollars as filed | call |
| XOMETRY INC | 98423FAB5 | NOTE 1.000% 2/0 | 6,000,000 | $4,021,200 | dollars as filed | principal |
| ACCURAY INC DEL | 004397AK1 | NOTE 3.750% 6/0 | 4,500,000 | $4,016,298 | dollars as filed | principal |
| T-Mobile US,Inc. | 872590104 | COM | 27,700 | $4,012,068 | dollars as filed | call |
| Merck & Co.,Inc. | 58933Y105 | COM | 37,600 | $4,000,264 | dollars as filed | call |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 50,200 | $3,998,932 | dollars as filed | put |
| BECTON DICKINSON & CO | 075887109 | COM | 16,100 | $3,985,394 | dollars as filed | call |
| ZOETIS INC CL A | 98978V103 | Stock | 23,900 | $3,977,916 | dollars as filed | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 45,600 | $3,973,584 | dollars as filed | put |
| ACCOLADE INC | 00437EAB8 | NOTE 0.500% 4/0 | 5,000,000 | $3,952,151 | dollars as filed | principal |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 5,000,000 | $3,938,964 | dollars as filed | principal |
| GLOBAL PMTS INC | 37940X102 | COM | 37,300 | $3,925,452 | dollars as filed | put |
| Adobe Inc | 00724F101 | COM | 10,100 | $3,892,237 | dollars as filed | call |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 14,900 | $3,889,943 | dollars as filed | put |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 110,500 | $3,858,660 | dollars as filed | put |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 18,300 | $3,844,647 | dollars as filed | put |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 68,500 | $3,829,835 | dollars as filed | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 103,611 | $3,800,451 | dollars as filed | |
| SEMPRA COM | 816851109 | Stock | 25,100 | $3,794,116 | dollars as filed | put |
| UNITED RENTALS INC COM | 911363109 | Stock | 9,576 | $3,789,798 | dollars as filed | |
| Elevance Health, Inc. | 036752103 | COM | 8,200 | $3,770,442 | dollars as filed | call |
| INOTIV INC 3.25PCT 10/15/2027 | 45783QAB6 | Convertible Bond | 8,510,000 | $3,753,313 | dollars as filed | principal |
| NEWMONT CORP | 651639106 | COM | 76,400 | $3,745,128 | dollars as filed | put |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 17,600 | $3,700,928 | dollars as filed | put |
| CORTEVA INC COM | 22052L104 | Stock | 60,000 | $3,618,600 | dollars as filed | put |
| CONSOLIDATED EDISON INC | 209115104 | COM | 37,800 | $3,616,326 | dollars as filed | put |
| FEDEX CORP COM | 31428X106 | Stock | 15,800 | $3,610,142 | dollars as filed | put |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 48,400 | $3,520,616 | dollars as filed | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 26,200 | $3,516,564 | dollars as filed | put |
| SYNOPSYS INC COM | 871607107 | Stock | 9,100 | $3,514,875 | dollars as filed | put |
| BANDWIDTH INC | 05988JAB9 | NOTE 0.250% 3/0 | 4,500,000 | $3,513,435 | dollars as filed | principal |
| JETBLUE AWYS CORP | 477143101 | COM | 480,108 | $3,495,186 | dollars as filed | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 68,900 | $3,487,029 | dollars as filed | put |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 63,800 | $3,466,254 | dollars as filed | put |
| METLIFE INC COM | 59156R108 | Stock | 59,767 | $3,462,900 | dollars as filed | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 45,900 | $3,449,385 | dollars as filed | put |
| Chubb Limited | H1467J104 | COM | 17,700 | $3,436,986 | dollars as filed | put |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 41,600 | $3,424,512 | dollars as filed | put |
| ALBEMARLE CORP | 012653101 | COM | 15,300 | $3,381,912 | dollars as filed | put |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 9,900 | $3,374,316 | dollars as filed | put |
| COPART INC COM | 217204106 | Stock | 44,800 | $3,369,408 | dollars as filed | put |
| EBAY INC. COM | 278642103 | Stock | 75,800 | $3,363,246 | dollars as filed | call |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 3,500,000 | $3,358,250 | dollars as filed | principal |
| TARGET CORP COM | 87612E106 | Stock | 20,200 | $3,345,726 | dollars as filed | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 31,962 | $3,315,418 | dollars as filed | |
