13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2023-06-30, filed 2023-08-10, with 1,824 holding rows worth $20,237,094,695.
- Accession
- 0001725547-23-000224
- Filer
- CIK 1426196
- Filed
- 2023-08-10
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2023
A holdings report, 1,824 entries on the cover page, a total value of $20,237,094,695 stated on the cover page (in dollars after the unit check, H1), rows summing to $20,237,094,695 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 | 11,877,300 | $4,387,712,166 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 4,745,400 | $1,753,045,668 | dollars as filed | call |
| SPY | 78462F103 | SHS | 1,630,000 | $722,546,400 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 2,901,300 | $562,765,161 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 2,440,400 | $473,364,388 | dollars as filed | call |
| Microsoft Corp | 594918104 | COM | 1,181,900 | $402,484,226 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 4,750,000 | $356,582,500 | dollars as filed | put |
| SPY | 78462F103 | SHS | 680,000 | $301,430,400 | dollars as filed | call |
| NVIDIA Corp | 67066G104 | COM | 662,000 | $280,039,240 | dollars as filed | put |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 1,398,600 | $243,160,596 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 1,780,100 | $232,053,836 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 842,700 | $220,593,579 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 1,629,500 | $212,421,620 | dollars as filed | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 676,000 | $193,998,480 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 558,600 | $190,225,644 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 1,028,000 | $183,261,560 | dollars as filed | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,259,100 | $150,714,270 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 3,542,100 | $140,125,476 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 1,118,000 | $135,244,460 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 3,300,000 | $130,548,000 | dollars as filed | call |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 1,858,000 | $120,918,640 | dollars as filed | put |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 45,320,000 | $97,234,060 | dollars as filed | principal |
| INVESCO QQQ TR | 46090E103 | COM | 260,002 | $96,049,939 | dollars as filed | |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 1,256,000 | $93,358,480 | dollars as filed | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 517,400 | $89,955,164 | dollars as filed | call |
| NOVA LTD | 66980MAB2 | BOND | 55,544,000 | $89,037,032 | dollars as filed | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 298,400 | $85,634,832 | dollars as filed | call |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 830,000 | $83,763,600 | dollars as filed | call |
| UnitedHealth Group Inc | 91324P102 | COM | 173,800 | $83,535,232 | dollars as filed | call |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 627,600 | $83,301,348 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 450,000 | $80,221,500 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 453,100 | $76,940,911 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 700,000 | $75,698,000 | dollars as filed | put |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 37,800,000 | $75,325,950 | dollars as filed | principal |
| FTI CONSULTING INC | 302941AP4 | NOTE 2.000% 8/1 | 37,500,000 | $70,631,250 | dollars as filed | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,052,700 | $69,196,517 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 151,100 | $63,918,322 | dollars as filed | call |
| Broadcom Inc. | 11135F101 | COM | 72,700 | $63,062,161 | dollars as filed | put |
| KBR INC | 48242WAB2 | BOND | 24,478,000 | $62,737,114 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 1,175,000 | $60,794,500 | dollars as filed | call |
| Netflix, Inc | 64110L106 | COM | 134,600 | $59,289,954 | dollars as filed | put |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 69,981,000 | $59,046,469 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 22,850,000 | $58,918,725 | dollars as filed | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 800,000 | $58,000,000 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 169,600 | $57,833,600 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 266,300 | $56,258,538 | dollars as filed | put |
| Oracle Corporation | 68389X105 | COM | 471,900 | $56,198,571 | dollars as filed | put |
| LIVENT CORP | 53814LAB4 | BOND | 16,973,000 | $54,415,438 | dollars as filed | principal |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 495,100 | $53,134,132 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 356,200 | $51,805,728 | dollars as filed | put |
| Costco Wholesale Corporation | 22160K105 | COM | 94,900 | $51,092,262 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 659,600 | $48,922,532 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 405,400 | $48,526,380 | dollars as filed | call |
| COPA HOLDINGS SA | 21720AAB8 | BOND | 21,900,000 | $48,464,700 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 392,100 | $47,432,337 | dollars as filed | call |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 38,146,000 | $47,243,821 | dollars as filed | principal |
| Procter & Gamble Co | 742718109 | COM | 306,800 | $46,553,832 | dollars as filed | put |
| Eli Lilly and Company | 532457108 | COM | 96,800 | $45,397,264 | dollars as filed | put |
| Texas Instruments Incorporated | 882508104 | COM | 245,700 | $44,230,914 | dollars as filed | call |
| ENCORE CAP GROUP INC | 292554AM4 | NOTE 3.250%10/0 | 33,424,000 | $44,153,104 | dollars as filed | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 299,300 | $43,530,192 | dollars as filed | call |
