13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2024-03-31, filed 2024-05-01, with 2,306 holding rows worth $27,760,762,837 by the sum of the rows.
- Accession
- 0001752724-24-094786
- Filer
- CIK 1426196
- Filed
- 2024-05-01
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2024
A holdings report, 2,306 entries on the cover page, a total value of $23,465,795,541 stated on the cover page (in dollars after the unit check, H1), rows summing to $27,760,762,837 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 cover page states a total of $23,465,795,541, 15% less than the sum of the rows, $27,760,762,837. This page uses the sum of the rows.
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 | 11,945,700 | $5,304,010,257 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 2,871,100 | $1,274,797,111 | dollars as filed | call |
| SPY | 78462F103 | SHS | 2,000,000 | $1,046,140,000 | dollars as filed | put |
| SPY | 78462F103 | SHS | 1,900,000 | $993,833,000 | dollars as filed | call |
| NVIDIA Corp | 67066G104 | COM | 934,500 | $844,376,820 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,636,500 | $764,755,950 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 1,564,300 | $658,132,296 | dollars as filed | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 901,600 | $437,798,928 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 2,282,300 | $411,681,274 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 8,577,300 | $352,355,484 | dollars as filed | put |
| Microsoft Corp | 594918104 | COM | 772,800 | $325,132,416 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 1,723,300 | $295,511,484 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 1,672,000 | $293,920,880 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 1,766,900 | $266,678,217 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 3,330,000 | $258,840,900 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 6,114,200 | $257,530,104 | dollars as filed | call |
| NVIDIA Corp | 67066G104 | COM | 277,300 | $250,557,188 | dollars as filed | call |
| Apple Inc | 037833100 | COM | 1,298,900 | $222,735,372 | dollars as filed | call |
| SPY | 78462F103 | SHS | 415,118 | $217,135,772 | dollars as filed | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 380,001 | $199,777,926 | dollars as filed | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 911,400 | $187,493,208 | dollars as filed | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 1,215,200 | $185,026,352 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 982,000 | $177,133,160 | dollars as filed | call |
| META PLATFORMS INC CL A | 30303M102 | COM | 336,300 | $163,300,554 | dollars as filed | call |
| Broadcom Inc. | 11135F101 | COM | 119,400 | $158,253,954 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 774,500 | $155,132,350 | dollars as filed | put |
| NOVA LTD | 66980MAB2 | BOND | 58,993,000 | $140,300,102 | dollars as filed | principal |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 1,236,000 | $134,625,120 | dollars as filed | put |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 4,176,800 | $132,070,416 | dollars as filed | call |
| Tesla Motors, Inc | 88160R101 | COM | 727,517 | $127,890,213 | dollars as filed | |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 45,320,000 | $123,293,060 | dollars as filed | principal |
| Tesla Motors, Inc | 88160R101 | COM | 660,500 | $116,109,295 | dollars as filed | call |
| Netflix, Inc | 64110L106 | COM | 191,000 | $116,000,030 | dollars as filed | put |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 1,999,351 | $111,903,675 | dollars as filed | |
| Salesforce.com, Inc | 79466L302 | COM | 362,300 | $109,117,514 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,514,800 | $105,923,376 | dollars as filed | put |
| ARM HOLDINGS PLC | 042068205 | SPONSORED ADS | 813,612 | $101,693,364 | dollars as filed | |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 57,300,000 | $100,600,767 | dollars as filed | principal |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 655,200 | $96,792,696 | dollars as filed | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 655,200 | $96,792,696 | dollars as filed | call |
| Bank of America Corp | 060505104 | COM | 2,503,600 | $94,936,512 | dollars as filed | put |
| Costco Wholesale Corporation | 22160K105 | COM | 127,100 | $93,117,273 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 615,700 | $92,927,601 | dollars as filed | call |
| Broadcom Inc. | 11135F101 | COM | 66,600 | $88,272,306 | dollars as filed | call |
| EXXON MOBIL CORP | 30231G102 | COM | 750,100 | $87,191,624 | dollars as filed | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 1,079,000 | $86,168,940 | dollars as filed | put |
| Eli Lilly and Company | 532457108 | COM | 106,000 | $82,463,760 | dollars as filed | put |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 738,600 | $80,138,100 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 179,638 | $79,761,068 | dollars as filed | |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 523,500 | $79,708,110 | dollars as filed | call |
| NATERA INC | 632307AB0 | BOND | 31,918,000 | $78,110,807 | dollars as filed | principal |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 57,000,000 | $77,944,679 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 482,000 | $76,247,580 | dollars as filed | put |
| ZSCALERINC | 98980G102 | STOK | 394,176 | $75,930,123 | dollars as filed | |
| Wells Fargo & Company | 949746101 | COM | 1,288,000 | $74,652,480 | dollars as filed | put |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 73,231,000 | $72,297,294 | dollars as filed | principal |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 860,729 | $71,939,730 | dollars as filed | |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 23,500,000 | $71,933,500 | dollars as filed | principal |
