13F-HR filed by CAPSTONE INVESTMENT ADVISORS, LLC
CAPSTONE INVESTMENT ADVISORS, LLC filed this 13F-HR for the quarter ended 2024-06-30, filed 2024-08-14, with 2,031 holding rows worth $31,918,202,727.
- Accession
- 0001752724-24-174625
- Filer
- CIK 1426196
- Filed
- 2024-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2024
A holdings report, 2,031 entries on the cover page, a total value of $31,918,202,727 stated on the cover page (in dollars after the unit check, H1), rows summing to $31,918,202,727 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 |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 8,272,200 | $4,501,896,684 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 6,669,200 | $3,195,280,412 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 12,469,200 | $1,540,444,968 | dollars as filed | put |
| SPY | 78462F103 | SHS | 1,900,000 | $1,034,018,000 | dollars as filed | call |
| INVESCO QQQ TR | 46090E103 | COM | 1,975,000 | $946,242,250 | dollars as filed | call |
| Microsoft Corp | 594918104 | COM | 1,897,900 | $848,266,405 | dollars as filed | put |
| iShares Russell 2000 ETF | 464287655 | SHS | 3,781,100 | $767,147,379 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 3,489,900 | $735,042,738 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 2,897,200 | $559,883,900 | dollars as filed | put |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 7,223,900 | $557,251,646 | dollars as filed | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 1,091,000 | $550,104,020 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 3,520,300 | $434,897,862 | dollars as filed | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 2,292,900 | $417,651,735 | dollars as filed | put |
| SPY | 78462F103 | SHS | 685,382 | $372,998,592 | dollars as filed | |
| Apple Inc | 037833100 | COM | 1,640,800 | $345,585,296 | dollars as filed | call |
| Microsoft Corp | 594918104 | COM | 731,100 | $326,765,145 | dollars as filed | call |
| Tesla Motors, Inc | 88160R101 | COM | 1,625,000 | $321,555,000 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 1,707,900 | $313,263,018 | dollars as filed | put |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 455,571 | $249,302,118 | dollars as filed | |
| Broadcom Inc. | 11135F101 | COM | 154,700 | $248,375,491 | dollars as filed | put |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 2,851,100 | $223,326,663 | dollars as filed | put |
| Amazon.com, Inc | 023135106 | COM | 990,400 | $191,394,800 | dollars as filed | call |
| NOVA LTD | 66980MAB2 | BOND | 58,993,000 | $185,444,496 | dollars as filed | principal |
| JPMorgan Chase & Co | 46625H100 | COM | 910,400 | $184,137,504 | dollars as filed | put |
| META PLATFORMS INC CL A | 30303M102 | COM | 359,600 | $181,317,512 | dollars as filed | call |
| Netflix, Inc | 64110L106 | COM | 248,200 | $167,505,216 | dollars as filed | put |
| INVESCO QQQ TR | 46090E103 | COM | 332,753 | $159,425,290 | dollars as filed | |
| Costco Wholesale Corporation | 22160K105 | COM | 183,000 | $155,548,170 | dollars as filed | put |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 690,400 | $148,442,904 | dollars as filed | call |
| ISHARES TR | 464287465 | MSCI EAFE ETF | 1,734,200 | $135,839,886 | dollars as filed | call |
| GENERAL MTRS CO COM | 37045V100 | Stock | 2,838,900 | $131,895,294 | dollars as filed | put |
| INSIGHT ENTERPRISES INC | 45765UAB9 | NOTE 0.750% 2/1 | 45,320,000 | $131,813,220 | dollars as filed | principal |
| Eli Lilly and Company | 532457108 | COM | 143,400 | $129,831,492 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 3,078,500 | $126,557,135 | dollars as filed | call |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 690,800 | $125,829,220 | dollars as filed | call |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 2,776,100 | $118,234,099 | dollars as filed | put |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 1,250,000 | $117,062,500 | dollars as filed | call |
| EXXON MOBIL CORP | 30231G102 | COM | 989,268 | $113,884,532 | dollars as filed | put |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 1,000,000 | $107,120,000 | dollars as filed | put |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 2,538,600 | $104,361,846 | dollars as filed | put |
| Qualcomm Incorporated | 747525103 | COM | 518,900 | $103,354,502 | dollars as filed | put |