| Walt Disney Co | 254687106 | COM | 484,000 | $43,211,520 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 223,300 | $41,817,391 | dollars as filed | put |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 35,200,000 | $41,201,600 | dollars as filed | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 40,200,000 | $40,617,120 | dollars as filed | principal |
| Caterpillar Inc. | 149123101 | COM | 164,200 | $40,401,410 | dollars as filed | put |
| EXXON MOBIL CORP | 30231G102 | COM | 371,800 | $39,875,550 | dollars as filed | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 300,400 | $39,872,092 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 125,600 | $39,016,384 | dollars as filed | put |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 34,514,000 | $36,994,653 | dollars as filed | principal |
| Home Depot, Inc | 437076102 | COM | 118,700 | $36,872,968 | dollars as filed | call |
| MasterCard, Inc | 57636Q104 | COM | 92,900 | $36,537,570 | dollars as filed | put |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 44,393,000 | $35,708,619 | dollars as filed | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 110,700 | $35,705,178 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 136,000 | $35,600,720 | dollars as filed | call |
| Walmart Inc. | 931142103 | COM | 222,200 | $34,925,396 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 185,176 | $34,677,910 | dollars as filed | |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 32,235,000 | $33,782,280 | dollars as filed | principal |
| CONMED CORP | 207410AF8 | BOND | 21,744,000 | $33,550,992 | dollars as filed | principal |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 195,600 | $33,214,836 | dollars as filed | call |
| UnitedHealth Group Inc | 91324P102 | COM | 68,900 | $33,116,096 | dollars as filed | put |
| Oracle Corporation | 68389X105 | COM | 277,300 | $33,023,657 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 138,700 | $32,938,476 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 1,113,100 | $31,934,839 | dollars as filed | put |
| Adobe Inc | 00724F101 | COM | 65,100 | $31,833,249 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 59,900 | $31,252,825 | dollars as filed | put |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 10,000,000 | $31,210,000 | dollars as filed | principal |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 369,800 | $31,174,140 | dollars as filed | call |
| Chevron Corporation | 166764100 | COM | 192,400 | $30,274,140 | dollars as filed | put |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 31,500,000 | $30,071,010 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 219,700 | $29,600,181 | dollars as filed | call |
| PepsiCo,Inc. | 713448108 | COM | 158,800 | $29,412,936 | dollars as filed | put |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 15,000,000 | $29,392,500 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 23,000,000 | $28,658,000 | dollars as filed | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 845,700 | $28,508,547 | dollars as filed | call |
| Johnson & Johnson | 478160104 | COM | 172,200 | $28,502,544 | dollars as filed | put |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 26,510,000 | $28,153,620 | dollars as filed | principal |
| Advanced Micro Devices,Inc. | 007903107 | COM | 244,300 | $27,828,213 | dollars as filed | put |
| NIKE,Inc. Class B | 654106103 | COM | 250,800 | $27,680,796 | dollars as filed | put |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 25,000,000 | $27,500,000 | dollars as filed | principal |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 20,000,000 | $27,388,000 | dollars as filed | principal |
| NATERA INC | 632307AB0 | BOND | 18,857,000 | $27,304,840 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 201,800 | $27,188,514 | dollars as filed | put |
| Costco Wholesale Corporation | 22160K105 | COM | 50,100 | $26,972,838 | dollars as filed | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 657,223 | $26,834,415 | dollars as filed | |
| Cisco Systems,Inc. | 17275R102 | COM | 501,200 | $25,932,088 | dollars as filed | put |
| Johnson & Johnson | 478160104 | COM | 155,700 | $25,771,464 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 107,600 | $25,552,848 | dollars as filed | call |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 8,020,000 | $25,423,400 | dollars as filed | principal |
| VMWARE, INC. | 928563402 | CL A COM | 175,000 | $25,145,750 | dollars as filed | put |
| MasterCard, Inc | 57636Q104 | COM | 63,200 | $24,856,560 | dollars as filed | call |
| Texas Instruments Incorporated | 882508104 | COM | 138,000 | $24,842,760 | dollars as filed | put |
| CHART INDS INC | 16115QAE0 | NOTE 1.000%11/1 | 9,000,000 | $24,718,500 | dollars as filed | principal |
| Intel Corp | 458140100 | COM | 732,500 | $24,494,800 | dollars as filed | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 135,100 | $24,216,675 | dollars as filed | put |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 12,507,000 | $24,125,740 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 830,397 | $23,824,090 | dollars as filed | |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 17,500,000 | $23,679,007 | dollars as filed | principal |
| Danaher Corporation | 235851102 | COM | 98,200 | $23,568,000 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 866,700 | $23,565,573 | dollars as filed | call |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 32,700,000 | $23,542,802 | dollars as filed | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 131,989 | $23,529,679 | dollars as filed | |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 71,734 | $23,137,084 | dollars as filed | |
| Pfizer Inc. | 717081103 | COM | 625,900 | $22,958,012 | dollars as filed | put |