| Walmart Inc. | 931142103 | COM | 1,186,400 | $71,385,688 | dollars as filed | put |
| Home Depot, Inc | 437076102 | COM | 183,600 | $70,428,960 | dollars as filed | put |
| Adobe Inc | 00724F101 | COM | 138,700 | $69,988,020 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 556,700 | $68,117,812 | dollars as filed | put |
| CHART INDS INC | 16115QAE0 | NOTE 1.000%11/1 | 22,880,000 | $64,336,272 | dollars as filed | principal |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 504,200 | $63,509,032 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 504,200 | $63,509,032 | dollars as filed | call |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 36,345,000 | $62,098,151 | dollars as filed | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 1,359,000 | $61,630,650 | dollars as filed | put |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 52,371,000 | $58,734,077 | dollars as filed | principal |
| Visa Inc | 92826C839 | COM | 208,700 | $58,243,996 | dollars as filed | put |
| Merck & Co.,Inc. | 58933Y105 | COM | 435,300 | $57,437,835 | dollars as filed | put |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 8,631,000 | $57,364,215 | dollars as filed | principal |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 173,451 | $55,606,656 | dollars as filed | |
| Morgan Stanley | 617446448 | COM | 587,700 | $55,337,832 | dollars as filed | put |
| MasterCard, Inc | 57636Q104 | COM | 114,000 | $54,898,980 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 268,300 | $53,740,490 | dollars as filed | call |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 44,914,000 | $53,200,633 | dollars as filed | principal |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 380,000 | $51,699,000 | dollars as filed | call |
| IRONWOOD PHARMACEUTICALS INC | 46333XAF5 | BOND | 51,700,000 | $51,538,438 | dollars as filed | principal |
| NIKE,Inc. Class B | 654106103 | COM | 530,300 | $49,837,594 | dollars as filed | put |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 16,607,000 | $49,724,679 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 35,000,000 | $49,490,000 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 271,700 | $49,476,570 | dollars as filed | put |
| Intuit Inc. | 461202103 | COM | 75,700 | $49,205,000 | dollars as filed | put |
| Qualcomm Incorporated | 747525103 | COM | 290,500 | $49,181,650 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 282,782 | $48,491,457 | dollars as filed | |
| GE HEALTHCARE TECHNOLOGIES INC COMMON STOCK | 36266G107 | Stock | 531,485 | $48,317,301 | dollars as filed | |
| ATI INC | 01741RAK8 | BOND | 14,553,000 | $48,308,684 | dollars as filed | principal |
| Micron Technology,Inc. | 595112103 | COM | 406,600 | $47,934,074 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 1,073,600 | $47,420,912 | dollars as filed | put |
| International Business Machines Corporation | 459200101 | COM | 247,000 | $47,167,120 | dollars as filed | put |
| TARGET CORP COM | 87612E106 | Stock | 265,800 | $47,102,418 | dollars as filed | put |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 43,000,000 | $46,321,781 | dollars as filed | principal |
| REALTY INCOME CORP COM | 756109104 | REIT | 852,301 | $46,109,484 | dollars as filed | |
| VARONIS SYS INC | 922280AB8 | BOND | 28,773,000 | $45,634,478 | dollars as filed | principal |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 31,788,000 | $44,226,644 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 270,600 | $42,806,214 | dollars as filed | call |
| Boeing Company | 097023105 | COM | 219,800 | $42,419,202 | dollars as filed | put |
| EXXON MOBIL CORP | 30231G102 | COM | 362,700 | $42,160,248 | dollars as filed | call |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 100,800 | $42,103,152 | dollars as filed | put |
| ENCORE CAP GROUP INC | 292554AM4 | NOTE 3.250%10/0 | 33,424,000 | $42,013,968 | dollars as filed | principal |
| General Electric Company | 369604301 | COM | 227,000 | $39,845,310 | dollars as filed | put |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 41,012,000 | $39,063,930 | dollars as filed | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 295,700 | $39,017,615 | dollars as filed | call |
| UnitedHealth Group Inc | 91324P102 | COM | 78,500 | $38,833,950 | dollars as filed | put |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 40,019,000 | $38,793,418 | dollars as filed | principal |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 20,104,000 | $38,058,882 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 885,500 | $37,155,580 | dollars as filed | put |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 31,146,000 | $36,809,566 | dollars as filed | principal |
| ServiceNow,Inc. | 81762P102 | COM | 47,000 | $35,832,800 | dollars as filed | put |
| Oracle Corporation | 68389X105 | COM | 281,600 | $35,371,776 | dollars as filed | put |
| Advanced Micro Devices,Inc. | 007903107 | COM | 193,800 | $34,978,962 | dollars as filed | put |
| LIVONGO HEALTH INC | 539183AA1 | NOTE 0.875% 6/0 | 36,751,000 | $34,821,573 | dollars as filed | principal |
| PAYPALHLDGSINC | 70450Y103 | STOK | 515,400 | $34,526,646 | dollars as filed | put |
| STRATEGY INC CL A NEW | 594972408 | Stock | 20,000 | $34,091,200 | dollars as filed | put |
| Citigroup Inc. | 172967424 | COM | 534,300 | $33,789,132 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 880,700 | $33,396,144 | dollars as filed | call |
| Chevron Corporation | 166764100 | COM | 211,500 | $33,362,010 | dollars as filed | put |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 35,040,000 | $33,024,795 | dollars as filed | principal |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 300,800 | $32,636,800 | dollars as filed | put |