| Adobe Inc | 00724F101 | COM | 178,400 | $99,108,336 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 380,600 | $97,852,260 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 489,112 | $96,785,483 | dollars as filed | |
| Bank of America Corp | 060505104 | COM | 2,378,000 | $94,573,060 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 510,500 | $93,635,910 | dollars as filed | call |
| Walmart Inc. | 931142103 | COM | 1,348,100 | $91,279,851 | dollars as filed | put |
| NATERA INC | 632307AB0 | BOND | 31,518,000 | $89,570,216 | dollars as filed | principal |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 1,004,400 | $88,869,312 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 1,461,000 | $86,768,790 | dollars as filed | put |
| Tesla Motors, Inc | 88160R101 | COM | 412,300 | $81,585,924 | dollars as filed | call |
| Micron Technology,Inc. | 595112103 | COM | 578,500 | $76,090,105 | dollars as filed | put |
| JAZZ INVESTMENTS I LTD | 472145AD3 | NOTE 1.500% 8/1 | 73,231,000 | $72,864,845 | dollars as filed | principal |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 494,700 | $72,102,525 | dollars as filed | put |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 494,700 | $72,102,525 | dollars as filed | call |
| Morgan Stanley | 617446448 | COM | 723,600 | $70,326,684 | dollars as filed | put |
| ZSCALER INC | 98980GAB8 | NOTE 0.125% 7/0 | 52,000,000 | $70,067,336 | dollars as filed | principal |
| EXACT SCIENCES CORP | 30063PAA3 | NOTE 1.000% 1/1 | 70,371,000 | $68,770,060 | dollars as filed | principal |
| UNITED STATES STL CORP | 912909AT5 | NOTE 5.000%11/0 | 23,500,000 | $66,951,500 | dollars as filed | principal |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 1,892,000 | $64,195,560 | dollars as filed | put |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 1,892,000 | $64,195,560 | dollars as filed | call |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 520,500 | $63,433,335 | dollars as filed | put |
| CYBERARK SOFTWARE LTD | 23248VAB1 | NOTE 11/1 | 36,345,000 | $63,312,990 | dollars as filed | principal |
| Oracle Corporation | 68389X105 | COM | 446,200 | $63,003,440 | dollars as filed | put |
| Home Depot, Inc | 437076102 | COM | 181,100 | $62,341,864 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 507,700 | $61,873,399 | dollars as filed | call |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 413,700 | $60,180,939 | dollars as filed | put |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 413,700 | $60,180,939 | dollars as filed | call |
| Advanced Micro Devices,Inc. | 007903107 | COM | 366,500 | $59,449,965 | dollars as filed | put |
| Intuit Inc. | 461202103 | COM | 89,700 | $58,951,737 | dollars as filed | put |
| Visa Inc | 92826C839 | COM | 220,300 | $57,822,141 | dollars as filed | put |
| JPMorgan Chase & Co | 46625H100 | COM | 285,400 | $57,725,004 | dollars as filed | call |
| Merck & Co.,Inc. | 58933Y105 | COM | 464,200 | $57,467,960 | dollars as filed | put |
| Broadcom Inc. | 11135F101 | COM | 35,400 | $56,835,762 | dollars as filed | call |
| CHART INDS INC | 16115QAE0 | NOTE 1.000%11/1 | 22,880,000 | $56,471,625 | dollars as filed | principal |
| MasterCard, Inc | 57636Q104 | COM | 127,700 | $56,336,132 | dollars as filed | put |
| MONGODB INC | 60937PAD8 | NOTE 0.250% 1/1 | 42,300,000 | $55,851,333 | dollars as filed | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 123,200 | $55,725,824 | dollars as filed | put |
| PALO ALTO NETWORKS INC | 697435105 | COM | 154,300 | $52,309,243 | dollars as filed | put |
| ATI INC | 01741RAK8 | BOND | 14,553,000 | $52,150,676 | dollars as filed | principal |
| DATADOG INC | 23804LAB9 | NOTE 0.125% 6/1 | 35,000,000 | $50,837,500 | dollars as filed | principal |
| Johnson & Johnson | 478160104 | COM | 344,700 | $50,381,352 | dollars as filed | put |
| Walt Disney Co | 254687106 | COM | 502,400 | $49,883,296 | dollars as filed | put |
| INNOVIVA INC | 45781MAB7 | NOTE 2.500% 8/1 | 44,500,000 | $49,216,838 | dollars as filed | principal |
| UnitedHealth Group Inc | 91324P102 | COM | 96,500 | $49,143,590 | dollars as filed | put |
| CINEMARK HLDGS INC | 17243VAB8 | NOTE 4.500% 8/1 | 30,788,000 | $48,819,762 | dollars as filed | principal |
| Berkshire Hathaway Inc | 084670702 | COM | 119,200 | $48,490,560 | dollars as filed | put |
| General Electric Company | 369604301 | COM | 296,000 | $47,055,120 | dollars as filed | put |
| Procter & Gamble Co | 742718109 | COM | 283,900 | $46,820,788 | dollars as filed | put |