| Boeing Company | 097023105 | COM | 15,600 | $3,313,908 | dollars as filed | call |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 12,000,000 | $3,310,948 | dollars as filed | principal |
| Union Pacific Corporation | 907818108 | COM | 16,400 | $3,300,664 | dollars as filed | call |
| HCA Healthcare Inc | 40412C101 | COM | 12,500 | $3,296,000 | dollars as filed | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 37,400 | $3,259,036 | dollars as filed | call |
| DOLLAR GEN CORP COM | 256677105 | Stock | 15,300 | $3,220,038 | dollars as filed | call |
| Berkshire Hathaway Inc | 084670702 | COM | 10,405 | $3,212,752 | dollars as filed | |
| TOWER SEMICONDUCTOR LTD SHS NEW | M87915274 | Stock | 75,047 | $3,187,246 | dollars as filed | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 14,100 | $3,169,257 | dollars as filed | call |
| YY INC | 98426TAF3 | NOTE 1.375% 6/1 | 3,500,000 | $3,159,172 | dollars as filed | principal |
| T-Mobile US,Inc. | 872590104 | COM | 21,600 | $3,128,544 | dollars as filed | put |
| INTERNATIONAL FLAVORS&FRAGRANC COM | 459506101 | Stock | 33,900 | $3,117,444 | dollars as filed | put |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 10,600 | $3,110,570 | dollars as filed | put |
| TECHTARGET INC | 87874RAD2 | NOTE 12/1 | 4,000,000 | $3,108,000 | dollars as filed | principal |
| MARA HOLDINGS INC | 565788AB2 | NOTE 1.000%12/0 | 8,000,000 | $3,105,198 | dollars as filed | principal |
| CONSTELLATION ENERGY CORP COM | 21037T109 | Stock | 39,400 | $3,092,900 | dollars as filed | put |
| DOW HLDGS INC COM | 260557103 | Stock | 56,400 | $3,091,848 | dollars as filed | put |
| GENERAL MILLS INC COM | 370334104 | Stock | 35,900 | $3,068,014 | dollars as filed | put |
| Union Pacific Corporation | 907818108 | COM | 15,162 | $3,051,504 | dollars as filed | |
| LENNAR CORP CL A | 526057104 | Stock | 29,000 | $3,048,190 | dollars as filed | put |
| MODERNA INC | 60770K107 | COM | 19,834 | $3,046,106 | dollars as filed | |
| FASTENAL CO COM | 311900104 | Stock | 56,400 | $3,042,216 | dollars as filed | put |
| FORTINET INC COM | 34959E109 | Stock | 45,700 | $3,037,222 | dollars as filed | put |
| Gilead Sciences,Inc. | 375558103 | COM | 36,500 | $3,028,405 | dollars as filed | call |
| DOLLAR GEN CORP COM | 256677105 | Stock | 14,300 | $3,009,578 | dollars as filed | put |
| CROWN CASTLE INC COM | 22822V101 | REIT | 22,400 | $2,998,016 | dollars as filed | put |
| Abbott Laboratories | 002824100 | COM | 29,400 | $2,977,044 | dollars as filed | call |
| Johnson & Johnson | 478160104 | COM | 19,041 | $2,951,355 | dollars as filed | |
| HOLOGIC INC | 436440101 | COM | 36,500 | $2,945,550 | dollars as filed | put |
| SAFEHOLD INC | 78646V107 | COM | 100,000 | $2,937,000 | dollars as filed | |
| ServiceNow,Inc. | 81762P102 | COM | 6,300 | $2,927,736 | dollars as filed | call |
| Applied Materials,Inc. | 038222105 | COM | 23,600 | $2,898,788 | dollars as filed | call |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 12,700 | $2,898,267 | dollars as filed | call |
| Linde plc | G54950103 | COM | 8,100 | $2,879,064 | dollars as filed | call |
| REDFIN CORP | 75737FAC2 | NOTE 10/1 | 4,000,000 | $2,877,520 | dollars as filed | principal |
| Advanced Micro Devices,Inc. | 007903107 | COM | 29,300 | $2,871,693 | dollars as filed | put |
| OTIS WORLDWIDE CORP COM | 68902V107 | Stock | 34,000 | $2,869,600 | dollars as filed | put |
| Lowes Companies,Inc. | 548661107 | COM | 14,300 | $2,859,571 | dollars as filed | call |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 25,500 | $2,855,235 | dollars as filed | put |
| NORDSTROM INC | 655664100 | COM | 174,620 | $2,841,067 | dollars as filed | |
| INGERSOLL RAND INC COM | 45687V106 | Stock | 48,400 | $2,815,912 | dollars as filed | put |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 33,900 | $2,804,886 | dollars as filed | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001725547-23-000118 | this filing | 2023-05-09 | acceptance time not in the bulk data set |