| Costco Wholesale Corporation | 22160K105 | COM | 43,900 | $32,162,457 | dollars as filed | call |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 205,600 | $31,853,608 | dollars as filed | put |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 205,600 | $31,853,608 | dollars as filed | call |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 30,235,000 | $31,683,220 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 629,200 | $31,403,372 | dollars as filed | put |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 33,341,000 | $30,902,106 | dollars as filed | principal |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 30,950,000 | $30,622,547 | dollars as filed | principal |
| Procter & Gamble Co | 742718109 | COM | 188,700 | $30,616,575 | dollars as filed | put |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 32,357,000 | $30,538,537 | dollars as filed | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 52,000 | $30,222,920 | dollars as filed | put |
| PALO ALTO NETWORKS INC | 697435105 | COM | 101,300 | $28,782,369 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 95,300 | $28,702,454 | dollars as filed | call |
| Adobe Inc | 00724F101 | COM | 56,622 | $28,571,461 | dollars as filed | |
| Applied Materials,Inc. | 038222105 | COM | 135,800 | $28,006,034 | dollars as filed | put |
| MasterCard, Inc | 57636Q104 | COM | 58,100 | $27,979,217 | dollars as filed | call |
| Starbucks Corporation | 855244109 | COM | 299,000 | $27,325,610 | dollars as filed | put |
| Home Depot, Inc | 437076102 | COM | 70,300 | $26,967,080 | dollars as filed | call |
| Caterpillar Inc. | 149123101 | COM | 71,500 | $26,199,745 | dollars as filed | put |
| Chevron Corporation | 166764100 | COM | 163,300 | $25,758,942 | dollars as filed | call |
| ALTAIR ENGR INC | 021369AC7 | BOND | 19,500,000 | $25,642,500 | dollars as filed | principal |
| American Express Company | 025816109 | COM | 111,800 | $25,455,742 | dollars as filed | put |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 13,500,000 | $25,204,500 | dollars as filed | principal |
| FORD MTR CO COM | 345370860 | Stock | 1,867,400 | $24,799,072 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 559,700 | $24,721,949 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 86,400 | $24,112,512 | dollars as filed | call |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 23,000,000 | $23,920,000 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 48,300 | $23,894,010 | dollars as filed | call |
| Netflix, Inc | 64110L106 | COM | 39,200 | $23,807,336 | dollars as filed | call |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 18,000,000 | $23,715,000 | dollars as filed | principal |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 250,000 | $23,665,000 | dollars as filed | call |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 466,717 | $23,466,531 | dollars as filed | |
| FRESHPET INC | 358039AB1 | NOTE 3.000% 4/0 | 13,000,000 | $23,377,461 | dollars as filed | principal |
| Coca-Cola Company | 191216100 | COM | 374,200 | $22,893,556 | dollars as filed | call |
| Qualcomm Incorporated | 747525103 | COM | 134,400 | $22,753,920 | dollars as filed | call |
| Charles Schwab Corp | 808513105 | COM | 313,600 | $22,685,824 | dollars as filed | put |
| LIVENT CORP | 53814LAB4 | BOND | 16,973,000 | $22,574,090 | dollars as filed | principal |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 888,001 | $22,395,385 | dollars as filed | |
| VAREX IMAGING CORP | 92214XAB2 | NOTE 4.000% 6/0 | 20,000,000 | $22,212,000 | dollars as filed | principal |
| NIKE,Inc. Class B | 654106103 | COM | 236,200 | $22,198,076 | dollars as filed | call |
| HCI GROUP INC | 40416EAF0 | NOTE 4.750% 6/0 | 14,100,000 | $21,917,040 | dollars as filed | principal |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 31,700,000 | $21,695,480 | dollars as filed | principal |
| WELLTOWER INC COM | 95040Q104 | REIT | 230,149 | $21,505,123 | dollars as filed | |
| AT&T Inc | 00206R102 | COM | 1,221,700 | $21,501,920 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 175,000 | $21,413,000 | dollars as filed | call |
| Pfizer Inc. | 717081103 | COM | 757,700 | $21,026,175 | dollars as filed | put |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 145,761 | $20,995,414 | dollars as filed | |
| Oracle Corporation | 68389X105 | COM | 167,000 | $20,976,870 | dollars as filed | call |
| Eli Lilly and Company | 532457108 | COM | 26,800 | $20,849,328 | dollars as filed | call |
| Honeywell Technologies | 438516106 | COM | 101,300 | $20,791,825 | dollars as filed | put |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 22,000,000 | $20,789,930 | dollars as filed | principal |
| Lowes Companies,Inc. | 548661107 | COM | 80,600 | $20,531,238 | dollars as filed | put |
| Intuit Inc. | 461202103 | COM | 31,500 | $20,475,000 | dollars as filed | call |
| NORTHERN OIL & GAS INC COM | 665531307 | Stock | 512,972 | $20,354,729 | dollars as filed | |
| TARGET CORP COM | 87612E106 | Stock | 114,500 | $20,290,545 | dollars as filed | call |
| Morgan Stanley | 617446448 | COM | 214,200 | $20,169,072 | dollars as filed | call |
| Walmart Inc. | 931142103 | COM | 335,100 | $20,162,967 | dollars as filed | call |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 19,500,000 | $19,981,715 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 70,600 | $19,905,670 | dollars as filed | put |
| ALLIANT ENERGY CORP | 018802AC2 | NOTE 3.875% 3/1 | 20,000,000 | $19,770,000 | dollars as filed | principal |
| United Parcel Service,Inc. Class B | 911312106 | COM | 131,300 | $19,515,119 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 91,410 | $19,223,523 | dollars as filed | |
| VanEck High Yield Muni ETF | 92189H409 | SHS | 367,701 | $19,216,054 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 162,900 | $19,204,281 | dollars as filed | call |
| Texas Instruments Incorporated | 882508104 | COM | 110,200 | $19,197,942 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 239,800 | $19,126,448 | dollars as filed | put |
