13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2023-09-30, filed 2023-11-13, with 2,081 holding rows worth $22,218,062,897.
- Accession
- 0001725547-23-001968
- Filer
- CIK 1426196
- Filed
- 2023-11-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2023
A holdings report, 2,081 entries on the cover page, a total value of $22,218,062,897 stated on the cover page (in dollars after the unit check, H1), rows summing to $22,218,062,897 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 | 8,319,600 | $2,980,663,092 | dollars as filed | put |
| SPY | 78462F103 | SHS | 5,039,500 | $2,154,285,460 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 6,007,400 | $2,152,271,198 | dollars as filed | call |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 10,132,600 | $698,338,792 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 18,267,700 | $693,259,215 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 2,803,100 | $479,918,751 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 1,322,400 | $417,547,800 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 755,000 | $328,417,450 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 3,700,000 | $272,764,000 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 2,135,000 | $271,401,200 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 805,700 | $254,399,775 | dollars as filed | call |
| Tesla Motors, Inc | 88160R101 | COM | 1,010,800 | $252,922,376 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 7,349,100 | $243,769,647 | dollars as filed | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 692,100 | $207,775,341 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,531,200 | $200,372,832 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 1,097,200 | $187,851,612 | dollars as filed | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 1,360,600 | $179,395,110 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 765,700 | $97,335,784 | dollars as filed | call |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 45,320,000 | $96,667,560 | dollars as filed | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 555,600 | $95,257,620 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 555,600 | $95,257,620 | dollars as filed | call |
| NOVA LTD | 66980MAB2 | BOND | 58,993,000 | $90,925,911 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 174,300 | $87,880,317 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 850,000 | $86,717,000 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 419,900 | $85,147,322 | dollars as filed | put |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 496,700 | $81,424,031 | dollars as filed | put |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 47,300,000 | $81,013,075 | dollars as filed | principal |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 795,500 | $80,647,790 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 551,200 | $79,935,024 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,278,900 | $75,591,113 | dollars as filed | call |
| Broadcom Inc. | 11135F101 | COM | 89,200 | $74,087,736 | dollars as filed | put |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 850,000 | $73,865,000 | dollars as filed | call |
| NVIDIA Corp | 67066G104 | COM | 168,600 | $73,339,314 | dollars as filed | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 243,000 | $72,951,030 | dollars as filed | call |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 713,600 | $72,344,768 | dollars as filed | call |
| Netflix, Inc | 64110L106 | COM | 185,800 | $70,158,080 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 519,700 | $68,007,942 | dollars as filed | call |
| SPY | 78462F103 | SHS | 155,425 | $66,441,079 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 117,400 | $66,326,304 | dollars as filed | put |
| Eli Lilly and Company | 532457108 | COM | 121,100 | $65,046,443 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 182,300 | $63,859,690 | dollars as filed | put |
| EXXON MOBIL CORP | 30231G102 | COM | 528,900 | $62,188,062 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 2,129,200 | $58,297,496 | dollars as filed | put |
| KBR INC | 48242WAB2 | BOND | 24,478,000 | $57,621,212 | dollars as filed | principal |
| Oracle Corporation | 68389X105 | COM | 531,700 | $56,317,664 | dollars as filed | put |
| Walmart Inc. | 931142103 | COM | 335,500 | $53,656,515 | dollars as filed | call |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 571,000 | $53,462,730 | dollars as filed | |
| Cisco Systems,Inc. | 17275R102 | COM | 972,200 | $52,265,472 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 168,100 | $50,793,096 | dollars as filed | put |
| UnitedHealth Group Inc | 91324P102 | COM | 99,400 | $50,116,486 | dollars as filed | put |
| Adobe Inc | 00724F101 | COM | 98,000 | $49,970,200 | dollars as filed | put |
| Visa Inc | 92826C839 | COM | 215,400 | $49,544,154 | dollars as filed | put |
| AbbVie,Inc. | 00287Y109 | COM | 331,500 | $49,413,390 | dollars as filed | put |
| Cisco Systems,Inc. | 17275R102 | COM | 911,500 | $49,002,240 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 333,000 | $48,291,660 | dollars as filed | call |
| Procter & Gamble Co | 742718109 | COM | 328,400 | $47,900,424 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 189,800 | $47,491,756 | dollars as filed | call |
| MasterCard, Inc | 57636Q104 | COM | 119,700 | $47,390,427 | dollars as filed | put |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 18,500,000 | $45,658,000 | dollars as filed | principal |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 622,029 | $45,022,459 | dollars as filed | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 341,200 | $44,987,220 | dollars as filed | call |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 46,481,000 | $44,958,747 | dollars as filed | principal |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 38,146,000 | $44,649,893 | dollars as filed | principal |