| iShares MSCI USA Min Vol Factor ETF | 46429B697 | SHS | 547,018 | $45,927,631 | dollars as filed | |
| PERMIAN RES OPER LLC | 15136AAA0 | NOTE 3.250% 4/0 | 16,607,000 | $45,815,392 | dollars as filed | principal |
| Applied Materials,Inc. | 038222105 | COM | 193,700 | $45,711,263 | dollars as filed | put |
| EXXON MOBIL CORP | 30231G102 | COM | 396,176 | $45,607,781 | dollars as filed | call |
| Intel Corp | 458140100 | COM | 1,450,100 | $44,909,597 | dollars as filed | put |
| AbbVie,Inc. | 00287Y109 | COM | 261,200 | $44,801,024 | dollars as filed | put |
| Caterpillar Inc. | 149123101 | COM | 134,200 | $44,702,020 | dollars as filed | put |
| VARONIS SYS INC | 922280AB8 | BOND | 27,273,000 | $44,373,171 | dollars as filed | principal |
| CYTOKINETICS INC | 23282WAA8 | NOTE 4.000%11/1 | 8,631,000 | $44,358,644 | dollars as filed | principal |
| OMNICELL COM | 68213NAD1 | NOTE 0.250% 9/1 | 47,040,000 | $44,335,200 | dollars as filed | principal |
| Costco Wholesale Corporation | 22160K105 | COM | 50,200 | $42,669,498 | dollars as filed | call |
| Texas Instruments Incorporated | 882508104 | COM | 216,000 | $42,018,480 | dollars as filed | put |
| Johnson & Johnson | 478160104 | COM | 287,100 | $41,962,536 | dollars as filed | call |
| Cisco Systems,Inc. | 17275R102 | COM | 869,000 | $41,286,190 | dollars as filed | put |
| Bank of America Corp | 060505104 | COM | 1,004,100 | $39,933,057 | dollars as filed | call |
| LIVONGO HEALTH INC | 539183AA1 | NOTE 0.875% 6/0 | 41,751,000 | $39,872,063 | dollars as filed | principal |
| Verizon Communications Inc | 92343V104 | COM | 963,100 | $39,718,244 | dollars as filed | put |
| ENCORE CAP GROUP INC | 292554AM4 | NOTE 3.250%10/0 | 33,424,000 | $39,423,608 | dollars as filed | principal |
| Citigroup Inc. | 172967424 | COM | 619,400 | $39,307,124 | dollars as filed | put |
| NEOGENOMICS INC | 64049MAA8 | Convertible Debt | 40,019,000 | $39,043,537 | dollars as filed | principal |
| Boeing Company | 097023105 | COM | 214,300 | $39,004,743 | dollars as filed | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 669,300 | $38,839,479 | dollars as filed | put |
| CNX RES CORP | 12653CAG3 | NOTE 2.250% 5/0 | 20,104,000 | $38,769,405 | dollars as filed | principal |
| ServiceNow,Inc. | 81762P102 | COM | 48,900 | $38,468,163 | dollars as filed | put |
| Chevron Corporation | 166764100 | COM | 236,100 | $36,930,762 | dollars as filed | put |
| AKAMAI TECHNOLOGIES INC | 00971TAJ0 | NOTE 0.125% 5/0 | 34,914,000 | $36,762,666 | dollars as filed | principal |
| iShares Russell 2000 ETF | 464287655 | SHS | 178,930 | $36,303,108 | dollars as filed | |
| IONIS PHARMACEUTICALS INC | 462222AD2 | NOTE 4/0 | 34,950,000 | $36,125,352 | dollars as filed | principal |
| Merck & Co.,Inc. | 58933Y105 | COM | 291,000 | $36,025,800 | dollars as filed | call |
| Starbucks Corporation | 855244109 | COM | 462,000 | $35,966,700 | dollars as filed | put |
| International Business Machines Corporation | 459200101 | COM | 206,100 | $35,644,995 | dollars as filed | put |
| AT&T Inc | 00206R102 | COM | 1,842,700 | $35,213,997 | dollars as filed | put |
| Intuitive Surgical,Inc. | 46120E602 | COM | 76,500 | $34,031,025 | dollars as filed | put |
| ZILLOW GROUP INC | 98954MAE1 | NOTE 0.750% 9/0 | 31,146,000 | $33,845,586 | dollars as filed | principal |
| T-Mobile US,Inc. | 872590104 | COM | 190,000 | $33,474,200 | dollars as filed | put |
| Honeywell Technologies | 438516106 | COM | 156,000 | $33,312,240 | dollars as filed | put |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 59,700 | $33,014,100 | dollars as filed | put |
| HDFC BANK LTD SPONSORED ADS | 40415F101 | ADR | 505,124 | $32,494,627 | dollars as filed | |
| Oracle Corporation | 68389X105 | COM | 228,600 | $32,278,320 | dollars as filed | call |
| Qualcomm Incorporated | 747525103 | COM | 160,700 | $32,008,226 | dollars as filed | call |
| PepsiCo,Inc. | 713448108 | COM | 191,200 | $31,534,616 | dollars as filed | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 310,300 | $31,151,017 | dollars as filed | put |
| FIVE9 INC | 338307AD3 | NOTE 0.500% 6/0 | 32,357,000 | $30,809,305 | dollars as filed | principal |
| Pfizer Inc. | 717081103 | COM | 1,095,300 | $30,646,494 | dollars as filed | put |
| WAYFAIR INC | 94419LAF8 | NOTE 1.000% 8/1 | 33,341,000 | $30,122,530 | dollars as filed | principal |
| Netflix, Inc | 64110L106 | COM | 44,500 | $30,032,160 | dollars as filed | call |
| NIKE,Inc. Class B | 654106103 | COM | 397,900 | $29,989,723 | dollars as filed | put |