| Accenture Plc Class A | G1151C101 | COM | 55,000 | $19,063,550 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 327,800 | $18,999,288 | dollars as filed | call |
| Adobe Inc | 00724F101 | COM | 37,400 | $18,872,040 | dollars as filed | call |
| AbbVie,Inc. | 00287Y109 | COM | 102,700 | $18,701,670 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 427,500 | $18,532,125 | dollars as filed | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 272,100 | $18,227,979 | dollars as filed | call |
| NEXTPOWER INC CLASS A COM | 65290E101 | Stock | 323,082 | $18,179,824 | dollars as filed | |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 12,500,000 | $17,983,075 | dollars as filed | principal |
| Procter & Gamble Co | 742718109 | COM | 110,800 | $17,977,300 | dollars as filed | call |
| International Business Machines Corporation | 459200101 | COM | 94,000 | $17,950,240 | dollars as filed | call |
| Boeing Company | 097023105 | COM | 89,581 | $17,288,237 | dollars as filed | |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 181,401 | $17,269,375 | dollars as filed | |
| NIKE,Inc. Class B | 654106103 | COM | 183,188 | $17,216,008 | dollars as filed | |
| Intuitive Surgical,Inc. | 46120E602 | COM | 43,000 | $17,160,870 | dollars as filed | put |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 17,500,000 | $17,122,601 | dollars as filed | principal |
| Cisco Systems,Inc. | 17275R102 | COM | 343,000 | $17,119,130 | dollars as filed | call |
| Raytheon Technologies Corporation | 75513E101 | COM | 173,600 | $16,931,208 | dollars as filed | put |
| HARMONIC INC | 413160AD4 | BOND | 10,700,000 | $16,908,527 | dollars as filed | principal |
| WOLFSPEED INC | 977852AD4 | NOTE 1.875%12/0 | 30,000,000 | $16,855,500 | dollars as filed | principal |
| MGP INGREDIENTS INC NEW | 55303JAB2 | NOTE 1.875%11/1 | 15,500,000 | $16,804,826 | dollars as filed | principal |
| FEDEX CORP COM | 31428X106 | Stock | 57,000 | $16,515,180 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 211,301 | $16,424,427 | dollars as filed | |
| WOLFSPEED INC | 977852102 | COM | 556,600 | $16,419,700 | dollars as filed | put |
| ISHARES TR | 464288638 | ISHS 5-10YR INVT | 316,601 | $16,336,612 | dollars as filed | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 354,000 | $16,053,900 | dollars as filed | call |
| iShares Russell 2000 ETF | 464287655 | SHS | 75,000 | $15,772,500 | dollars as filed | call |
| Philip Morris International Inc. | 718172109 | COM | 172,100 | $15,767,802 | dollars as filed | put |
| NUVASIVE INC | 670704AJ4 | NOTE 0.375% 3/1 | 16,500,000 | $15,753,375 | dollars as filed | principal |
| SYNOPSYS INC COM | 871607107 | Stock | 27,500 | $15,716,250 | dollars as filed | put |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 372,000 | $15,281,760 | dollars as filed | |
| Airbnb, Inc. Class A | 009066101 | COM | 91,400 | $15,077,344 | dollars as filed | put |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 14,031,000 | $15,062,279 | dollars as filed | principal |
| IMAX CORP | 45245EAJ8 | NOTE 0.500% 4/0 | 16,107,000 | $15,040,717 | dollars as filed | principal |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 15,925,000 | $14,658,963 | dollars as filed | principal |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 343,801 | $14,628,733 | dollars as filed | |
| Applied Materials,Inc. | 038222105 | COM | 69,600 | $14,353,608 | dollars as filed | call |
| USBANCORPDEL | 902973304 | COM NEW | 319,600 | $14,286,120 | dollars as filed | put |
| Texas Instruments Incorporated | 882508104 | COM | 81,100 | $14,128,431 | dollars as filed | call |
| MANNKIND CORP | 56400PAQ5 | NOTE 2.500% 3/0 | 12,500,000 | $14,108,690 | dollars as filed | principal |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 21,698,000 | $13,946,477 | dollars as filed | principal |
| Deere & Company | 244199105 | COM | 33,600 | $13,800,864 | dollars as filed | put |
| General Electric Company | 369604301 | COM | 78,400 | $13,761,552 | dollars as filed | call |
| MICROSTRATEGY INC | 594972AC5 | NOTE 0.750%12/1 | 3,110,000 | $13,357,450 | dollars as filed | principal |
| T-Mobile US,Inc. | 872590104 | COM | 81,800 | $13,351,396 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 216,300 | $13,233,234 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 31,373 | $13,192,974 | dollars as filed | |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 80,000 | $12,928,000 | dollars as filed | put |
| SNOWFLAKE INC COM SHS | 833445109 | Stock | 80,000 | $12,928,000 | dollars as filed | call |
| Abbott Laboratories | 002824100 | COM | 113,600 | $12,911,776 | dollars as filed | put |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 30,800 | $12,864,852 | dollars as filed | call |
| Lockheed Martin Corporation | 539830109 | COM | 28,200 | $12,827,334 | dollars as filed | put |
| Medtronic Plc | G5960L103 | COM | 145,500 | $12,680,325 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 34,600 | $12,678,478 | dollars as filed | call |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 13,752,000 | $12,402,033 | dollars as filed | principal |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 155,000 | $12,378,300 | dollars as filed | call |
| ATLAS ENERGY SOLUTIONS INC | 642045108 | COM NEW | 545,859 | $12,347,331 | dollars as filed | |
| PERFICIENT INC | 71375UAD3 | NOTE 1.250% 8/0 | 10,043,000 | $12,336,414 | dollars as filed | principal |
| Microsoft Corp | 594918104 | COM | 29,152 | $12,264,829 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 67,900 | $12,255,271 | dollars as filed | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 81,300 | $12,083,619 | dollars as filed | call |
| Cisco Systems,Inc. | 17275R102 | COM | 241,251 | $12,040,837 | dollars as filed | |
| American Express Company | 025816109 | COM | 52,800 | $12,022,032 | dollars as filed | call |