| ENCORE CAP GROUP INC | 292554AM4 | NOTE 3.250%10/0 | 33,424,000 | $43,635,032 | dollars as filed | principal |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 658,300 | $43,164,731 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 1,210,700 | $43,040,385 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 156,500 | $42,724,500 | dollars as filed | put |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 35,200,000 | $42,451,200 | dollars as filed | principal |
| NATERA INC | 632307AB0 | BOND | 31,752,000 | $42,150,780 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 270,600 | $42,145,950 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 516,000 | $41,821,800 | dollars as filed | put |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 37,371,000 | $41,014,673 | dollars as filed | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 125,500 | $40,608,035 | dollars as filed | put |
| Walmart Inc. | 931142103 | COM | 252,300 | $40,350,339 | dollars as filed | put |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 40,200,000 | $39,922,620 | dollars as filed | principal |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 265,000 | $39,196,150 | dollars as filed | put |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 265,000 | $39,196,150 | dollars as filed | call |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 32,514,000 | $38,509,582 | dollars as filed | principal |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 650,756 | $38,401,112 | dollars as filed | |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 25,788,000 | $37,779,420 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 1,373,500 | $37,606,430 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 124,000 | $37,467,840 | dollars as filed | call |
| CONMED CORP | 207410AF8 | BOND | 32,244,000 | $37,322,430 | dollars as filed | principal |
| LIVENT CORP | 53814LAB4 | BOND | 16,973,000 | $36,848,383 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 242,000 | $36,072,520 | dollars as filed | call |
| NIKE,Inc. Class B | 654106103 | COM | 371,100 | $35,484,582 | dollars as filed | put |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 1,300,000 | $34,983,000 | dollars as filed | put |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 1,300,000 | $34,983,000 | dollars as filed | call |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 340,021 | $34,471,329 | dollars as filed | |
| Walt Disney Co | 254687106 | COM | 419,500 | $34,000,475 | dollars as filed | call |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 196,013 | $33,606,429 | dollars as filed | |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 356,000 | $33,332,280 | dollars as filed | put |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 201,600 | $33,048,288 | dollars as filed | call |
| Texas Instruments Incorporated | 882508104 | COM | 206,900 | $32,899,169 | dollars as filed | call |
| ServiceNow,Inc. | 81762P102 | COM | 57,800 | $32,307,888 | dollars as filed | put |
| Intuit Inc. | 461202103 | COM | 63,100 | $32,240,314 | dollars as filed | put |
| CHART INDS INC | 16115QAE0 | NOTE 1.000%11/1 | 11,000,000 | $31,999,000 | dollars as filed | principal |
| Oracle Corporation | 68389X105 | COM | 300,500 | $31,828,960 | dollars as filed | call |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 358,700 | $31,655,275 | dollars as filed | put |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 32,235,000 | $31,074,540 | dollars as filed | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 60,100 | $30,420,817 | dollars as filed | put |
| Johnson & Johnson | 478160104 | COM | 191,200 | $29,779,400 | dollars as filed | call |
| International Business Machines Corporation | 459200101 | COM | 212,200 | $29,771,660 | dollars as filed | put |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 12,507,000 | $29,649,094 | dollars as filed | principal |
| INVESCO QQQ TR | 46090E103 | COM | 79,756 | $28,574,182 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 161,183 | $28,487,483 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 50,200 | $28,360,992 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 123,200 | $28,337,232 | dollars as filed | call |
| Chevron Corporation | 166764100 | COM | 167,900 | $28,311,298 | dollars as filed | put |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 676,421 | $28,254,105 | dollars as filed | |
| Merck & Co.,Inc. | 58933Y105 | COM | 273,100 | $28,115,645 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 841,615 | $27,916,370 | dollars as filed | |
| Amazon.com, Inc | 023135106 | COM | 216,019 | $27,460,335 | dollars as filed | |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 27,031,000 | $26,949,907 | dollars as filed | principal |
| Apple Inc | 037833100 | COM | 155,487 | $26,620,929 | dollars as filed | |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 22,000,000 | $26,598,000 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 803,400 | $26,038,194 | dollars as filed | put |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 25,000,000 | $25,850,000 | dollars as filed | principal |
| MasterCard, Inc | 57636Q104 | COM | 64,700 | $25,615,377 | dollars as filed | call |
| Accenture Plc Class A | G1151C101 | COM | 83,400 | $25,612,974 | dollars as filed | put |
| Danaher Corporation | 235851102 | COM | 102,000 | $25,306,200 | dollars as filed | call |
| Raytheon Technologies Corporation | 75513E101 | COM | 347,074 | $24,978,916 | dollars as filed | |