| INSMED INC | 457669AB5 | NOTE 0.750% 6/0 | 14,031,000 | $29,623,484 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 116,000 | $29,561,440 | dollars as filed | put |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 135,100 | $29,478,820 | dollars as filed | call |
| Amazon.com, Inc | 023135106 | COM | 151,912 | $29,356,994 | dollars as filed | |
| NATIONAL VISION HLDGS INC | 63845RAB3 | NOTE 2.500% 5/1 | 30,235,000 | $29,252,363 | dollars as filed | principal |
| Wayfair Inc | 94419LAR2 | Convertible bond | 21,000,000 | $29,137,500 | dollars as filed | principal |
| Texas Instruments Incorporated | 882508104 | COM | 147,600 | $28,712,628 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 730,300 | $28,598,548 | dollars as filed | put |
| Eli Lilly and Company | 532457108 | COM | 31,400 | $28,428,932 | dollars as filed | call |
| Charles Schwab Corp | 808513105 | COM | 375,000 | $27,633,750 | dollars as filed | put |
| STRATEGY INC CL A NEW | 594972408 | Stock | 20,000 | $27,549,600 | dollars as filed | put |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 150,000 | $27,360,000 | dollars as filed | put |
| Chevron Corporation | 166764100 | COM | 172,600 | $26,998,092 | dollars as filed | call |
| American Express Company | 025816109 | COM | 116,200 | $26,906,110 | dollars as filed | put |
| Linde plc | G54950103 | COM | 61,300 | $26,899,053 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 857,832 | $26,567,057 | dollars as filed | |
| FEDEX CORP COM | 31428X106 | Stock | 88,200 | $26,445,888 | dollars as filed | put |
| MasterCard, Inc | 57636Q104 | COM | 59,600 | $26,293,136 | dollars as filed | call |
| Adobe Inc | 00724F101 | COM | 47,100 | $26,165,934 | dollars as filed | call |
| Salesforce.com, Inc | 79466L302 | COM | 100,300 | $25,787,130 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 73,200 | $25,198,368 | dollars as filed | call |
| Intuit Inc. | 461202103 | COM | 37,500 | $24,645,375 | dollars as filed | call |
| Visa Inc | 92826C839 | COM | 93,800 | $24,619,686 | dollars as filed | call |
| TARGET CORP COM | 87612E106 | Stock | 165,500 | $24,500,620 | dollars as filed | put |
| PROGRESS SOFTWARE CORP | 743312AB6 | NOTE 1.000% 4/1 | 23,000,000 | $24,209,822 | dollars as filed | principal |
| Procter & Gamble Co | 742718109 | COM | 145,100 | $23,929,892 | dollars as filed | call |
| NIKE,Inc. Class B | 654106103 | COM | 315,440 | $23,774,713 | dollars as filed | |
| Airbnb, Inc. Class A | 009066101 | COM | 155,900 | $23,639,117 | dollars as filed | put |
| Walmart Inc. | 931142103 | COM | 348,500 | $23,596,935 | dollars as filed | call |
| ALTAIR ENGR INC | 021369AC7 | BOND | 16,000,000 | $23,331,194 | dollars as filed | principal |
| International Business Machines Corporation | 459200101 | COM | 133,800 | $23,140,710 | dollars as filed | call |
| Amgen Inc. | 031162100 | COM | 73,400 | $22,933,830 | dollars as filed | put |
| CLOUDFLARE INC | 18915MAC1 | NOTE 8/1 | 25,160,000 | $22,927,050 | dollars as filed | principal |
| Accenture Plc Class A | G1151C101 | COM | 74,700 | $22,664,727 | dollars as filed | put |
| Wells Fargo & Company | 949746101 | COM | 379,400 | $22,532,566 | dollars as filed | call |
| Uber Technologies | 90353T100 | COM | 307,500 | $22,349,100 | dollars as filed | put |
| SYNOPSYS INC COM | 871607107 | Stock | 37,500 | $22,314,750 | dollars as filed | put |
| SPDR SERIES TRUST | 78464A698 | ST STR SP REGBNK | 452,603 | $22,222,807 | dollars as filed | |
| MAKEMYTRIP LIMITED MAURITIUS | 56087FAB0 | NOTE 2/1 | 10,000,000 | $22,183,702 | dollars as filed | principal |
| Abbott Laboratories | 002824100 | COM | 212,300 | $22,060,093 | dollars as filed | put |
| Philip Morris International Inc. | 718172109 | COM | 215,100 | $21,796,083 | dollars as filed | put |
| SAREPTA THERAPEUTICS INC | 803607AB6 | DBCV 1.500%11/1 | 10,082,000 | $21,706,546 | dollars as filed | principal |
| Applied Materials,Inc. | 038222105 | COM | 91,000 | $21,475,090 | dollars as filed | call |
| KLA CORP | 482480100 | COM | 25,900 | $21,354,809 | dollars as filed | put |
| Morgan Stanley | 617446448 | COM | 218,500 | $21,236,015 | dollars as filed | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 153,900 | $21,061,215 | dollars as filed | put |
| SPDR SERIES TRUST | 78468R408 | ST TERM HIGH ETF | 833,641 | $20,816,016 | dollars as filed | |
| Bristol-Myers Squibb Company | 110122108 | COM | 494,300 | $20,528,279 | dollars as filed | put |