| ALTAIR ENGR INC | 021369AA1 | BOND | 6,429,000 | $11,851,862 | dollars as filed | principal |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 12,500,000 | $11,810,943 | dollars as filed | principal |
| Citigroup Inc. | 172967424 | COM | 185,400 | $11,724,696 | dollars as filed | call |
| ARISTA NETWORKS INC | 040413106 | COM | 40,000 | $11,599,200 | dollars as filed | put |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 24,000 | $11,487,840 | dollars as filed | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 176,700 | $11,483,733 | dollars as filed | put |
| FORD MTR CO COM | 345370860 | Stock | 858,800 | $11,404,864 | dollars as filed | call |
| VANECK ETF TRUST | 92189F676 | COM | 50,000 | $11,249,500 | dollars as filed | call |
| Starbucks Corporation | 855244109 | COM | 122,800 | $11,222,692 | dollars as filed | call |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 125,000 | $11,208,750 | dollars as filed | put |
| TJX Companies Inc | 872540109 | COM | 110,266 | $11,183,178 | dollars as filed | |
| TJX Companies Inc | 872540109 | COM | 110,100 | $11,166,342 | dollars as filed | put |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 17,393,000 | $11,035,859 | dollars as filed | principal |
| BLOOM ENERGY CORP | 093712AH0 | COM CL A | 10,400,000 | $11,018,800 | dollars as filed | principal |
| Boeing Company | 097023105 | COM | 56,900 | $10,981,131 | dollars as filed | call |
| IRONWOOD PHARMACEUTICALS INC | 46333XAH1 | NOTE 1.500% 6/1 | 10,781,000 | $10,977,476 | dollars as filed | principal |
| Union Pacific Corporation | 907818108 | COM | 44,500 | $10,943,885 | dollars as filed | put |
| Linde plc | G54950103 | COM | 23,500 | $10,911,520 | dollars as filed | put |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 19,400 | $10,782,326 | dollars as filed | put |
| ISHARES TR | 464288687 | COM | 329,801 | $10,629,486 | dollars as filed | |
| Lowes Companies,Inc. | 548661107 | COM | 41,500 | $10,571,295 | dollars as filed | call |
| MARATHON PETE CORP COM | 56585A102 | Stock | 51,800 | $10,437,700 | dollars as filed | put |
| Pfizer Inc. | 717081103 | COM | 374,634 | $10,396,094 | dollars as filed | |
| S&P Global,Inc. | 78409V104 | COM | 24,400 | $10,380,980 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 59,000 | $10,325,590 | dollars as filed | put |
| Schlumberger Limited | 806857108 | COM | 187,500 | $10,276,875 | dollars as filed | put |
| UnitedHealth Group Inc | 91324P102 | COM | 20,717 | $10,248,700 | dollars as filed | |
| Accenture Plc Class A | G1151C101 | COM | 29,400 | $10,190,334 | dollars as filed | call |
| ARES MANAGEMENT CORPORATION CL A COM STK | 03990B101 | Stock | 76,189 | $10,131,613 | dollars as filed | |
| Intel Corp | 458140100 | COM | 225,889 | $9,977,517 | dollars as filed | |
| SOUTHERN CO | 842587DP9 | NOTE 3.875%12/1 | 10,000,000 | $9,962,500 | dollars as filed | principal |
| SEA LTD | 81141RAG5 | NOTE 0.250% 9/1 | 11,500,000 | $9,884,250 | dollars as filed | principal |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 13,500,000 | $9,813,150 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 34,500 | $9,727,275 | dollars as filed | call |
| BRIGHTSPRING HEALTH SVCS | 10950A106 | COM | 894,389 | $9,722,008 | dollars as filed | |
| KLA CORP | 482480100 | COM | 13,900 | $9,710,123 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 16,600 | $9,648,086 | dollars as filed | call |
| Boston Scientific Corporation | 101137107 | COM | 140,400 | $9,615,996 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 54,800 | $9,590,548 | dollars as filed | call |
| Altria Group Inc | 02209S103 | COM | 219,400 | $9,570,228 | dollars as filed | put |
| LAM RESEARCH CORP | 512807108 | COM | 9,800 | $9,521,386 | dollars as filed | put |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 130,101 | $9,502,577 | dollars as filed | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 33,400 | $9,489,942 | dollars as filed | call |
| Berkshire Hathaway Inc | 084670702 | COM | 22,500 | $9,461,700 | dollars as filed | put |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 10,000,000 | $9,397,500 | dollars as filed | principal |
| Gilead Sciences,Inc. | 375558103 | COM | 127,800 | $9,361,350 | dollars as filed | put |
| BILL HOLDINGS INC | 090043AB6 | NOTE 12/0 | 10,000,000 | $9,360,000 | dollars as filed | principal |
| NOVAVAX INC | 670002AD6 | NOTE 5.000%12/1 | 14,700,000 | $9,293,730 | dollars as filed | principal |
| Chubb Limited | H1467J104 | COM | 35,800 | $9,276,854 | dollars as filed | put |
| LUCID GROUP INC | 549498103 | COM | 3,245,900 | $9,250,815 | dollars as filed | put |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 5,082,000 | $9,096,780 | dollars as filed | principal |
| LULULEMON ATHLETICA INC | 550021109 | COM | 23,000 | $8,984,950 | dollars as filed | put |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 28,700 | $8,933,736 | dollars as filed | put |
| Analog Devices,Inc. | 032654105 | COM | 44,500 | $8,801,655 | dollars as filed | call |
| CENCORA INC COM | 03073E105 | Stock | 36,200 | $8,796,238 | dollars as filed | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 59,151 | $8,791,613 | dollars as filed | |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 186,300 | $8,759,826 | dollars as filed | put |
| SUPER MICRO COMPUTER INC | 86800U104 | COM | 8,614 | $8,700,398 | dollars as filed | |
| Danaher Corporation | 235851102 | COM | 34,700 | $8,665,284 | dollars as filed | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 159,500 | $8,649,685 | dollars as filed | put |
| Danaher Corporation | 235851102 | COM | 34,600 | $8,640,312 | dollars as filed | call |
| Mondelez International,Inc. Class A | 609207105 | COM | 123,400 | $8,638,000 | dollars as filed | put |
| Amgen Inc. | 031162100 | COM | 30,300 | $8,614,896 | dollars as filed | put |
| PINNACLE WEST CAP CORP | 723484101 | COM | 111,876 | $8,360,493 | dollars as filed | |