| ISHARES TR | 464287630 | RUS 2000 VAL ETF | 183,834 | $24,918,699 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 144,000 | $24,399,360 | dollars as filed | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 156,200 | $24,346,894 | dollars as filed | put |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 20,000,000 | $23,570,000 | dollars as filed | principal |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 23,750,000 | $23,536,250 | dollars as filed | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 72,638 | $23,503,478 | dollars as filed | |
| iShares Russell 2000 ETF | 464287655 | SHS | 132,000 | $23,329,680 | dollars as filed | put |
| Danaher Corporation | 235851102 | COM | 93,600 | $23,222,160 | dollars as filed | put |
| Qualcomm Incorporated | 747525103 | COM | 208,900 | $23,200,434 | dollars as filed | put |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 8,020,000 | $23,092,788 | dollars as filed | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 690,700 | $22,772,379 | dollars as filed | put |
| Union Pacific Corporation | 907818108 | COM | 110,200 | $22,440,026 | dollars as filed | put |
| CYTOKINETICS INC | 23282WAC4 | NOTE 3.500% 7/0 | 26,187,000 | $22,340,130 | dollars as filed | principal |
| Salesforce.com, Inc | 79466L302 | COM | 106,600 | $21,616,348 | dollars as filed | call |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 31,200,000 | $21,606,000 | dollars as filed | principal |
| Boeing Company | 097023105 | COM | 111,400 | $21,353,152 | dollars as filed | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 165,800 | $21,345,092 | dollars as filed | put |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 241,300 | $21,294,725 | dollars as filed | call |
| Pfizer Inc. | 717081103 | COM | 632,800 | $20,989,976 | dollars as filed | put |
| VMWARE, INC. | 928563402 | CL A COM | 125,000 | $20,810,000 | dollars as filed | put |
| VARONIS SYS INC | 922280AB8 | BOND | 17,723,000 | $20,789,079 | dollars as filed | principal |
| ALTAIR ENGR INC | 021369AC7 | BOND | 19,500,000 | $20,728,500 | dollars as filed | principal |
| REPLIGEN CORP | 759916AB5 | BOND | 14,305,000 | $20,474,747 | dollars as filed | principal |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 126,700 | $20,396,166 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 363,300 | $20,337,534 | dollars as filed | put |
| HORIZON THERAPEUTICS PLC | G46188101 | SHS | 175,000 | $20,245,750 | dollars as filed | |
| HORIZON THERAPEUTICS PLC | G46188101 | SHS | 175,000 | $20,245,750 | dollars as filed | put |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 225,027 | $19,858,633 | dollars as filed | |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 20,635,000 | $19,304,043 | dollars as filed | principal |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 146,399 | $19,302,708 | dollars as filed | |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 15,500,000 | $19,096,000 | dollars as filed | principal |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 147,200 | $18,950,528 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 425,400 | $18,862,236 | dollars as filed | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 318,800 | $18,637,048 | dollars as filed | put |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 18,394,000 | $18,577,940 | dollars as filed | principal |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 115,000 | $18,512,700 | dollars as filed | call |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 20,500,000 | $18,501,250 | dollars as filed | principal |
| Eli Lilly and Company | 532457108 | COM | 34,400 | $18,477,272 | dollars as filed | call |
| Linde plc | G54950103 | COM | 49,600 | $18,468,560 | dollars as filed | put |
| TARGET CORP COM | 87612E106 | Stock | 166,900 | $18,454,133 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 450,700 | $18,415,602 | dollars as filed | put |
| EXXON MOBIL CORP | 30231G102 | COM | 156,400 | $18,389,512 | dollars as filed | call |
| LUMENTUM HLDGS INC | 55024UAB5 | NOTE 0.250% 3/1 | 18,510,000 | $18,371,175 | dollars as filed | principal |
| Intel Corp | 458140100 | COM | 516,300 | $18,354,465 | dollars as filed | call |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 15,845,000 | $18,340,588 | dollars as filed | principal |
| Morgan Stanley | 617446448 | COM | 219,400 | $17,918,398 | dollars as filed | put |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 19,019,000 | $17,830,313 | dollars as filed | principal |
| WINNEBAGO INDS INC | 974637AB6 | BOND | 15,750,000 | $17,687,250 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 66,500 | $17,518,760 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 1,163,700 | $17,478,774 | dollars as filed | put |
| INTEGRA LIFESCIENCES HLDGS C | 457985AM1 | NOTE 0.500% 8/1 | 19,000,000 | $17,423,000 | dollars as filed | principal |
| Netflix, Inc | 64110L106 | COM | 45,400 | $17,143,040 | dollars as filed | call |
| VAREX IMAGING CORP | 92214XAB2 | NOTE 4.000% 6/0 | 15,000,000 | $17,034,000 | dollars as filed | principal |
| SEAGEN INC | 81181C104 | COM | 80,000 | $16,972,000 | dollars as filed | |
| Analog Devices,Inc. | 032654105 | COM | 95,200 | $16,668,568 | dollars as filed | put |
| Applied Materials,Inc. | 038222105 | COM | 118,100 | $16,350,945 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 230,300 | $16,079,546 | dollars as filed | put |
| UNITED RENTALS INC COM | 911363109 | Stock | 36,000 | $16,004,520 | dollars as filed | put |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 16,000,000 | $15,990,400 | dollars as filed | principal |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 212,400 | $15,976,728 | dollars as filed | call |
| Analog Devices,Inc. | 032654105 | COM | 91,200 | $15,968,208 | dollars as filed | call |
| Tesla Motors, Inc | 88160R101 | COM | 63,491 | $15,886,718 | dollars as filed | |
| MANNKIND CORP | 56400PAQ5 | NOTE 2.500% 3/0 | 15,000,000 | $15,815,625 | dollars as filed | principal |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 35,900 | $15,802,821 | dollars as filed | put |