| UnitedHealth Group Inc | 91324P102 | COM | 40,000 | $20,370,400 | dollars as filed | call |
| Cisco Systems,Inc. | 17275R102 | COM | 426,900 | $20,282,019 | dollars as filed | call |
| VAREX IMAGING CORP | 92214XAB2 | NOTE 4.000% 6/0 | 20,000,000 | $20,187,500 | dollars as filed | principal |
| Lowes Companies,Inc. | 548661107 | COM | 91,500 | $20,172,090 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 314,100 | $19,992,465 | dollars as filed | put |
| Starbucks Corporation | 855244109 | COM | 256,403 | $19,960,974 | dollars as filed | |
| GUARDANT HEALTH INC | 40131MAB5 | NOTE 11/1 | 25,700,000 | $19,938,628 | dollars as filed | principal |
| FORD MTR CO COM | 345370860 | Stock | 1,589,500 | $19,932,330 | dollars as filed | put |
| Booking Holdings Inc. | 09857L108 | COM | 5,000 | $19,807,500 | dollars as filed | put |
| NVIDIA Corp | 67066G104 | COM | 159,852 | $19,748,116 | dollars as filed | |
| BLACKLINE INC | 09239BAB5 | NOTE 0.125% 8/0 | 19,500,000 | $19,441,500 | dollars as filed | principal |
| INTERDIGITAL INC | 45867GAD3 | NOTE 3.500% 6/0 | 12,500,000 | $19,388,061 | dollars as filed | principal |
| AbbVie,Inc. | 00287Y109 | COM | 112,100 | $19,227,392 | dollars as filed | call |
| Analog Devices,Inc. | 032654105 | COM | 84,100 | $19,196,666 | dollars as filed | put |
| Micron Technology,Inc. | 595112103 | COM | 144,300 | $18,979,779 | dollars as filed | call |
| Walt Disney Co | 254687106 | COM | 186,100 | $18,477,869 | dollars as filed | call |
| HCI GROUP INC | 40416EAF0 | NOTE 4.750% 6/0 | 14,100,000 | $18,418,830 | dollars as filed | principal |
| GUESS INC | 401617AF2 | BOND | 16,511,000 | $18,294,188 | dollars as filed | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 200,000 | $18,230,000 | dollars as filed | put |
| Boeing Company | 097023105 | COM | 98,526 | $17,932,717 | dollars as filed | |
| Union Pacific Corporation | 907818108 | COM | 79,100 | $17,897,166 | dollars as filed | put |
| CVS Health Corporation | 126650100 | COM | 301,800 | $17,824,308 | dollars as filed | put |
| ALARM COM HLDGS INC | 011642AB1 | NOTE 1/1 | 19,425,000 | $17,822,510 | dollars as filed | principal |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 420,678 | $17,752,612 | dollars as filed | |
| Advanced Micro Devices,Inc. | 007903107 | COM | 108,380 | $17,580,320 | dollars as filed | |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 57,000 | $17,541,750 | dollars as filed | put |
| PAYPALHLDGSINC | 70450Y103 | STOK | 301,000 | $17,467,030 | dollars as filed | call |
| LAM RESEARCH CORP | 512807108 | COM | 16,400 | $17,463,540 | dollars as filed | put |
| Cisco Systems,Inc. | 17275R102 | COM | 366,632 | $17,418,686 | dollars as filed | |
| TAIWAN SEMICONDUCTOR MFG | 874039100 | SPONSORED ADS | 100,000 | $17,381,000 | dollars as filed | call |
| LIVENT CORP | 53814LAB4 | BOND | 14,973,000 | $17,376,167 | dollars as filed | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 363,800 | $16,902,148 | dollars as filed | call |
| LYFT INC | 55087PAB0 | NOTE 1.500% 5/1 | 17,500,000 | $16,879,149 | dollars as filed | principal |
| Lockheed Martin Corporation | 539830109 | COM | 35,800 | $16,722,180 | dollars as filed | put |
| Apple Inc | 037833100 | COM | 78,705 | $16,576,847 | dollars as filed | |
| ARISTA NETWORKS INC | 040413106 | COM | 46,800 | $16,402,464 | dollars as filed | put |
| Gilead Sciences,Inc. | 375558103 | COM | 237,300 | $16,281,153 | dollars as filed | put |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 170,601 | $16,082,556 | dollars as filed | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 377,444 | $16,075,340 | dollars as filed | |
| NUVASIVE INC | 670704AJ4 | NOTE 0.375% 3/1 | 16,500,000 | $15,901,875 | dollars as filed | principal |
| PACIRA BIOSCIENCES INC | 695127AF7 | NOTE 0.750% 8/0 | 16,907,000 | $15,901,034 | dollars as filed | principal |
| VENTAS RLTY LTD PARTNERSHIP | 92277GAZ0 | NOTE 3.750% 6/0 | 15,000,000 | $15,817,500 | dollars as filed | principal |
| PERFICIENT INC | 71375UAD3 | NOTE 1.250% 8/0 | 10,043,000 | $15,678,928 | dollars as filed | principal |
| TARGET CORP COM | 87612E106 | Stock | 105,100 | $15,559,004 | dollars as filed | call |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 201,201 | $15,520,645 | dollars as filed | |
| HILTON WORLDWIDE HLDGS INC COM | 43300A203 | Stock | 70,300 | $15,339,460 | dollars as filed | put |
| Coca-Cola Company | 191216100 | COM | 239,100 | $15,218,715 | dollars as filed | call |