| ServiceNow,Inc. | 81762P102 | COM | 39,700 | $22,310,209 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 204,500 | $21,946,940 | dollars as filed | call |
| Danaher Corporation | 235851102 | COM | 89,800 | $21,552,000 | dollars as filed | put |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 17,750,000 | $21,300,000 | dollars as filed | principal |
| Qualcomm Incorporated | 747525103 | COM | 177,400 | $21,117,696 | dollars as filed | put |
| LI AUTO INC | 50202MAB8 | NOTE 0.250% 5/0 | 15,000,000 | $20,520,000 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 14,700,000 | $20,270,493 | dollars as filed | principal |
| HARMONIC INC | 413160AD4 | BOND | 10,700,000 | $20,270,080 | dollars as filed | principal |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 22,000,000 | $20,196,000 | dollars as filed | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 19,674,000 | $20,183,573 | dollars as filed | principal |
| Walmart Inc. | 931142103 | COM | 128,200 | $20,150,476 | dollars as filed | call |
| VARONIS SYS INC | 922280AB8 | BOND | 17,723,000 | $19,699,115 | dollars as filed | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 241,800 | $19,626,906 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 46,188 | $19,538,448 | dollars as filed | |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 18,394,000 | $19,322,897 | dollars as filed | principal |
| HCI GROUP INC | 40416EAF0 | NOTE 4.750% 6/0 | 19,500,000 | $19,275,750 | dollars as filed | principal |
| Salesforce.com, Inc | 79466L302 | COM | 91,000 | $19,224,660 | dollars as filed | call |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 15,500,000 | $19,173,500 | dollars as filed | principal |
| Boeing Company | 097023105 | COM | 90,800 | $19,173,328 | dollars as filed | put |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 135,297 | $19,049,818 | dollars as filed | |
| Accenture Plc Class A | G1151C101 | COM | 61,400 | $18,946,812 | dollars as filed | put |
| Verizon Communications Inc | 92343V104 | COM | 508,800 | $18,922,272 | dollars as filed | put |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 285,000 | $18,547,800 | dollars as filed | call |
| Berkshire Hathaway Inc | 084670702 | COM | 54,200 | $18,482,200 | dollars as filed | call |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 20,500,000 | $18,396,694 | dollars as filed | principal |
| Linde plc | G54950103 | COM | 48,100 | $18,329,948 | dollars as filed | put |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 15,845,000 | $18,023,688 | dollars as filed | principal |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 17,550,000 | $17,962,425 | dollars as filed | principal |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 213,000 | $17,934,600 | dollars as filed | call |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 241,500 | $17,912,055 | dollars as filed | call |
| Union Pacific Corporation | 907818108 | COM | 87,200 | $17,842,864 | dollars as filed | put |
| REPLIGEN CORP | 759916AB5 | BOND | 13,500,000 | $17,765,662 | dollars as filed | principal |
| Morgan Stanley | 617446448 | COM | 207,300 | $17,703,420 | dollars as filed | put |
| S&P Global,Inc. | 78409V104 | COM | 43,500 | $17,438,715 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 288,600 | $17,379,492 | dollars as filed | put |
| VMWARE, INC. | 928563402 | CL A COM | 120,000 | $17,242,800 | dollars as filed | |
| PERFICIENT INC | 71375UAD3 | NOTE 1.250% 8/0 | 10,043,000 | $16,897,348 | dollars as filed | principal |
| International Business Machines Corporation | 459200101 | COM | 124,700 | $16,686,107 | dollars as filed | put |
| ATI INC | 01741RAK8 | BOND | 5,655,000 | $16,399,500 | dollars as filed | principal |
| CUTERA INC | 232109AB4 | NOTE 2.250% 3/1 | 19,350,000 | $16,324,822 | dollars as filed | principal |
| EXELON CORP COM | 30161N101 | Stock | 399,600 | $16,279,704 | dollars as filed | call |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 14,000,000 | $16,051,000 | dollars as filed | principal |
| MANNKIND CORP | 56400PAQ5 | NOTE 2.500% 3/0 | 15,000,000 | $16,050,000 | dollars as filed | principal |
| VAREX IMAGING CORP | 92214XAB2 | NOTE 4.000% 6/0 | 12,500,000 | $16,007,362 | dollars as filed | principal |
| UNITED RENTALS INC COM | 911363109 | Stock | 35,900 | $15,988,783 | dollars as filed | put |
| Lockheed Martin Corporation | 539830109 | COM | 34,600 | $15,929,148 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 176,600 | $15,766,848 | dollars as filed | call |
| Pfizer Inc. | 717081103 | COM | 428,663 | $15,723,359 | dollars as filed | |
| Coca-Cola Company | 191216100 | COM | 260,000 | $15,657,200 | dollars as filed | call |
| Merck & Co.,Inc. | 58933Y105 | COM | 135,500 | $15,635,345 | dollars as filed | put |
| FISERV INC | 337738108 | COM | 123,500 | $15,579,525 | dollars as filed | put |
| Netflix, Inc | 64110L106 | COM | 35,300 | $15,549,297 | dollars as filed | call |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 17,750,000 | $15,442,987 | dollars as filed | principal |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 14,110,000 | $15,398,177 | dollars as filed | principal |
| Charles Schwab Corp | 808513105 | COM | 268,200 | $15,201,576 | dollars as filed | put |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 12,400,000 | $15,196,200 | dollars as filed | principal |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 18,341,000 | $15,178,346 | dollars as filed | principal |
| Analog Devices,Inc. | 032654105 | COM | 77,400 | $15,078,294 | dollars as filed | call |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 15,000,000 | $15,009,000 | dollars as filed | principal |
| EVOLENT HEALTH INC | 30050BAF8 | NOTE 3.500%12/0 | 8,500,000 | $14,981,250 | dollars as filed | principal |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 14,000,000 | $14,826,000 | dollars as filed | principal |
| Eli Lilly and Company | 532457108 | COM | 31,500 | $14,772,870 | dollars as filed | call |