| Pfizer Inc. | 717081103 | COM | 474,813 | $15,749,547 | dollars as filed | |
| S&P Global,Inc. | 78409V104 | COM | 43,100 | $15,749,171 | dollars as filed | put |
| SAREPTA THERAPEUTICS INC | 803607AD2 | NOTE 1.250% 9/1 | 14,000,000 | $15,706,600 | dollars as filed | principal |
| Duke Energy Corporation | 26441C204 | COM | 177,600 | $15,674,976 | dollars as filed | put |
| Lockheed Martin Corporation | 539830109 | COM | 38,100 | $15,581,376 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 44,400 | $15,553,320 | dollars as filed | call |
| Micron Technology,Inc. | 595112103 | COM | 228,300 | $15,531,249 | dollars as filed | put |
| HCI GROUP INC | 40416EAF0 | NOTE 4.750% 6/0 | 16,400,000 | $15,498,000 | dollars as filed | principal |
| Lowes Companies,Inc. | 548661107 | COM | 74,400 | $15,463,296 | dollars as filed | put |
| EXELON CORP COM | 30161N101 | Stock | 406,600 | $15,365,414 | dollars as filed | call |
| Starbucks Corporation | 855244109 | COM | 168,300 | $15,360,741 | dollars as filed | put |
| ATI INC | 01741RAK8 | BOND | 5,655,000 | $15,237,398 | dollars as filed | principal |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 23,393,000 | $15,177,378 | dollars as filed | principal |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 15,450,000 | $15,164,175 | dollars as filed | principal |
| Texas Instruments Incorporated | 882508104 | COM | 95,300 | $15,153,653 | dollars as filed | put |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 18,341,000 | $15,085,473 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 462,944 | $15,004,015 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 257,000 | $14,916,280 | dollars as filed | put |
| Broadcom Inc. | 11135F101 | COM | 17,900 | $14,867,382 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 49,124 | $14,843,308 | dollars as filed | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 15,174,000 | $14,823,481 | dollars as filed | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 255,112 | $14,806,700 | dollars as filed | |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 12,500,000 | $14,773,750 | dollars as filed | principal |
| Procter & Gamble Co | 742718109 | COM | 101,000 | $14,731,860 | dollars as filed | call |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 42,200 | $14,674,628 | dollars as filed | put |
| FISERV INC | 337738108 | COM | 129,300 | $14,605,728 | dollars as filed | put |
| Progressive Corporation | 743315103 | COM | 102,900 | $14,333,970 | dollars as filed | put |
| Morgan Stanley | 617446448 | COM | 175,500 | $14,333,085 | dollars as filed | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 372,000 | $14,117,400 | dollars as filed | |
| Citigroup Inc. | 172967424 | COM | 337,300 | $13,873,149 | dollars as filed | put |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 12,400,000 | $13,553,200 | dollars as filed | principal |
| KENVUE INC | 49177J102 | COM | 674,383 | $13,541,611 | dollars as filed | |
| NIKE,Inc. Class B | 654106103 | COM | 141,356 | $13,516,461 | dollars as filed | |
| HUBSPOT INC | 443573AD2 | NOTE 0.375% 6/0 | 7,500,000 | $13,383,750 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 248,597 | $13,364,575 | dollars as filed | |
| VMWARE, INC. | 928563402 | CL A COM | 80,000 | $13,318,400 | dollars as filed | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 192,500 | $13,245,925 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 234,300 | $13,116,114 | dollars as filed | call |
| Deere & Company | 244199105 | COM | 34,700 | $13,095,086 | dollars as filed | put |
| General Electric Company | 369604301 | COM | 117,700 | $13,011,735 | dollars as filed | put |
| International Business Machines Corporation | 459200101 | COM | 92,600 | $12,991,780 | dollars as filed | call |
| HARMONIC INC | 413160AD4 | BOND | 10,700,000 | $12,973,750 | dollars as filed | principal |
| Charles Schwab Corp | 808513105 | COM | 235,200 | $12,912,480 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 88,736 | $12,868,495 | dollars as filed | |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 478,111 | $12,865,967 | dollars as filed | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 218,200 | $12,755,972 | dollars as filed | call |
| Merck & Co.,Inc. | 58933Y105 | COM | 123,700 | $12,734,915 | dollars as filed | call |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 20,698,000 | $12,677,525 | dollars as filed | principal |
| PALO ALTO NETWORKS INC | 697435AF2 | NOTE 0.375% 6/0 | 5,350,000 | $12,628,675 | dollars as filed | principal |
| PERFICIENT INC | 71375UAD3 | NOTE 1.250% 8/0 | 10,043,000 | $12,558,772 | dollars as filed | principal |
| CARDLYTICS INC | 14161WAB1 | BOND | 20,160,000 | $12,511,296 | dollars as filed | principal |
| Starbucks Corporation | 855244109 | COM | 136,400 | $12,449,228 | dollars as filed | call |
| Altria Group Inc | 02209S103 | COM | 292,200 | $12,287,010 | dollars as filed | put |
| LAM RESEARCH CORP | 512807108 | COM | 19,600 | $12,284,692 | dollars as filed | put |
| TXNM ENERGY INC COM | 69349H107 | Stock | 275,000 | $12,267,750 | dollars as filed | |
| Netflix, Inc | 64110L106 | COM | 31,911 | $12,049,594 | dollars as filed | |
| Pfizer Inc. | 717081103 | COM | 361,600 | $11,994,272 | dollars as filed | call |
| CVS Health Corporation | 126650100 | COM | 171,180 | $11,951,788 | dollars as filed | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 40,700 | $11,896,203 | dollars as filed | put |
| American Express Company | 025816109 | COM | 79,100 | $11,800,929 | dollars as filed | put |
| Accenture Plc Class A | G1151C101 | COM | 37,900 | $11,639,469 | dollars as filed | call |
| Microsoft Corp | 594918104 | COM | 36,788 | $11,615,811 | dollars as filed | |
| Elevance Health, Inc. | 036752103 | COM | 26,600 | $11,582,172 | dollars as filed | put |