| MODERNA INC | 60770K107 | COM | 127,000 | $15,081,250 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 91,400 | $15,074,602 | dollars as filed | call |
| IMAX CORP | 45245EAJ8 | NOTE 0.500% 4/0 | 16,107,000 | $15,069,709 | dollars as filed | principal |
| NIKE,Inc. Class B | 654106103 | COM | 199,700 | $15,051,389 | dollars as filed | call |
| BENTLEY SYS INC | 08265TAD1 | NOTE 0.375% 7/0 | 16,752,000 | $15,043,296 | dollars as filed | principal |
| Goldman Sachs Group,Inc. | 38141G104 | COM | 33,100 | $14,971,792 | dollars as filed | call |
| Citigroup Inc. | 172967424 | COM | 234,400 | $14,875,024 | dollars as filed | call |
| Deere & Company | 244199105 | COM | 39,400 | $14,721,022 | dollars as filed | put |
| FEDEX CORP COM | 31428X106 | Stock | 48,900 | $14,662,176 | dollars as filed | call |
| VANECK ETF TRUST | 92189F106 | GOLD MINERS ETF | 430,736 | $14,614,872 | dollars as filed | |
| Pfizer Inc. | 717081103 | COM | 516,600 | $14,454,468 | dollars as filed | call |
| Automatic Data Processing,Inc. | 053015103 | COM | 60,400 | $14,416,876 | dollars as filed | put |
| Danaher Corporation | 235851102 | COM | 57,300 | $14,316,405 | dollars as filed | put |
| ASMLHLDGNVFSPONSOREDADR1ADRREPS1ORDSHS | N07059210 | STOK | 13,900 | $14,215,947 | dollars as filed | put |
| Berkshire Hathaway Inc | 084670702 | COM | 34,597 | $14,074,060 | dollars as filed | |
| Berkshire Hathaway Inc | 084670702 | COM | 33,900 | $13,790,520 | dollars as filed | call |
| TRANSMEDICS GROUP INC | 89377MAB5 | NOTE 1.500% 6/0 | 7,750,000 | $13,619,788 | dollars as filed | principal |
| NOVAVAX INC | 670002AD6 | NOTE 5.000%12/1 | 10,700,000 | $13,342,281 | dollars as filed | principal |
| USBANCORPDEL | 902973304 | COM NEW | 329,400 | $13,077,180 | dollars as filed | put |
| Chubb Limited | H1467J104 | COM | 51,100 | $13,034,588 | dollars as filed | put |
| General Electric Company | 369604301 | COM | 81,600 | $12,971,952 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 331,142 | $12,967,521 | dollars as filed | |
| American Express Company | 025816109 | COM | 55,900 | $12,943,645 | dollars as filed | call |
| S&P Global,Inc. | 78409V104 | COM | 29,000 | $12,934,000 | dollars as filed | put |
| Boston Scientific Corporation | 101137107 | COM | 166,900 | $12,852,969 | dollars as filed | put |
| SOUTHERN CO | 842587DP9 | NOTE 3.875%12/1 | 12,500,000 | $12,783,800 | dollars as filed | principal |
| Schlumberger Limited | 806857108 | COM | 270,300 | $12,752,754 | dollars as filed | put |
| Adobe Inc | 00724F101 | COM | 22,912 | $12,728,532 | dollars as filed | |
| PALO ALTO NETWORKS INC | 697435105 | COM | 37,500 | $12,712,875 | dollars as filed | call |
| Mondelez International,Inc. Class A | 609207105 | COM | 193,600 | $12,669,184 | dollars as filed | put |
| Analog Devices,Inc. | 032654105 | COM | 55,500 | $12,668,430 | dollars as filed | call |
| RAPID7 INC | 753422AD6 | NOTE 2.250% 5/0 | 12,850,000 | $12,655,436 | dollars as filed | principal |
| Linde plc | G54950103 | COM | 28,800 | $12,637,728 | dollars as filed | call |
| TRAVERE THERAPEUTICS INC | 89422GAA5 | CNV | 19,393,000 | $12,629,691 | dollars as filed | principal |
| McDonalds Corporation | 580135101 | COM | 49,443 | $12,600,054 | dollars as filed | |
| GRANITE CONSTR INC | 387328AD9 | NOTE 3.750% 5/1 | 8,651,000 | $12,582,880 | dollars as filed | principal |
| Caterpillar Inc. | 149123101 | COM | 37,600 | $12,524,560 | dollars as filed | call |
| Medtronic Plc | G5960L103 | COM | 158,100 | $12,444,051 | dollars as filed | put |
| FIRSTENERGY CORP | 337932AR8 | NOTE 4.000% 5/0 | 12,500,000 | $12,425,000 | dollars as filed | principal |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 26,100 | $12,233,592 | dollars as filed | put |
| OCCIDENTAL PETE CORP | 674599105 | COM | 192,700 | $12,145,881 | dollars as filed | put |
| AUTODESK INC COM | 052769106 | Stock | 48,700 | $12,050,815 | dollars as filed | put |
| McDonalds Corporation | 580135101 | COM | 47,200 | $12,028,448 | dollars as filed | call |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 131,400 | $12,023,100 | dollars as filed | put |
| Accenture Plc Class A | G1151C101 | COM | 39,500 | $11,984,695 | dollars as filed | call |
| United Parcel Service,Inc. Class B | 911312106 | COM | 86,774 | $11,875,022 | dollars as filed | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 27,200 | $11,857,840 | dollars as filed | put |