| Progressive Corporation | 743315103 | COM | 111,000 | $14,693,070 | dollars as filed | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 174,100 | $14,676,630 | dollars as filed | put |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 15,450,000 | $14,648,531 | dollars as filed | principal |
| Walt Disney Co | 254687106 | COM | 163,378 | $14,586,388 | dollars as filed | |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 15,519,000 | $14,578,161 | dollars as filed | principal |
| Citigroup Inc. | 172967424 | COM | 316,500 | $14,571,660 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 207,800 | $14,365,214 | dollars as filed | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 31,500 | $14,357,700 | dollars as filed | put |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 7,500,000 | $14,351,250 | dollars as filed | principal |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 218,300 | $14,285,552 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 47,800 | $14,263,998 | dollars as filed | put |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 14,635,000 | $14,144,728 | dollars as filed | principal |
| Intuit Inc. | 461202103 | COM | 30,500 | $13,974,795 | dollars as filed | put |
| Starbucks Corporation | 855244109 | COM | 139,500 | $13,818,870 | dollars as filed | put |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 12,712,000 | $13,808,467 | dollars as filed | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 214,800 | $13,736,460 | dollars as filed | put |
| Duke Energy Corporation | 26441C204 | COM | 152,800 | $13,712,272 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 477,200 | $13,690,868 | dollars as filed | call |
| Wells Fargo & Company | 949746101 | COM | 319,000 | $13,614,920 | dollars as filed | put |
| ENCORE CAP EUROPE FIN LTD | 29260UAA5 | BOND | 12,200,000 | $13,572,500 | dollars as filed | principal |
| TXNM ENERGY INC COM | 69349H107 | Stock | 300,000 | $13,530,000 | dollars as filed | |
| Analog Devices,Inc. | 032654105 | COM | 69,100 | $13,461,371 | dollars as filed | put |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 25,000,000 | $13,345,000 | dollars as filed | principal |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 15,182,000 | $13,255,784 | dollars as filed | principal |
| Starbucks Corporation | 855244109 | COM | 133,400 | $13,214,604 | dollars as filed | call |
| Pfizer Inc. | 717081103 | COM | 356,200 | $13,065,416 | dollars as filed | call |
| Applied Materials,Inc. | 038222105 | COM | 89,600 | $12,950,784 | dollars as filed | put |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 20,698,000 | $12,884,505 | dollars as filed | principal |
| HORIZON THERAPEUTICS PLC | G46188101 | SHS | 125,000 | $12,856,250 | dollars as filed | put |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 36,500 | $12,844,715 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 172,000 | $12,762,400 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 794,800 | $12,677,060 | dollars as filed | put |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 155,900 | $12,654,403 | dollars as filed | call |
| Procter & Gamble Co | 742718109 | COM | 82,200 | $12,473,028 | dollars as filed | call |
| Raytheon Technologies Corporation | 75513E101 | COM | 125,400 | $12,284,184 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 177,099 | $12,242,854 | dollars as filed | |
| WILLIS TOWERS WATSON PLC LTD SHS | G96629103 | Stock | 51,972 | $12,239,406 | dollars as filed | |
| Altria Group Inc | 02209S103 | COM | 267,600 | $12,122,280 | dollars as filed | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 180,300 | $12,031,419 | dollars as filed | put |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 12,000,000 | $11,910,000 | dollars as filed | principal |
| LAM RESEARCH CORP | 512807108 | COM | 18,500 | $11,892,910 | dollars as filed | put |
| Elevance Health, Inc. | 036752103 | COM | 25,900 | $11,507,111 | dollars as filed | put |
| CARDLYTICS INC | 14161WAB1 | BOND | 20,160,000 | $11,366,208 | dollars as filed | principal |
| Chevron Corporation | 166764100 | COM | 72,021 | $11,332,504 | dollars as filed | |
| International Business Machines Corporation | 459200101 | COM | 83,600 | $11,186,516 | dollars as filed | call |
| Charles Schwab Corp | 808513105 | COM | 196,160 | $11,118,349 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 173,675 | $11,106,516 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 174,100 | $10,987,451 | dollars as filed | put |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 12,002,000 | $10,897,816 | dollars as filed | principal |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 441,200 | $10,897,640 | dollars as filed | |
| Accenture Plc Class A | G1151C101 | COM | 34,800 | $10,738,584 | dollars as filed | call |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 11,000,000 | $10,678,141 | dollars as filed | principal |
| Broadcom Inc. | 11135F101 | COM | 12,200 | $10,582,646 | dollars as filed | call |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 115,200 | $10,578,816 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 35,300 | $10,533,873 | dollars as filed | call |
| ALTAIR ENGR INC | 021369AA1 | BOND | 6,429,000 | $10,514,630 | dollars as filed | principal |
| CONFLUENT INC | 20717MAB9 | NOTE 1/1 | 12,500,000 | $10,440,926 | dollars as filed | principal |
| EXXON MOBIL CORP | 30231G102 | COM | 97,200 | $10,424,700 | dollars as filed | call |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 10,250,000 | $10,419,125 | dollars as filed | principal |
| Honeywell Technologies | 438516106 | COM | 50,100 | $10,395,750 | dollars as filed | put |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 13,090,000 | $10,289,881 | dollars as filed | principal |