| LIVONGO HEALTH INC | 539183AA1 | NOTE 0.875% 6/0 | 12,500,000 | $11,485,000 | dollars as filed | principal |
| WILLIS TOWERS WATSON PLC LTD SHS | G96629103 | Stock | 54,567 | $11,402,320 | dollars as filed | |
| BLACKROCK INC CL A COM | 09247X101 | COM | 17,600 | $11,378,224 | dollars as filed | put |
| DEXCOM INC | 252131AH0 | NOTE 0.750%12/0 | 5,000,000 | $11,302,500 | dollars as filed | principal |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 119,300 | $11,297,710 | dollars as filed | put |
| Advanced Micro Devices,Inc. | 007903107 | COM | 109,300 | $11,238,226 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 110,001 | $11,222,302 | dollars as filed | |
| NIKE,Inc. Class B | 654106103 | COM | 116,900 | $11,177,978 | dollars as filed | call |
| Lowes Companies,Inc. | 548661107 | COM | 53,700 | $11,161,008 | dollars as filed | call |
| Medtronic Plc | G5960L103 | COM | 142,100 | $11,134,956 | dollars as filed | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 152,300 | $10,961,031 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 53,818 | $10,913,214 | dollars as filed | |
| Duke Energy Corporation | 26441C204 | COM | 122,162 | $10,782,018 | dollars as filed | |
| SEAGEN INC | 81181C104 | COM | 50,000 | $10,607,500 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 701,843 | $10,541,682 | dollars as filed | |
| TARGET CORP COM | 87612E106 | Stock | 94,911 | $10,494,309 | dollars as filed | |
| Amgen Inc. | 031162100 | COM | 39,000 | $10,481,640 | dollars as filed | put |
| Intuit Inc. | 461202103 | COM | 20,500 | $10,474,270 | dollars as filed | call |
| ARM HOLDINGS PLC | 042068205 | SPONSORED ADS | 195,000 | $10,436,400 | dollars as filed | |
| RINGCENTRAL INC | 76680RAH0 | NOTE 3/1 | 12,274,000 | $10,387,486 | dollars as filed | principal |
| Chevron Corporation | 166764100 | COM | 61,600 | $10,386,992 | dollars as filed | call |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 15,000,000 | $10,087,500 | dollars as filed | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 19,877 | $10,061,141 | dollars as filed | |
| PepsiCo,Inc. | 713448108 | COM | 59,200 | $10,030,848 | dollars as filed | call |
| Johnson & Johnson | 478160104 | COM | 64,268 | $10,009,741 | dollars as filed | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 66,600 | $10,001,988 | dollars as filed | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 120,000 | $9,902,400 | dollars as filed | put |
| Automatic Data Processing,Inc. | 053015103 | COM | 41,100 | $9,887,838 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 171,600 | $9,830,964 | dollars as filed | put |
| 2U INC | 90214JAB7 | NOTE 2.250% 5/0 | 16,100,000 | $9,772,700 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 301,200 | $9,761,892 | dollars as filed | call |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 19,200 | $9,718,464 | dollars as filed | call |
| Qualcomm Incorporated | 747525103 | COM | 86,900 | $9,651,114 | dollars as filed | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 72,969 | $9,548,723 | dollars as filed | |
| Adobe Inc | 00724F101 | COM | 18,600 | $9,484,140 | dollars as filed | call |
| NVIDIA Corp | 67066G104 | COM | 21,716 | $9,446,243 | dollars as filed | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 48,000 | $9,434,880 | dollars as filed | put |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 14,500,000 | $9,425,000 | dollars as filed | principal |
| Bank of America Corp | 060505104 | COM | 343,842 | $9,414,394 | dollars as filed | |
| McDonalds Corporation | 580135101 | COM | 35,400 | $9,325,776 | dollars as filed | call |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 10,250,000 | $9,295,469 | dollars as filed | principal |
| Eaton Corp. Plc | G29183103 | COM | 43,500 | $9,277,680 | dollars as filed | put |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 10,000,000 | $9,275,000 | dollars as filed | principal |
| Gilead Sciences,Inc. | 375558103 | COM | 123,600 | $9,262,584 | dollars as filed | put |
| SEA LTD | 81141RAG5 | NOTE 0.250% 9/1 | 11,500,000 | $9,228,750 | dollars as filed | principal |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 156,400 | $9,218,216 | dollars as filed | put |
| CAPRI HOLDINGS LIMITED | G1890L107 | SHS | 175,000 | $9,206,750 | dollars as filed | |
| Mondelez International,Inc. Class A | 609207105 | COM | 131,700 | $9,139,980 | dollars as filed | put |
| FEDEX CORP COM | 31428X106 | Stock | 34,500 | $9,139,740 | dollars as filed | put |
| SYNOPSYS INC COM | 871607107 | Stock | 19,900 | $9,133,503 | dollars as filed | put |
| Stryker Corporation | 863667101 | COM | 33,100 | $9,045,237 | dollars as filed | put |
| Cigna Corporation | 125523100 | COM | 31,500 | $9,011,205 | dollars as filed | put |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 94,900 | $8,987,030 | dollars as filed | call |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 5,082,000 | $8,984,976 | dollars as filed | principal |
| LULULEMON ATHLETICA INC | 550021109 | COM | 22,900 | $8,830,469 | dollars as filed | call |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 38,300 | $8,791,765 | dollars as filed | put |
| ACTVISION BLIZZARD INC | 00507V109 | COM | 93,500 | $8,754,405 | dollars as filed | call |
| Procter & Gamble Co | 742718109 | COM | 59,938 | $8,742,557 | dollars as filed | |
| United Parcel Service,Inc. Class B | 911312106 | COM | 55,711 | $8,683,674 | dollars as filed | |
| Honeywell Technologies | 438516106 | COM | 47,000 | $8,682,780 | dollars as filed | put |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 507,270 | $8,679,390 | dollars as filed | |
| ALTAIR ENGR INC | 021369AA1 | BOND | 6,429,000 | $8,679,150 | dollars as filed | principal |
| OPKO HEALTH INC | 68375NAD5 | NOTE 4.500% 2/1 | 8,775,000 | $8,665,313 | dollars as filed | principal |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 110,460 | $8,631,344 | dollars as filed | |