| United Parcel Service,Inc. Class B | 911312106 | COM | 86,200 | $11,796,470 | dollars as filed | call |
| UnitedHealth Group Inc | 91324P102 | COM | 22,881 | $11,652,378 | dollars as filed | |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 43,300 | $11,651,597 | dollars as filed | put |
| PepsiCo,Inc. | 713448108 | COM | 70,483 | $11,624,761 | dollars as filed | |
| COHERUS BIOSCIENCES INC | 19249HAB9 | BOND | 15,698,000 | $11,538,071 | dollars as filed | principal |
| EXPEDIA GROUP INC | 30212PBE4 | NOTE 2/1 | 12,500,000 | $11,537,500 | dollars as filed | principal |
| WAYFAIR INC | 94419LAP6 | NOTE 3.250% 9/1 | 10,000,000 | $11,512,010 | dollars as filed | principal |
| Starbucks Corporation | 855244109 | COM | 146,800 | $11,428,380 | dollars as filed | call |
| Altria Group Inc | 02209S103 | COM | 248,700 | $11,328,285 | dollars as filed | put |
| TJX Companies Inc | 872540109 | COM | 102,500 | $11,285,250 | dollars as filed | put |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 232,200 | $11,284,920 | dollars as filed | put |
| DEXCOM INC COM | 252131107 | Stock | 99,300 | $11,258,634 | dollars as filed | put |
| WOLFSPEED INC | 977852AD4 | NOTE 1.875%12/0 | 20,000,000 | $11,120,000 | dollars as filed | principal |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 19,900 | $11,004,700 | dollars as filed | call |
| Johnson & Johnson | 478160104 | COM | 75,010 | $10,963,462 | dollars as filed | |
| ROSS STORES INC COM | 778296103 | Stock | 75,100 | $10,913,532 | dollars as filed | put |
| Elevance Health, Inc. | 036752103 | COM | 20,100 | $10,891,386 | dollars as filed | put |
| Pfizer Inc. | 717081103 | COM | 386,734 | $10,820,817 | dollars as filed | |
| FORD MTR CO COM | 345370860 | Stock | 859,100 | $10,773,114 | dollars as filed | call |
| WOLFSPEED INC | 977852102 | COM | 472,700 | $10,758,652 | dollars as filed | put |
| T-Mobile US,Inc. | 872590104 | COM | 61,000 | $10,746,980 | dollars as filed | call |
| Boeing Company | 097023105 | COM | 58,600 | $10,665,786 | dollars as filed | call |
| VanEck High Yield Muni ETF | 92189H409 | SHS | 206,201 | $10,650,282 | dollars as filed | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 60,700 | $10,530,236 | dollars as filed | put |
| SPDR SER TR | 78468R556 | S&P OILGAS EXP | 72,158 | $10,496,824 | dollars as filed | |
| CONSTELLATION ENERGY CORP COM | 21037T109 | Stock | 52,300 | $10,474,121 | dollars as filed | put |
| Intel Corp | 458140100 | COM | 337,900 | $10,464,763 | dollars as filed | call |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 157,600 | $10,409,480 | dollars as filed | call |
| Lowes Companies,Inc. | 548661107 | COM | 47,200 | $10,405,712 | dollars as filed | call |
| CROWDSTRIKE HLDGS INC | 22788C105 | COM | 27,000 | $10,346,130 | dollars as filed | put |
| LULULEMON ATHLETICA INC | 550021109 | COM | 34,500 | $10,305,150 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 144,800 | $10,253,288 | dollars as filed | put |
| Abbott Laboratories | 002824100 | COM | 98,300 | $10,214,353 | dollars as filed | call |
| Comcast Corp | 20030N101 | COM | 257,400 | $10,079,784 | dollars as filed | call |
| EXPEDIA GROUP INC COM NEW | 30212P303 | Stock | 79,700 | $10,041,403 | dollars as filed | put |
| Danaher Corporation | 235851102 | COM | 39,800 | $9,944,030 | dollars as filed | call |
| ALLIANT ENERGY CORP | 018802AC2 | NOTE 3.875% 3/1 | 10,000,000 | $9,895,000 | dollars as filed | principal |
| CVS Health Corporation | 126650100 | COM | 166,667 | $9,843,353 | dollars as filed | |
| Charles Schwab Corp | 808513105 | COM | 131,100 | $9,660,759 | dollars as filed | call |
| Intuitive Surgical,Inc. | 46120E602 | COM | 21,400 | $9,519,790 | dollars as filed | call |
| PAYPALHLDGSINC | 70450Y103 | STOK | 163,925 | $9,512,568 | dollars as filed | |
| PARKER-HANNIFIN CORP COM | 701094104 | Stock | 18,800 | $9,509,228 | dollars as filed | put |
| Airbnb, Inc. Class A | 009066101 | COM | 62,100 | $9,416,223 | dollars as filed | call |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 80,200 | $9,398,638 | dollars as filed | put |
| Bristol-Myers Squibb Company | 110122108 | COM | 224,279 | $9,314,307 | dollars as filed | |
| AMERICAN ELEC PWR CO INC COM | 025537101 | Stock | 105,300 | $9,239,022 | dollars as filed | put |
| ServiceNow,Inc. | 81762P102 | COM | 11,700 | $9,204,039 | dollars as filed | call |
| BANDWIDTH INC | 05988JAD5 | NOTE 0.500% 4/0 | 12,000,000 | $9,116,324 | dollars as filed | principal |