| JD.COM INC SPON ADS CL A | 47215P106 | ADR | 300,000 | $10,239,000 | dollars as filed | call |
| Amazon.com, Inc | 023135106 | COM | 77,525 | $10,106,159 | dollars as filed | |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 13,500,000 | $10,031,850 | dollars as filed | principal |
| Lowes Companies,Inc. | 548661107 | COM | 44,000 | $9,930,800 | dollars as filed | put |
| ALPHATEC HLDGS INC | 02081GAB8 | NOTE 0.750% 8/0 | 8,520,000 | $9,923,750 | dollars as filed | principal |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 11,417,000 | $9,920,668 | dollars as filed | principal |
| TECHTARGET INC | 87874RAB6 | NOTE 0.125%12/1 | 11,222,000 | $9,805,784 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 261,700 | $9,732,623 | dollars as filed | call |
| American Express Company | 025816109 | COM | 55,300 | $9,633,260 | dollars as filed | put |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 151,900 | $9,627,422 | dollars as filed | put |
| 2U INC | 90214JAB7 | NOTE 2.250% 5/0 | 14,600,000 | $9,621,400 | dollars as filed | principal |
| TARGET CORP COM | 87612E106 | Stock | 72,800 | $9,602,320 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 51,800 | $9,594,396 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 230,800 | $9,589,740 | dollars as filed | put |
| Deere & Company | 244199105 | COM | 23,600 | $9,562,484 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 18,200 | $9,495,850 | dollars as filed | call |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 14,500,000 | $9,409,543 | dollars as filed | principal |
| SHERWIN WILLIAMS CO | 824348106 | COM | 35,400 | $9,399,408 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 38,133 | $9,382,625 | dollars as filed | |
| SEA LTD | 81141RAG5 | NOTE 0.250% 9/1 | 11,500,000 | $9,286,250 | dollars as filed | principal |
| Duke Energy Corporation | 26441C204 | COM | 102,402 | $9,189,555 | dollars as filed | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 13,200 | $9,123,048 | dollars as filed | put |
| CASELLA WASTE SYS INC | 147448104 | CL A | 100,014 | $9,046,266 | dollars as filed | |
| Abbott Laboratories | 002824100 | COM | 82,900 | $9,037,758 | dollars as filed | put |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 60,600 | $8,820,330 | dollars as filed | call |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 95,100 | $8,733,033 | dollars as filed | call |
| Tesla Motors, Inc | 88160R101 | COM | 33,063 | $8,654,902 | dollars as filed | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 25,200 | $8,616,888 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 116,000 | $8,607,200 | dollars as filed | call |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 16,448 | $8,581,744 | dollars as filed | |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 5,082,000 | $8,580,143 | dollars as filed | principal |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 12,000,000 | $8,250,000 | dollars as filed | principal |
| Chevron Corporation | 166764100 | COM | 52,200 | $8,213,670 | dollars as filed | call |
| Medtronic Plc | G5960L103 | COM | 92,100 | $8,114,010 | dollars as filed | put |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 44,100 | $8,100,729 | dollars as filed | put |
| American Tower Corporation | 03027X100 | COM | 41,600 | $8,067,904 | dollars as filed | put |
| KENVUE INC | 49177J102 | COM | 300,957 | $7,951,284 | dollars as filed | |
| MODERNA INC | 60770K107 | COM | 64,300 | $7,812,450 | dollars as filed | put |
| NIKE,Inc. Class B | 654106103 | COM | 70,422 | $7,772,476 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 511,300 | $7,735,969 | dollars as filed | put |
| HORIZON THERAPEUTICS PLC | G46188101 | SHS | 75,100 | $7,724,035 | dollars as filed | |
| BECTON DICKINSON & CO | 075887109 | COM | 28,800 | $7,603,488 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 475,814 | $7,589,233 | dollars as filed | |
| AbbVie,Inc. | 00287Y109 | COM | 56,173 | $7,568,188 | dollars as filed | |
| STRATEGY INC CL A NEW | 594972408 | Stock | 22,100 | $7,567,482 | dollars as filed | put |
| Qualcomm Incorporated | 747525103 | COM | 63,500 | $7,559,040 | dollars as filed | call |
| General Electric Company | 369604301 | COM | 68,800 | $7,557,680 | dollars as filed | put |
| MOODYS CORP COM | 615369105 | Stock | 21,500 | $7,475,980 | dollars as filed | put |
| MODEL N INC | 607525AB8 | NOTE 2.625% 6/0 | 6,065,000 | $7,461,470 | dollars as filed | principal |
| MCKESSON CORP COM | 58155Q103 | Stock | 17,300 | $7,392,463 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 106,800 | $7,383,084 | dollars as filed | call |
| GRIFOLS S A | 398438408 | SP ADR REP B NVT | 800,000 | $7,328,000 | dollars as filed | |
| Morgan Stanley | 617446448 | COM | 84,880 | $7,248,752 | dollars as filed | |
| Gilead Sciences,Inc. | 375558103 | COM | 93,100 | $7,175,217 | dollars as filed | put |
| Philip Morris International Inc. | 718172109 | COM | 73,500 | $7,175,070 | dollars as filed | put |
| ZILLOW GROUP INC | 98954MAG6 | NOTE 1.375% 9/0 | 5,602,000 | $7,100,535 | dollars as filed | principal |
| METLIFE INC COM | 59156R108 | Stock | 125,600 | $7,100,168 | dollars as filed | put |
| Mondelez International,Inc. Class A | 609207105 | COM | 97,200 | $7,089,768 | dollars as filed | put |
| Automatic Data Processing,Inc. | 053015103 | COM | 31,800 | $6,989,322 | dollars as filed | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 57,755 | $6,986,622 | dollars as filed | |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 100,000 | $6,914,000 | dollars as filed | put |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 100,000 | $6,914,000 | dollars as filed | call |
| Automatic Data Processing,Inc. | 053015103 | COM | 31,400 | $6,901,406 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 57,486 | $6,881,074 | dollars as filed | |
| VERITONE INC | 92347MAB6 | NOTE 1.750%11/1 | 10,500,000 | $6,876,823 | dollars as filed | principal |