| SHERWIN WILLIAMS CO | 824348106 | COM | 33,700 | $8,595,185 | dollars as filed | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 132,400 | $8,590,112 | dollars as filed | put |
| KENVUE INC | 49177J102 | COM | 421,700 | $8,467,736 | dollars as filed | call |
| METLIFE INC COM | 59156R108 | Stock | 134,600 | $8,467,686 | dollars as filed | put |
| AIRBNB INC CLASS A | 009066AB7 | CLASS A | 9,500,000 | $8,383,750 | dollars as filed | principal |
| Philip Morris International Inc. | 718172109 | COM | 90,000 | $8,332,200 | dollars as filed | put |
| Citigroup Inc. | 172967424 | COM | 200,614 | $8,251,254 | dollars as filed | |
| MODERNA INC | 60770K107 | COM | 78,800 | $8,139,252 | dollars as filed | put |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 56,500 | $8,006,615 | dollars as filed | put |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 12,000,000 | $7,987,500 | dollars as filed | principal |
| MCKESSON CORP COM | 58155Q103 | Stock | 18,300 | $7,957,755 | dollars as filed | put |
| TJX Companies Inc | 872540109 | COM | 89,400 | $7,945,872 | dollars as filed | put |
| MARATHON PETE CORP COM | 56585A102 | Stock | 52,200 | $7,899,948 | dollars as filed | put |
| KLA CORP | 482480100 | COM | 17,200 | $7,888,952 | dollars as filed | put |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 10,500,000 | $7,888,650 | dollars as filed | principal |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 9,002,000 | $7,822,738 | dollars as filed | principal |
| PepsiCo,Inc. | 713448108 | COM | 46,034 | $7,800,001 | dollars as filed | |
| Chubb Limited | H1467J104 | COM | 36,900 | $7,681,842 | dollars as filed | put |
| Starbucks Corporation | 855244109 | COM | 83,841 | $7,652,168 | dollars as filed | |
| Automatic Data Processing,Inc. | 053015103 | COM | 31,700 | $7,626,386 | dollars as filed | call |
| American Tower Corporation | 03027X100 | COM | 46,300 | $7,614,035 | dollars as filed | put |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 17,200 | $7,564,904 | dollars as filed | put |
| Altria Group Inc | 02209S103 | COM | 179,528 | $7,549,152 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 599,900 | $7,450,758 | dollars as filed | put |
| Abbott Laboratories | 002824100 | COM | 76,800 | $7,438,080 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 129,425 | $7,414,758 | dollars as filed | |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 85,300 | $7,398,922 | dollars as filed | call |
| FISKER INC | 33813J106 | CL A COM STK | 1,150,000 | $7,383,000 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 106,500 | $7,328,265 | dollars as filed | call |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 7,000,000 | $7,325,500 | dollars as filed | principal |
| CVS Health Corporation | 126650100 | COM | 104,200 | $7,275,244 | dollars as filed | call |
| BECTON DICKINSON & CO | 075887109 | COM | 28,100 | $7,264,693 | dollars as filed | put |
| STRATEGY INC CL A NEW | 594972408 | Stock | 22,100 | $7,254,988 | dollars as filed | put |
| NIO INC SPON ADS | 62914V106 | ADR | 800,000 | $7,232,000 | dollars as filed | put |
| PHILLIPS 66 COM | 718546104 | Stock | 59,400 | $7,136,910 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 173,203 | $7,077,075 | dollars as filed | |
| MasterCard, Inc | 57636Q104 | COM | 17,788 | $7,042,447 | dollars as filed | |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 7,782,000 | $7,037,846 | dollars as filed | principal |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 6,000,000 | $7,035,000 | dollars as filed | principal |
| FASTLY INC | 31188VAB6 | NOTE 3/1 | 8,200,000 | $7,031,500 | dollars as filed | principal |
| Comcast Corp | 20030N101 | COM | 156,500 | $6,939,210 | dollars as filed | call |
| AIR PRODS & CHEMS INC | 009158106 | COM | 24,400 | $6,914,960 | dollars as filed | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 15,700 | $6,910,983 | dollars as filed | call |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 7,912,000 | $6,898,473 | dollars as filed | principal |
| NextEra Energy,Inc. | 65339F101 | COM | 120,300 | $6,891,987 | dollars as filed | call |
| CADIZ INC | 127537207 | COM NEW | 2,048,676 | $6,781,118 | dollars as filed | |
| ALBERTSONS COMPANIES INC COMMON STOCK | 013091103 | Stock | 295,000 | $6,711,250 | dollars as filed | |
| PAYPALHLDGSINC | 70450Y103 | STOK | 114,037 | $6,666,603 | dollars as filed | |
| Morgan Stanley | 617446448 | COM | 81,429 | $6,650,306 | dollars as filed | |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 6,110,000 | $6,637,293 | dollars as filed | principal |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 8,590,000 | $6,609,146 | dollars as filed | principal |
| Oracle Corporation | 68389X105 | COM | 61,420 | $6,505,606 | dollars as filed | |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 69,800 | $6,487,910 | dollars as filed | put |
| Prologis,Inc. | 74340W103 | COM | 57,400 | $6,440,854 | dollars as filed | put |
| Waste Management, Inc. | 94106L109 | COM | 42,200 | $6,432,968 | dollars as filed | put |
| Boeing Company | 097023105 | COM | 33,400 | $6,402,112 | dollars as filed | call |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 70,500 | $6,372,495 | dollars as filed | put |
| Charles Schwab Corp | 808513105 | COM | 116,054 | $6,371,365 | dollars as filed | |
| Southern Company | 842587107 | COM | 97,500 | $6,310,200 | dollars as filed | put |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 7,250,000 | $6,298,800 | dollars as filed | principal |
| ARRAY TECHNOLOGIES INC | 04271TAB6 | NOTE 1.000%12/0 | 5,500,000 | $6,278,250 | dollars as filed | principal |
| ALIGN TECHNOLOGY INC COM | 016255101 | Stock | 20,500 | $6,259,060 | dollars as filed | put |
| MOBILEYE GLOBAL INC | 60741F104 | COMMON CLASS A | 150,000 | $6,232,500 | dollars as filed | |