| Starbucks Corporation | 855244109 | COM | 91,416 | $8,354,508 | dollars as filed | |
| Elevance Health, Inc. | 036752103 | COM | 15,900 | $8,244,786 | dollars as filed | put |
| SAREPTA THERAPEUTICS INC | 803607AD2 | NOTE 1.250% 9/1 | 7,000,000 | $8,194,200 | dollars as filed | principal |
| ServiceNow,Inc. | 81762P102 | COM | 10,600 | $8,081,440 | dollars as filed | call |
| Linde plc | G54950103 | COM | 17,400 | $8,079,168 | dollars as filed | call |
| KROGER CO COM | 501044101 | Stock | 138,800 | $7,929,644 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 27,951 | $7,880,784 | dollars as filed | |
| MODERNA INC | 60770K107 | COM | 73,900 | $7,874,784 | dollars as filed | put |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 10,000,000 | $7,856,000 | dollars as filed | principal |
| Duke Energy Corporation | 26441C204 | COM | 80,800 | $7,814,168 | dollars as filed | put |
| DEXCOM INC COM | 252131107 | Stock | 56,200 | $7,794,940 | dollars as filed | put |
| Deere & Company | 244199105 | COM | 18,900 | $7,762,986 | dollars as filed | call |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 45,300 | $7,732,257 | dollars as filed | put |
| Eaton Corp. Plc | G29183103 | COM | 24,500 | $7,660,660 | dollars as filed | put |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 159,000 | $7,611,330 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 95,200 | $7,593,152 | dollars as filed | call |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 18,000 | $7,524,180 | dollars as filed | put |
| VAXCYTE INC COM | 92243G108 | Stock | 109,389 | $7,472,363 | dollars as filed | |
| CYTOKINETICS INC | 23282WAC4 | NOTE 3.500% 7/0 | 4,687,000 | $7,452,330 | dollars as filed | principal |
| MOBILEYE GLOBAL INC | 60741F104 | COMMON CLASS A | 231,764 | $7,451,213 | dollars as filed | |
| Micron Technology,Inc. | 595112103 | COM | 63,111 | $7,440,156 | dollars as filed | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 23,200 | $7,437,688 | dollars as filed | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 76,200 | $7,431,786 | dollars as filed | call |
| LULULEMON ATHLETICA INC | 550021109 | COM | 19,000 | $7,422,350 | dollars as filed | call |
| KODIAK GAS SVCS INC | 50012A108 | COM | 271,400 | $7,420,076 | dollars as filed | |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 7,000,000 | $7,402,500 | dollars as filed | principal |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 121,200 | $7,305,936 | dollars as filed | put |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 121,200 | $7,305,936 | dollars as filed | call |
| AMER SPORTS INC | G0260P102 | COMMON STOCK | 447,921 | $7,301,112 | dollars as filed | |
| Uber Technologies | 90353T100 | COM | 93,900 | $7,229,361 | dollars as filed | put |
| CME Group Inc. Class A | 12572Q105 | COM | 33,100 | $7,126,099 | dollars as filed | put |
| Abbott Laboratories | 002824100 | COM | 62,100 | $7,058,286 | dollars as filed | call |
| ROSS STORES INC COM | 778296103 | Stock | 48,000 | $7,044,480 | dollars as filed | put |
| Walmart Inc. | 931142103 | COM | 116,945 | $7,036,581 | dollars as filed | |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 46,700 | $6,953,163 | dollars as filed | put |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 49,500 | $6,880,995 | dollars as filed | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 76,000 | $6,817,960 | dollars as filed | put |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 33,100 | $6,817,938 | dollars as filed | put |
| Schlumberger Limited | 806857108 | COM | 123,900 | $6,790,959 | dollars as filed | call |
| FIVERR INTL LTD | 33835LAA3 | NOTE 11/0 | 7,500,000 | $6,768,750 | dollars as filed | principal |
| BLACKSTONE INC | 09260D107 | COM | 51,300 | $6,739,281 | dollars as filed | call |
| Union Pacific Corporation | 907818108 | COM | 27,300 | $6,713,889 | dollars as filed | call |
| INFINERA CORP | 45667GAE3 | BOND | 6,500,000 | $6,675,500 | dollars as filed | principal |
| AUTODESK INC COM | 052769106 | Stock | 25,600 | $6,666,752 | dollars as filed | put |
| COREBRIDGE FINL INC COM | 21871X109 | Stock | 231,330 | $6,646,111 | dollars as filed | |
| MODEL N INC | 607525AB8 | NOTE 2.625% 6/0 | 6,065,000 | $6,637,536 | dollars as filed | principal |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 9,000,000 | $6,615,000 | dollars as filed | principal |
| META PLATFORMS INC CL A | 30303M102 | COM | 13,573 | $6,590,777 | dollars as filed | |
| RXSIGHT INC | 78349D107 | COM | 127,200 | $6,560,976 | dollars as filed | |
| CASELLA WASTE SYS INC | 147448104 | CL A | 65,844 | $6,509,996 | dollars as filed | |
| LENNAR CORP CL A | 526057104 | Stock | 37,800 | $6,500,844 | dollars as filed | put |
| BBB Foods Inc | G0896C103 | COM | 273,000 | $6,491,940 | dollars as filed | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 32,200 | $6,488,300 | dollars as filed | call |
| Medtronic Plc | G5960L103 | COM | 74,100 | $6,457,815 | dollars as filed | call |
| BLACKROCK INC CL A COM | 09247X101 | COM | 7,700 | $6,419,490 | dollars as filed | put |
| MAPLEBEAR INC COM | 565394103 | Stock | 172,134 | $6,418,877 | dollars as filed | |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 20,000 | $6,411,800 | dollars as filed | call |
| Pfizer Inc. | 717081103 | COM | 231,000 | $6,410,250 | dollars as filed | call |
| Netflix, Inc | 64110L106 | COM | 10,488 | $6,369,677 | dollars as filed | |
| Ascendis Pharma A/S | 04351PAD3 | Convertible bond | 5,500,000 | $6,355,469 | dollars as filed | principal |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 21,815 | $6,340,093 | dollars as filed | |
| NEVRO CORP | 64157FAC7 | NOTE 2.750% 4/0 | 6,667,000 | $6,316,983 | dollars as filed | principal |
| NextEra Energy,Inc. | 65339F101 | COM | 98,200 | $6,275,962 | dollars as filed | put |