| OCCIDENTAL PETE CORP | 674599105 | COM | 116,500 | $6,850,200 | dollars as filed | put |
| Cigna Corporation | 125523100 | COM | 24,300 | $6,818,580 | dollars as filed | put |
| Amgen Inc. | 031162100 | COM | 30,400 | $6,749,408 | dollars as filed | put |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 19,000 | $6,719,160 | dollars as filed | put |
| AIR PRODS & CHEMS INC | 009158106 | COM | 22,400 | $6,709,472 | dollars as filed | put |
| CADIZ INC | 127537207 | COM NEW | 1,650,000 | $6,699,000 | dollars as filed | |
| Stryker Corporation | 863667101 | COM | 21,900 | $6,681,471 | dollars as filed | put |
| NIO INC | 62914VAF3 | NOTE 0.500% 2/0 | 8,000,000 | $6,680,000 | dollars as filed | principal |
| 8X8 INC NEW | 282914AE0 | NOTE 4.000% 2/0 | 7,691,000 | $6,679,738 | dollars as filed | principal |
| Prologis,Inc. | 74340W103 | COM | 54,000 | $6,622,020 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 154,900 | $6,611,132 | dollars as filed | call |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 14,500 | $6,609,100 | dollars as filed | call |
| PERFICIENT INC | 71375UAF8 | BOND | 8,000,000 | $6,600,701 | dollars as filed | principal |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 31,700 | $6,567,606 | dollars as filed | put |
| GENERAL MTRS CO COM | 37045V100 | Stock | 168,300 | $6,489,648 | dollars as filed | put |
| FISKER INC | 33813J106 | CL A COM STK | 1,150,000 | $6,486,000 | dollars as filed | put |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 98,800 | $6,465,472 | dollars as filed | call |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 8,708,000 | $6,454,805 | dollars as filed | principal |
| SNAP INC | 83304AAH9 | NOTE 0.125% 3/0 | 9,000,000 | $6,421,500 | dollars as filed | principal |
| TJX Companies Inc | 872540109 | COM | 75,700 | $6,418,603 | dollars as filed | put |
| Waste Management, Inc. | 94106L109 | COM | 36,500 | $6,329,830 | dollars as filed | put |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 17,200 | $6,318,764 | dollars as filed | put |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 53,800 | $6,310,740 | dollars as filed | put |
| CUTERA INC | 232109AD0 | NOTE 2.250% 6/0 | 10,000,000 | $6,263,397 | dollars as filed | principal |
| Intuit Inc. | 461202103 | COM | 13,500 | $6,185,565 | dollars as filed | call |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 129,600 | $6,161,184 | dollars as filed | put |
| NEVRO CORP | 64157FAC7 | NOTE 2.750% 4/0 | 6,667,000 | $6,160,308 | dollars as filed | principal |
| Eaton Corp. Plc | G29183103 | COM | 30,400 | $6,113,440 | dollars as filed | put |
| 3D SYS CORP DEL | 88554DAD8 | NOTE 11/1 | 8,000,000 | $6,085,000 | dollars as filed | principal |
| ILLUMINA INC | 452327109 | COM | 32,200 | $6,037,178 | dollars as filed | put |
| INSULET CORP | 45784PAK7 | NOTE 0.375% 9/0 | 4,335,000 | $5,975,798 | dollars as filed | principal |
| Morgan Stanley | 617446448 | COM | 69,700 | $5,952,380 | dollars as filed | call |
| Merck & Co.,Inc. | 58933Y105 | COM | 51,500 | $5,942,585 | dollars as filed | call |
| Medtronic Plc | G5960L103 | COM | 67,400 | $5,937,940 | dollars as filed | call |
| Ascendis Pharma A/S | 04351PAD3 | Convertible bond | 6,500,000 | $5,931,250 | dollars as filed | principal |
| JETBLUE AWYS CORP | 477143101 | COM | 668,453 | $5,922,494 | dollars as filed | |
| Southern Company | 842587107 | COM | 83,400 | $5,858,850 | dollars as filed | put |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 91,500 | $5,799,270 | dollars as filed | call |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 25,500 | $5,782,380 | dollars as filed | put |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 8,160,000 | $5,774,025 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 875,100 | $5,766,909 | dollars as filed | put |
| EXXON MOBIL CORP | 30231G102 | COM | 53,495 | $5,737,339 | dollars as filed | |
| PPG INDS INC COM | 693506107 | Stock | 38,600 | $5,724,380 | dollars as filed | put |
| KLA CORP | 482480100 | COM | 11,700 | $5,674,734 | dollars as filed | put |
| PHILLIPS 66 COM | 718546104 | Stock | 59,200 | $5,646,496 | dollars as filed | put |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 25,000 | $5,619,250 | dollars as filed | put |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 44,600 | $5,617,370 | dollars as filed | put |
| Stryker Corporation | 863667101 | COM | 18,400 | $5,613,656 | dollars as filed | call |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 7,500,000 | $5,587,500 | dollars as filed | principal |
| I3 VERTICALS LLC | 44933TAB2 | NOTE 1.000% 2/1 | 6,000,000 | $5,546,250 | dollars as filed | principal |
| Adobe Inc | 00724F101 | COM | 11,300 | $5,525,587 | dollars as filed | call |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 66,100 | $5,502,825 | dollars as filed | put |
| Comcast Corp | 20030N101 | COM | 131,500 | $5,463,825 | dollars as filed | call |
| Advanced Micro Devices,Inc. | 007903107 | COM | 47,600 | $5,422,116 | dollars as filed | call |
| Verizon Communications Inc | 92343V104 | COM | 144,642 | $5,379,236 | dollars as filed | |
| FEDEX CORP COM | 31428X106 | Stock | 21,600 | $5,354,640 | dollars as filed | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 54,500 | $5,338,820 | dollars as filed | call |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 6,200,000 | $5,312,861 | dollars as filed | principal |
| Deere & Company | 244199105 | COM | 13,000 | $5,267,470 | dollars as filed | call |
| NIKE,Inc. Class B | 654106103 | COM | 47,300 | $5,220,501 | dollars as filed | call |
| ZOETIS INC CL A | 98978V103 | Stock | 30,000 | $5,166,300 | dollars as filed | put |
| BIOGEN INC COM | 09062X103 | Stock | 18,100 | $5,155,785 | dollars as filed | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 61,796 | $5,150,697 | dollars as filed | |