| NEVRO CORP | 64157FAC7 | NOTE 2.750% 4/0 | 6,667,000 | $6,225,645 | dollars as filed | principal |
| MODEL N INC | 607525AB8 | NOTE 2.625% 6/0 | 6,065,000 | $6,213,593 | dollars as filed | principal |
| Wells Fargo & Company | 949746101 | COM | 151,600 | $6,194,376 | dollars as filed | call |
| GENERAL MTRS CO COM | 37045V100 | Stock | 184,711 | $6,089,922 | dollars as filed | |
| REVANCE THERAPEUTICS INC | 761330AB5 | BOND | 7,500,000 | $6,066,000 | dollars as filed | principal |
| MOODYS CORP COM | 615369105 | Stock | 19,100 | $6,038,847 | dollars as filed | put |
| American Tower Corporation | 03027X100 | COM | 36,369 | $5,980,882 | dollars as filed | |
| Visa Inc | 92826C839 | COM | 25,960 | $5,971,060 | dollars as filed | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 23,400 | $5,881,122 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 22,220 | $5,853,637 | dollars as filed | |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 5,650,000 | $5,816,675 | dollars as filed | principal |
| Qualcomm Incorporated | 747525103 | COM | 51,726 | $5,744,690 | dollars as filed | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 14,000 | $5,727,960 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 16,200 | $5,674,860 | dollars as filed | |
| MODERNA INC | 60770K107 | COM | 54,862 | $5,666,696 | dollars as filed | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 37,600 | $5,646,768 | dollars as filed | put |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 24,100 | $5,646,630 | dollars as filed | put |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 117,300 | $5,595,210 | dollars as filed | put |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 7,500,000 | $5,595,000 | dollars as filed | principal |
| I3 VERTICALS LLC | 44933TAB2 | NOTE 1.000% 2/1 | 6,000,000 | $5,576,250 | dollars as filed | principal |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 7,708,000 | $5,564,405 | dollars as filed | principal |
| MAPLEBEAR INC COM | 565394103 | Stock | 187,280 | $5,560,343 | dollars as filed | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 27,400 | $5,477,808 | dollars as filed | put |
| Deere & Company | 244199105 | COM | 14,500 | $5,472,010 | dollars as filed | call |
| Advanced Micro Devices,Inc. | 007903107 | COM | 53,200 | $5,470,024 | dollars as filed | call |
| Stryker Corporation | 863667101 | COM | 20,000 | $5,465,400 | dollars as filed | call |
| Lockheed Martin Corporation | 539830109 | COM | 13,251 | $5,419,129 | dollars as filed | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 12,263 | $5,398,050 | dollars as filed | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 145,800 | $5,394,600 | dollars as filed | put |
| Medtronic Plc | G5960L103 | COM | 68,800 | $5,391,168 | dollars as filed | call |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 6,200,000 | $5,387,800 | dollars as filed | principal |
| Lockheed Martin Corporation | 539830109 | COM | 13,100 | $5,357,376 | dollars as filed | call |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 90,500 | $5,333,165 | dollars as filed | put |
| Applied Materials,Inc. | 038222105 | COM | 38,500 | $5,330,325 | dollars as filed | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 16,400 | $5,306,548 | dollars as filed | call |
| ZOETIS INC CL A | 98978V103 | Stock | 30,300 | $5,271,594 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 19,300 | $5,268,900 | dollars as filed | call |
| PAYCHEX INC | 704326107 | COM | 45,500 | $5,247,515 | dollars as filed | put |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 82,400 | $5,239,816 | dollars as filed | call |
| PALO ALTO NETWORKS INC | 697435105 | COM | 22,300 | $5,228,012 | dollars as filed | put |
| BECTON DICKINSON & CO | 075887109 | COM | 20,100 | $5,196,453 | dollars as filed | call |
| Q2 HLDGS INC | 74736LAD1 | NOTE 0.750% 6/0 | 5,917,000 | $5,188,617 | dollars as filed | principal |
| General Electric Company | 369604301 | COM | 46,800 | $5,173,740 | dollars as filed | call |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 42,700 | $5,160,295 | dollars as filed | put |
| SILICON MOTION TECHNOLOGY CORP SPONSORED ADR | 82706C108 | ADR | 100,000 | $5,125,000 | dollars as filed | |
| DISH NETWORK CORPORATION | 25470M109 | CL A | 874,500 | $5,124,570 | dollars as filed | put |
| AUTODESK INC COM | 052769106 | Stock | 24,600 | $5,089,986 | dollars as filed | put |
| Boston Scientific Corporation | 101137107 | COM | 95,900 | $5,063,520 | dollars as filed | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 64,800 | $5,057,640 | dollars as filed | put |
| ATLASSIANCORPCLASSA | 049468101 | STOK | 25,000 | $5,037,750 | dollars as filed | call |
| BIOGEN INC COM | 09062X103 | Stock | 19,600 | $5,037,396 | dollars as filed | put |
| ATLAS ENERGY SOLUTIONS INC | 04930R107 | COM | 225,000 | $5,001,750 | dollars as filed | |
| HP INC COM | 40434L105 | Stock | 193,700 | $4,978,090 | dollars as filed | call |
| Intel Corp | 458140100 | COM | 139,809 | $4,970,210 | dollars as filed | |
| 3M CO COM | 88579Y101 | Stock | 53,000 | $4,961,860 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 88,588 | $4,959,156 | dollars as filed | |
| PPG INDS INC COM | 693506107 | Stock | 37,600 | $4,880,480 | dollars as filed | put |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 5,682,000 | $4,868,764 | dollars as filed | principal |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 39,600 | $4,861,692 | dollars as filed | put |
| PERFICIENT INC | 71375UAF8 | BOND | 6,000,000 | $4,837,800 | dollars as filed | principal |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 128,700 | $4,799,223 | dollars as filed | put |
| LENNAR CORP CL A | 526057104 | Stock | 42,400 | $4,758,552 | dollars as filed | put |
| TARGET CORP COM | 87612E106 | Stock | 42,700 | $4,721,339 | dollars as filed | call |