| EMERSON ELEC CO COM | 291011104 | Stock | 55,200 | $6,260,784 | dollars as filed | put |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 11,100 | $6,225,324 | dollars as filed | put |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 123,200 | $6,182,176 | dollars as filed | put |
| FISERV INC | 337738108 | COM | 38,600 | $6,169,052 | dollars as filed | put |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 68,500 | $6,168,425 | dollars as filed | put |
| LCI INDS | 501812AB7 | NOTE 1.125% 5/1 | 6,250,000 | $6,160,938 | dollars as filed | principal |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 7,708,000 | $6,147,130 | dollars as filed | principal |
| JAZZ PHARMACEUTICALS PLC SHS USD | G50871105 | Stock | 51,000 | $6,141,420 | dollars as filed | put |
| Airbnb, Inc. Class A | 009066101 | COM | 36,700 | $6,054,032 | dollars as filed | call |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 38,600 | $6,036,268 | dollars as filed | put |
| Southern Company | 842587107 | COM | 84,100 | $6,033,334 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 55,301 | $6,023,385 | dollars as filed | |
| Progressive Corporation | 743315103 | COM | 29,000 | $5,997,780 | dollars as filed | put |
| DIGITALOCEAN HLDGS INC | 25402DAB8 | CNV | 7,090,000 | $5,977,579 | dollars as filed | principal |
| CADIZ INC | 127537207 | COM NEW | 2,050,000 | $5,945,000 | dollars as filed | |
| NVIDIA Corp | 67066G104 | COM | 6,569 | $5,935,486 | dollars as filed | |
| D R HORTON INC COM | 23331A109 | Stock | 36,000 | $5,923,800 | dollars as filed | put |
| Comcast Corp | 20030N101 | COM | 136,595 | $5,921,393 | dollars as filed | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 37,800 | $5,899,068 | dollars as filed | put |
| CENTENE CORP DEL COM | 15135B101 | Stock | 74,500 | $5,846,760 | dollars as filed | put |
| HUMANA INC COM | 444859102 | Stock | 16,799 | $5,824,549 | dollars as filed | |
| Charles Schwab Corp | 808513105 | COM | 80,500 | $5,823,370 | dollars as filed | call |
| Prologis,Inc. | 74340W103 | COM | 44,700 | $5,820,834 | dollars as filed | put |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 5,650,000 | $5,815,152 | dollars as filed | principal |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 49,500 | $5,811,300 | dollars as filed | put |
| Johnson & Johnson | 478160104 | COM | 36,707 | $5,806,680 | dollars as filed | |
| Booking Holdings Inc. | 09857L108 | COM | 1,600 | $5,804,608 | dollars as filed | put |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 23,400 | $5,797,818 | dollars as filed | put |
| SHARKNINJA INC COM SHS | G8068L108 | Stock | 92,772 | $5,778,768 | dollars as filed | |
| Automatic Data Processing,Inc. | 053015103 | COM | 23,000 | $5,744,020 | dollars as filed | put |
| NUCOR CORP COM | 670346105 | Stock | 28,900 | $5,719,310 | dollars as filed | put |
| Lockheed Martin Corporation | 539830109 | COM | 12,500 | $5,685,875 | dollars as filed | call |
| HALLIBURTON CO COM | 406216101 | Stock | 144,200 | $5,684,364 | dollars as filed | put |
| Philip Morris International Inc. | 718172109 | COM | 61,369 | $5,622,628 | dollars as filed | |
| DYNATRACE INC COM NEW | 268150109 | Stock | 118,606 | $5,508,063 | dollars as filed | |
| TJX Companies Inc | 872540109 | COM | 53,900 | $5,466,538 | dollars as filed | call |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 295,500 | $5,419,470 | dollars as filed | put |
| Chubb Limited | H1467J104 | COM | 20,900 | $5,415,817 | dollars as filed | call |
| METLIFE INC COM | 59156R108 | Stock | 72,900 | $5,402,619 | dollars as filed | put |
| Uber Technologies | 90353T100 | COM | 69,800 | $5,373,902 | dollars as filed | call |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 19,700 | $5,353,672 | dollars as filed | put |
| Comcast Corp | 20030N101 | COM | 123,000 | $5,332,050 | dollars as filed | call |
| IMPINJ INC | 453204AD1 | NOTE 1.125% 5/1 | 3,912,000 | $5,303,107 | dollars as filed | principal |
| BANDWIDTH INC | 05988JAB9 | NOTE 0.250% 3/0 | 6,000,000 | $5,302,500 | dollars as filed | principal |
| KEURIG DR PEPPER INC COM | 49271V100 | Stock | 172,800 | $5,299,776 | dollars as filed | put |
| NEWMONT CORP | 651639106 | COM | 147,800 | $5,297,152 | dollars as filed | put |
| HCA Healthcare Inc | 40412C101 | COM | 15,800 | $5,269,774 | dollars as filed | put |
| GARMIN LTD SHS | H2906T109 | Stock | 35,115 | $5,227,570 | dollars as filed | |
| PERFICIENT INC | 71375UAF8 | BOND | 6,000,000 | $5,200,931 | dollars as filed | principal |
| Honeywell Technologies | 438516106 | COM | 25,300 | $5,192,825 | dollars as filed | call |
| Intuitive Surgical,Inc. | 46120E602 | COM | 13,000 | $5,188,170 | dollars as filed | call |
| Verizon Communications Inc | 92343V104 | COM | 123,500 | $5,182,060 | dollars as filed | call |
| BIRKENSTOCK HOLDING PLC | M2029K104 | COM SHS | 109,392 | $5,168,772 | dollars as filed | |
| HUMANA INC COM | 444859102 | Stock | 14,900 | $5,166,128 | dollars as filed | put |
| COLOMBIERACQUISITIONCORPI | G2283U100 | COM SHS CL A | 500,300 | $5,138,081 | dollars as filed | |
| WELLTOWER INC COM | 95040Q104 | REIT | 54,900 | $5,129,856 | dollars as filed | put |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 32,700 | $5,117,223 | dollars as filed | put |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 69,500 | $5,111,725 | dollars as filed | put |
| T-Mobile US,Inc. | 872590104 | COM | 31,200 | $5,092,464 | dollars as filed | call |
| MATADOR RES CO COM | 576485205 | Stock | 76,032 | $5,076,657 | dollars as filed | |
| NextEra Energy,Inc. | 65339F101 | COM | 79,400 | $5,074,454 | dollars as filed | call |
| OCCIDENTAL PETE CORP | 674599105 | COM | 78,000 | $5,069,220 | dollars as filed | call |
| FIRST SOLAR INC COM | 336433107 | Stock | 30,000 | $5,064,000 | dollars as filed | put |
| Cigna Corporation | 125523100 | COM | 13,900 | $5,048,341 | dollars as filed | put |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 5,500,000 | $5,046,250 | dollars as filed | principal |