| KARYOPHARM THERAPEUTICS INC | 48576UAA4 | BOND | 7,500,000 | $5,118,750 | dollars as filed | principal |
| EMERSON ELEC CO COM | 291011104 | Stock | 56,600 | $5,116,074 | dollars as filed | put |
| HERSHEY CO COM | 427866108 | Stock | 20,300 | $5,068,910 | dollars as filed | put |
| Lockheed Martin Corporation | 539830109 | COM | 11,000 | $5,064,180 | dollars as filed | call |
| SUNRUN INC | 86771W105 | COM | 280,000 | $5,000,800 | dollars as filed | put |
| MODERNA INC | 60770K107 | COM | 40,812 | $4,958,658 | dollars as filed | |
| Philip Morris International Inc. | 718172109 | COM | 50,700 | $4,949,334 | dollars as filed | call |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 122,800 | $4,912,000 | dollars as filed | put |
| Citigroup Inc. | 172967424 | COM | 106,600 | $4,907,864 | dollars as filed | call |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 20,900 | $4,901,468 | dollars as filed | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 15,100 | $4,870,354 | dollars as filed | call |
| Honeywell Technologies | 438516106 | COM | 23,400 | $4,855,500 | dollars as filed | call |
| Caterpillar Inc. | 149123101 | COM | 19,700 | $4,847,185 | dollars as filed | call |
| SYNOPSYS INC COM | 871607107 | Stock | 11,000 | $4,789,510 | dollars as filed | put |
| EDWARDS LIFESCIENCES CORP COM | 28176E108 | Stock | 50,300 | $4,744,799 | dollars as filed | put |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 81,800 | $4,744,400 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 63,120 | $4,738,418 | dollars as filed | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 24,100 | $4,732,758 | dollars as filed | put |
| PAYCHEX INC | 704326107 | COM | 41,900 | $4,687,353 | dollars as filed | put |
| TARGET CORP COM | 87612E106 | Stock | 35,335 | $4,660,687 | dollars as filed | |
| WOLFSPEED INC | 977852AB8 | NOTE 0.250% 2/1 | 6,000,000 | $4,626,000 | dollars as filed | principal |
| TRAVERE THERAPEUTICS INC | 89422G107 | COM | 300,000 | $4,608,000 | dollars as filed | put |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 4,750,000 | $4,595,625 | dollars as filed | principal |
| BECTON DICKINSON & CO | 075887109 | COM | 17,400 | $4,593,774 | dollars as filed | call |
| Intel Corp | 458140100 | COM | 136,700 | $4,571,248 | dollars as filed | call |
| MARATHON PETE CORP COM | 56585A102 | Stock | 39,100 | $4,559,060 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 283,700 | $4,525,015 | dollars as filed | call |
| Boeing Company | 097023105 | COM | 21,400 | $4,518,824 | dollars as filed | call |
| Abbott Laboratories | 002824100 | COM | 41,300 | $4,502,526 | dollars as filed | call |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 47,100 | $4,454,718 | dollars as filed | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 66,688 | $4,450,090 | dollars as filed | |
| INOTIV INC 3.25PCT 10/15/2027 | 45783QAB6 | Convertible Bond | 8,610,000 | $4,428,258 | dollars as filed | principal |
| ACCURAY INC DEL | 004397AK1 | NOTE 3.750% 6/0 | 4,500,000 | $4,410,000 | dollars as filed | principal |
| 3M CO COM | 88579Y101 | Stock | 44,000 | $4,403,960 | dollars as filed | put |
| FASTLY INC | 31188VAB6 | NOTE 3/1 | 5,300,000 | $4,396,350 | dollars as filed | principal |
| Altria Group Inc | 02209S103 | COM | 96,800 | $4,385,040 | dollars as filed | call |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 5,500,000 | $4,375,250 | dollars as filed | principal |
| ATLAS ENERGY SOLUTIONS INC | 04930R107 | COM | 251,901 | $4,373,001 | dollars as filed | |
| ALBERTSONS COMPANIES INC COMMON STOCK | 013091103 | Stock | 200,000 | $4,364,000 | dollars as filed | |
| Citigroup Inc. | 172967424 | COM | 94,275 | $4,340,421 | dollars as filed | |
| BRIDGEBIO PHARMA INC | 10806XAB8 | NOTE 2.500% 3/1 | 5,500,000 | $4,332,448 | dollars as filed | principal |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 249,000 | $4,287,780 | dollars as filed | put |
| American Tower Corporation | 03027X100 | COM | 22,100 | $4,286,074 | dollars as filed | call |
| LENNAR CORP CL A | 526057104 | Stock | 34,200 | $4,285,602 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 12,567 | $4,279,566 | dollars as filed | |
| Qualcomm Incorporated | 747525103 | COM | 35,584 | $4,235,919 | dollars as filed | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 109,680 | $4,229,261 | dollars as filed | |
| KODIAK GAS SVCS INC | 50012A108 | COM | 260,000 | $4,222,400 | dollars as filed | |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 87,200 | $4,215,248 | dollars as filed | put |
| PIMCO ETF TR | 72201R783 | 0-5 HIGH YIELD | 46,200 | $4,212,978 | dollars as filed | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 11,300 | $4,178,175 | dollars as filed | put |
| METLIFE INC COM | 59156R108 | Stock | 73,604 | $4,160,834 | dollars as filed | |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 250,000 | $4,125,000 | dollars as filed | put |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 5,000,000 | $4,119,427 | dollars as filed | principal |
| SHERWIN WILLIAMS CO | 824348106 | COM | 15,500 | $4,115,560 | dollars as filed | call |
| COPART INC COM | 217204106 | Stock | 44,800 | $4,086,208 | dollars as filed | put |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 29,500 | $4,072,770 | dollars as filed | put |
| FORTINET INC COM | 34959E109 | Stock | 53,800 | $4,066,742 | dollars as filed | put |
| ADTRAN HOLDINGS INC | 00486H105 | COM | 385,326 | $4,057,483 | dollars as filed | |
| T-Mobile US,Inc. | 872590104 | COM | 29,200 | $4,055,880 | dollars as filed | call |
| AON PLC SHS CL A | G0403H108 | Stock | 11,700 | $4,038,840 | dollars as filed | put |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 16,400 | $4,036,532 | dollars as filed | put |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 12,200 | $4,019,290 | dollars as filed | put |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 5,000,000 | $4,017,500 | dollars as filed | principal |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 13,000,000 | $4,002,933 | dollars as filed | principal |