| EMERSON ELEC CO COM | 291011104 | Stock | 48,800 | $4,712,616 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 312,900 | $4,699,758 | dollars as filed | call |
| Linde plc | G54950103 | COM | 12,600 | $4,691,610 | dollars as filed | call |
| IMAX CORP | 45245EAJ8 | NOTE 0.500% 4/0 | 5,000,000 | $4,687,500 | dollars as filed | principal |
| KARYOPHARM THERAPEUTICS INC | 48576UAA4 | BOND | 7,500,000 | $4,654,419 | dollars as filed | principal |
| OMEROS CORP | 682143AG7 | NOTE 5.250% 2/1 | 7,660,000 | $4,644,258 | dollars as filed | principal |
| ServiceNow,Inc. | 81762P102 | COM | 8,300 | $4,639,368 | dollars as filed | call |
| CONSTELLATION ENERGY CORP COM | 21037T109 | Stock | 42,300 | $4,614,084 | dollars as filed | put |
| T-Mobile US,Inc. | 872590104 | COM | 32,900 | $4,607,645 | dollars as filed | put |
| TRAVERE THERAPEUTICS INC | 89422G107 | COM | 514,700 | $4,601,418 | dollars as filed | put |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 49,500 | $4,601,025 | dollars as filed | call |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 250,000 | $4,587,500 | dollars as filed | put |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 5,500,000 | $4,576,000 | dollars as filed | principal |
| Boeing Company | 097023105 | COM | 23,745 | $4,551,442 | dollars as filed | |
| NORFOLK SOUTHN CORP COM | 655844108 | Stock | 23,100 | $4,549,083 | dollars as filed | put |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 41,900 | $4,526,457 | dollars as filed | put |
| ABCAM PLC | 000380204 | ADR USD | 200,000 | $4,526,000 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 66,400 | $4,517,192 | dollars as filed | call |
| SNAP INC | 83304AAH9 | NOTE 0.125% 3/0 | 6,500,000 | $4,511,000 | dollars as filed | principal |
| IQVIA HLDGS INC COM | 46266C105 | Stock | 22,900 | $4,505,575 | dollars as filed | put |
| HCA Healthcare Inc | 40412C101 | COM | 18,300 | $4,501,434 | dollars as filed | put |
| KODIAK GAS SVCS INC | 50012A108 | COM | 250,000 | $4,470,000 | dollars as filed | |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 4,750,000 | $4,436,500 | dollars as filed | principal |
| American Express Company | 025816109 | COM | 29,600 | $4,416,024 | dollars as filed | call |
| LAS VEGAS SANDS CORP COM | 517834107 | Stock | 95,600 | $4,382,304 | dollars as filed | put |
| ARISTA NETWORKS INC | 040413106 | COM | 23,800 | $4,377,534 | dollars as filed | put |
| MOLSON COORS BEVERAGE CO CL B | 60871R209 | Stock | 68,700 | $4,368,633 | dollars as filed | put |
| ALPHATEC HLDGS INC | 02081GAB8 | NOTE 0.750% 8/0 | 4,520,000 | $4,353,325 | dollars as filed | principal |
| COPART INC COM | 217204106 | Stock | 101,000 | $4,352,090 | dollars as filed | put |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 261,300 | $4,332,354 | dollars as filed | put |
| Abbott Laboratories | 002824100 | COM | 44,700 | $4,329,195 | dollars as filed | call |
| AERCAP HOLDINGS NV SHS | N00985106 | Stock | 69,009 | $4,324,794 | dollars as filed | |
| FIDELITY NATL INFORMATION SVCS COM | 31620M106 | Stock | 78,000 | $4,311,060 | dollars as filed | put |
| BEST BUY INC COM | 086516101 | Stock | 61,700 | $4,286,299 | dollars as filed | call |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 60,100 | $4,273,711 | dollars as filed | put |
| GLOBAL PMTS INC | 37940X102 | COM | 36,900 | $4,257,891 | dollars as filed | put |
| Union Pacific Corporation | 907818108 | COM | 20,901 | $4,256,071 | dollars as filed | |
| WILLIAMS COS INC COM | 969457100 | Stock | 124,500 | $4,194,405 | dollars as filed | put |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 55,600 | $4,193,352 | dollars as filed | put |
| USBANCORPDEL | 902973304 | COM NEW | 126,700 | $4,188,702 | dollars as filed | put |
| KROGER CO COM | 501044101 | Stock | 92,800 | $4,152,800 | dollars as filed | put |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 63,008 | $4,131,435 | dollars as filed | |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 5,000,000 | $4,125,908 | dollars as filed | principal |
| Citigroup Inc. | 172967424 | COM | 99,900 | $4,108,887 | dollars as filed | call |
| KRANESHARES TRUST CSI CHI INTERNET | 500767306 | CSI CHI INTERNET | 150,000 | $4,105,500 | dollars as filed | call |
| T-Mobile US,Inc. | 872590104 | COM | 29,300 | $4,103,465 | dollars as filed | call |
| DOMINION ENERGY INC COM | 25746U109 | Stock | 91,400 | $4,082,838 | dollars as filed | put |
| VEECO INSTRS INC DEL | 922417AF7 | BOND | 1,933,000 | $4,070,173 | dollars as filed | principal |
| Philip Morris International Inc. | 718172109 | COM | 43,800 | $4,055,004 | dollars as filed | call |
| Broadcom Inc. | 11135F101 | COM | 4,880 | $4,053,230 | dollars as filed | |
| Elevance Health, Inc. | 036752103 | COM | 9,300 | $4,049,406 | dollars as filed | call |
| ACCURAY INC DEL | 004397AK1 | NOTE 3.750% 6/0 | 4,500,000 | $4,027,500 | dollars as filed | principal |
| LAM RESEARCH CORP | 512807108 | COM | 6,400 | $4,011,328 | dollars as filed | call |
| HERSHEY CO COM | 427866108 | Stock | 20,000 | $4,001,600 | dollars as filed | put |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 11,500 | $3,999,010 | dollars as filed | call |
| AON PLC SHS CL A | G0403H108 | Stock | 12,300 | $3,987,906 | dollars as filed | put |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 5,000,000 | $3,982,500 | dollars as filed | principal |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 10,000,000 | $3,970,000 | dollars as filed | principal |
| ROCKWELL AUTOMATION INC COM | 773903109 | Stock | 13,800 | $3,945,006 | dollars as filed | put |
| HUMANA INC COM | 444859102 | Stock | 8,100 | $3,940,812 | dollars as filed | put |
| ILLUMINA INC | 452327109 | COM | 28,500 | $3,912,480 | dollars as filed | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001725547-23-001968 | this filing | 2023-11-13 | acceptance time not in the bulk data set |