| PPG INDS INC COM | 693506107 | Stock | 34,800 | $5,042,520 | dollars as filed | put |
| PIONEER NATURAL RESOURCES CO | 723787107 | COM | 19,200 | $5,040,000 | dollars as filed | put |
| TPG INC COM CL A | 872657101 | Stock | 112,222 | $5,016,323 | dollars as filed | |
| RAPID7 INC | 753422AF1 | NOTE 0.250% 3/1 | 5,682,000 | $5,002,541 | dollars as filed | principal |
| PETIQ INC | 71639TAB2 | NOTE 4.000% 6/0 | 5,000,000 | $4,972,000 | dollars as filed | principal |
| Boston Scientific Corporation | 101137107 | COM | 72,400 | $4,958,676 | dollars as filed | call |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 29,000 | $4,950,010 | dollars as filed | call |
| Analog Devices,Inc. | 032654105 | COM | 25,000 | $4,944,750 | dollars as filed | put |
| VEECO INSTRS INC DEL | 922417AF7 | BOND | 1,933,000 | $4,942,008 | dollars as filed | principal |
| BLOCK INC CL A | 852234103 | Stock | 58,400 | $4,939,472 | dollars as filed | call |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 204,700 | $4,927,129 | dollars as filed | call |
| TRACTOR SUPPLY CO COM | 892356106 | Stock | 18,768 | $4,911,961 | dollars as filed | |
| Lowes Companies,Inc. | 548661107 | COM | 19,280 | $4,911,194 | dollars as filed | |
| SKECHERS U S A INC | 830566105 | CL A | 80,074 | $4,905,333 | dollars as filed | |
| PHILLIPS 66 COM | 718546104 | Stock | 29,900 | $4,883,866 | dollars as filed | put |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 31,579 | $4,878,008 | dollars as filed | |
| NEW YORK TIMES CO MTN BE CL A | 650111107 | Stock | 112,856 | $4,877,636 | dollars as filed | |
| 3M CO COM | 88579Y101 | Stock | 45,900 | $4,868,613 | dollars as filed | put |
| KROGER CO COM | 501044101 | Stock | 85,009 | $4,856,564 | dollars as filed | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 102,537 | $4,840,772 | dollars as filed | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 22,665 | $4,834,671 | dollars as filed | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 37,300 | $4,824,755 | dollars as filed | put |
| NOVOCURE LTD | 67011XAB9 | NOTE 11/0 | 5,250,000 | $4,816,875 | dollars as filed | principal |
| BLOCK INC CL A | 852234103 | Stock | 56,900 | $4,812,602 | dollars as filed | put |
| WENDYS CO COM | 95058W100 | Stock | 255,069 | $4,805,500 | dollars as filed | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 61,000 | $4,768,370 | dollars as filed | put |
| Waste Management, Inc. | 94106L109 | COM | 22,300 | $4,753,245 | dollars as filed | put |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 22,200 | $4,735,482 | dollars as filed | put |
| KENVUE INC | 49177J102 | COM | 220,600 | $4,734,076 | dollars as filed | put |
| LAM RESEARCH CORP | 512807108 | COM | 4,800 | $4,663,536 | dollars as filed | call |
| INOTIV INC 3.25PCT 10/15/2027 | 45783QAB6 | Convertible Bond | 7,610,000 | $4,631,557 | dollars as filed | principal |
| ASTERA LABS INC COM | 04626A103 | COM | 62,400 | $4,629,456 | dollars as filed | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 21,100 | $4,627,441 | dollars as filed | put |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 5,500,000 | $4,578,750 | dollars as filed | principal |
| FEDEX CORP COM | 31428X106 | Stock | 15,800 | $4,577,892 | dollars as filed | call |
| SEMPRA COM | 816851109 | Stock | 63,685 | $4,574,494 | dollars as filed | |
| FASTLY INC | 31188VAB6 | NOTE 3/1 | 5,000,000 | $4,562,500 | dollars as filed | principal |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 30,700 | $4,550,661 | dollars as filed | put |
| Progressive Corporation | 743315103 | COM | 22,000 | $4,550,040 | dollars as filed | call |
| SPIRIT AIRLS INC | 848577102 | COM | 940,000 | $4,549,600 | dollars as filed | put |
| DOLLAR TREE INC COM | 256746108 | Stock | 34,000 | $4,527,100 | dollars as filed | put |
| SYNOPSYS INC COM | 871607107 | Stock | 7,900 | $4,514,850 | dollars as filed | call |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 50,300 | $4,512,413 | dollars as filed | call |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 250,000 | $4,492,500 | dollars as filed | put |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 15,900 | $4,491,591 | dollars as filed | put |
| CHEWYINCCLASSCLASSA | 16679L109 | STOK | 282,250 | $4,490,598 | dollars as filed | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 16,700 | $4,481,111 | dollars as filed | put |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 19,400 | $4,464,716 | dollars as filed | put |
| ENPHASE ENERGY INC COM | 29355A107 | Stock | 36,800 | $4,452,064 | dollars as filed | put |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 5,000,000 | $4,441,022 | dollars as filed | principal |
| Bristol-Myers Squibb Company | 110122108 | COM | 81,000 | $4,392,630 | dollars as filed | call |
| Automatic Data Processing,Inc. | 053015103 | COM | 17,500 | $4,370,450 | dollars as filed | call |
| Mondelez International,Inc. Class A | 609207105 | COM | 62,260 | $4,358,200 | dollars as filed | |
| ONEOK INC NEW | 682680103 | COM | 54,300 | $4,353,231 | dollars as filed | put |
| Amgen Inc. | 031162100 | COM | 15,200 | $4,321,664 | dollars as filed | call |
| ECHOSTAR CORP | 278768106 | CL A | 302,610 | $4,312,193 | dollars as filed | put |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 59,486 | $4,304,407 | dollars as filed | |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 26,600 | $4,298,560 | dollars as filed | put |
| MCKESSON CORP COM | 58155Q103 | Stock | 8,000 | $4,294,800 | dollars as filed | put |
| NORDSTROM INC | 655664100 | COM | 211,471 | $4,286,517 | dollars as filed | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 13,700 | $4,264,536 | dollars as filed | call |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 5,000,000 | $4,262,500 | dollars as filed | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001752724-24-094786 | this filing | 2024-05-01 | acceptance time not in the bulk data set |