| NANOSTRING TECHNOLOGIES INC | 63009RAD1 | BOND | 5,000,000 | $3,965,117 | dollars as filed | principal |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 52,300 | $3,951,788 | dollars as filed | put |
| TOWER SEMICONDUCTOR LTD SHS NEW | M87915274 | Stock | 105,317 | $3,951,494 | dollars as filed | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 51,200 | $3,944,448 | dollars as filed | put |
| IVERIC BIO INC | 46583P102 | COM | 100,000 | $3,934,000 | dollars as filed | call |
| T-Mobile US,Inc. | 872590104 | COM | 28,300 | $3,930,870 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 91,646 | $3,911,451 | dollars as filed | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 71,200 | $3,894,640 | dollars as filed | put |
| NORWEGIAN CRUISE LINE HLDGS LT SHS | G66721104 | Stock | 178,600 | $3,888,122 | dollars as filed | put |
| WARNER BROS DISCOVERY INC COM SER A | 934423104 | Stock | 309,900 | $3,886,146 | dollars as filed | put |
| Lowes Companies,Inc. | 548661107 | COM | 17,200 | $3,882,040 | dollars as filed | call |
| ServiceNow,Inc. | 81762P102 | COM | 6,900 | $3,877,593 | dollars as filed | call |
| SEMPRA COM | 816851109 | Stock | 26,300 | $3,829,017 | dollars as filed | put |
| Elevance Health, Inc. | 036752103 | COM | 8,600 | $3,820,894 | dollars as filed | call |
| CONSTELLATION ENERGY CORP COM | 21037T109 | Stock | 41,700 | $3,817,635 | dollars as filed | put |
| ALBEMARLE CORP | 012653101 | COM | 17,100 | $3,814,839 | dollars as filed | put |
| CORTEVA INC COM | 22052L104 | Stock | 66,500 | $3,810,450 | dollars as filed | put |
| VEECO INSTRS INC DEL | 922417AF7 | BOND | 1,933,000 | $3,810,426 | dollars as filed | principal |
| HCA Healthcare Inc | 40412C101 | COM | 12,500 | $3,793,500 | dollars as filed | put |
| Applied Materials,Inc. | 038222105 | COM | 26,200 | $3,786,948 | dollars as filed | call |
| COINBASE GLOBAL INC | 19260QAB3 | NOTE 0.500% 6/0 | 5,000,000 | $3,782,129 | dollars as filed | principal |
| Chubb Limited | H1467J104 | COM | 19,600 | $3,774,176 | dollars as filed | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 42,100 | $3,771,739 | dollars as filed | put |
| Starbucks Corporation | 855244109 | COM | 38,041 | $3,768,341 | dollars as filed | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 8,202 | $3,738,472 | dollars as filed | |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 71,400 | $3,697,806 | dollars as filed | put |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 52,800 | $3,693,360 | dollars as filed | |
| GLOBAL PMTS INC | 37940X102 | COM | 37,300 | $3,674,796 | dollars as filed | put |
| Union Pacific Corporation | 907818108 | COM | 17,900 | $3,662,698 | dollars as filed | call |
| SUNRUN INC | 86771WAB1 | NOTE 2/0 | 5,000,000 | $3,615,000 | dollars as filed | principal |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 34,700 | $3,599,778 | dollars as filed | put |
| LIBERTY ENERGY INC | 53115L104 | COM CL A | 267,773 | $3,580,125 | dollars as filed | |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 31,000 | $3,579,880 | dollars as filed | put |
| BANDWIDTH INC | 05988JAB9 | NOTE 0.250% 3/0 | 4,500,000 | $3,561,359 | dollars as filed | principal |
| MARA HOLDINGS INC | 565788AB2 | NOTE 1.000%12/0 | 6,500,000 | $3,542,910 | dollars as filed | principal |
| NORDSTROM INC | 655664100 | COM | 172,428 | $3,529,601 | dollars as filed | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 27,916 | $3,516,020 | dollars as filed | |
| NEWMONT CORP | 651639106 | COM | 82,400 | $3,515,184 | dollars as filed | put |
| EBAY INC. COM | 278642103 | Stock | 77,700 | $3,472,413 | dollars as filed | call |
| DOW HLDGS INC COM | 260557103 | Stock | 65,100 | $3,467,226 | dollars as filed | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 16,900 | $3,459,092 | dollars as filed | put |
| SBA COMMUNICATIONS CORP CL A | 78410G104 | REIT | 14,900 | $3,453,224 | dollars as filed | put |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 3,500,000 | $3,417,750 | dollars as filed | principal |
| CONSOLIDATED EDISON INC | 209115104 | COM | 37,800 | $3,417,120 | dollars as filed | put |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 53,300 | $3,385,616 | dollars as filed | put |
| General Electric Company | 369604301 | COM | 30,700 | $3,372,395 | dollars as filed | call |
| FASTENAL CO COM | 311900104 | Stock | 57,000 | $3,362,430 | dollars as filed | put |
| Linde plc | G54950103 | COM | 8,800 | $3,353,504 | dollars as filed | call |
| FISERV INC | 337738108 | COM | 26,500 | $3,342,975 | dollars as filed | call |
| AUTODESK INC COM | 052769106 | Stock | 16,300 | $3,335,143 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 17,871 | $3,310,067 | dollars as filed | |
| ARTESIAN RES CORP | 043113208 | CL A | 70,035 | $3,307,053 | dollars as filed | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 120,548 | $3,277,700 | dollars as filed | |
| YY INC | 98426TAF3 | NOTE 1.375% 6/1 | 3,500,000 | $3,277,323 | dollars as filed | principal |
| REDFIN CORP | 75737FAC2 | NOTE 10/1 | 4,000,000 | $3,276,000 | dollars as filed | principal |
| NOVAVAX INC | 670002401 | COM NEW | 438,500 | $3,258,055 | dollars as filed | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 4,700 | $3,248,358 | dollars as filed | call |
| LAM RESEARCH CORP | 512807108 | COM | 5,000 | $3,214,300 | dollars as filed | call |
| OTIS WORLDWIDE CORP COM | 68902V107 | Stock | 36,000 | $3,204,360 | dollars as filed | put |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 19,100 | $3,198,868 | dollars as filed | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001725547-23-000224 | this filing | 2023-08-10 | acceptance time not in the bulk data set |