| Duke Energy Corporation | 26441C204 | COM | 90,700 | $9,090,861 | dollars as filed | put |
| Eaton Corp. Plc | G29183103 | COM | 28,900 | $9,061,595 | dollars as filed | put |
| Salesforce.com, Inc | 79466L302 | COM | 35,159 | $9,039,379 | dollars as filed | |
| OLD DOMINION FREIGHT LINE INC COM | 679580100 | Stock | 50,600 | $8,935,960 | dollars as filed | put |
| PDD HOLDINGS INC SPONSORED ADS | 722304102 | ADR | 65,900 | $8,761,405 | dollars as filed | put |
| ROYAL CARIBBEAN GROUP COM | V7780T103 | Stock | 54,900 | $8,752,707 | dollars as filed | put |
| CENCORA INC COM | 03073E105 | Stock | 38,600 | $8,696,580 | dollars as filed | put |
| Micron Technology,Inc. | 595112103 | COM | 66,116 | $8,696,237 | dollars as filed | |
| ELECTRONIC ARTS INC COM | 285512109 | Stock | 62,200 | $8,666,326 | dollars as filed | put |
| MESA LABS INC | 59064RAA7 | NOTE 1.375% 8/1 | 9,116,000 | $8,610,764 | dollars as filed | principal |
| AT&T Inc | 00206R102 | COM | 449,700 | $8,593,767 | dollars as filed | call |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 80,101 | $8,580,419 | dollars as filed | |
| COLGATE PALMOLIVE CO COM | 194162103 | Stock | 87,200 | $8,461,888 | dollars as filed | put |
| Raytheon Technologies Corporation | 75513E101 | COM | 83,900 | $8,422,721 | dollars as filed | call |
| Automatic Data Processing,Inc. | 053015103 | COM | 35,100 | $8,378,019 | dollars as filed | call |
| SEA LTD | 81141RAG5 | NOTE 0.250% 9/1 | 9,500,000 | $8,298,250 | dollars as filed | principal |
| ALNYLAM PHARMACEUTICALS INC | 02043QAB3 | NOTE 1.000% 9/1 | 7,500,000 | $8,100,000 | dollars as filed | principal |
| CME Group Inc. Class A | 12572Q105 | COM | 40,800 | $8,021,280 | dollars as filed | put |
| Broadcom Inc. | 11135F101 | COM | 4,953 | $7,952,190 | dollars as filed | |
| KROGER CO COM | 501044101 | Stock | 158,300 | $7,903,919 | dollars as filed | put |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 50,400 | $7,900,704 | dollars as filed | put |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 166,100 | $7,879,784 | dollars as filed | put |
| LUCID GROUP INC | 549498103 | COM | 2,995,900 | $7,819,299 | dollars as filed | put |
| HALLIBURTON CO COM | 406216101 | Stock | 231,400 | $7,816,692 | dollars as filed | put |
| Southern Company | 842587107 | COM | 100,400 | $7,788,028 | dollars as filed | put |
| LULULEMON ATHLETICA INC | 550021109 | COM | 25,998 | $7,765,603 | dollars as filed | |
| Honeywell Technologies | 438516106 | COM | 36,100 | $7,708,794 | dollars as filed | call |
| Deere & Company | 244199105 | COM | 20,500 | $7,659,415 | dollars as filed | call |
| ISHARES TR | 464288638 | ISHS 5-10YR INVT | 149,401 | $7,658,295 | dollars as filed | |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 71,100 | $7,565,040 | dollars as filed | put |
| DUKE ENERGY CORP | 26441CBY0 | CONV BND | 7,500,000 | $7,515,471 | dollars as filed | principal |
| Progressive Corporation | 743315103 | COM | 36,100 | $7,498,331 | dollars as filed | put |
| WISDOMTREE TR | 97717W851 | JAPN HEDGE EQT | 66,400 | $7,491,248 | dollars as filed | put |
| NEWMONT CORP | 651639106 | COM | 178,000 | $7,452,860 | dollars as filed | put |
| COPART INC COM | 217204106 | Stock | 137,300 | $7,436,168 | dollars as filed | put |
| Qualcomm Incorporated | 747525103 | COM | 37,197 | $7,408,898 | dollars as filed | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 24,600 | $7,354,416 | dollars as filed | put |
| Union Pacific Corporation | 907818108 | COM | 32,100 | $7,262,946 | dollars as filed | call |
| Accenture Plc Class A | G1151C101 | COM | 23,872 | $7,243,004 | dollars as filed | |
| BIOGEN INC COM | 09062X103 | Stock | 31,200 | $7,232,784 | dollars as filed | put |
| HCA Healthcare Inc | 40412C101 | COM | 22,400 | $7,196,672 | dollars as filed | put |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 121,200 | $7,190,796 | dollars as filed | put |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 121,200 | $7,190,796 | dollars as filed | call |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 29,600 | $7,156,392 | dollars as filed | put |
| WELLTOWER INC COM | 95040Q104 | REIT | 68,600 | $7,151,550 | dollars as filed | put |
| PAYCHEX INC | 704326107 | COM | 60,300 | $7,149,168 | dollars as filed | put |
| Amgen Inc. | 031162100 | COM | 22,400 | $6,998,880 | dollars as filed | call |
| FIRST SOLAR INC COM | 336433107 | Stock | 31,000 | $6,989,260 | dollars as filed | put |
| FISERV INC | 337738108 | COM | 46,800 | $6,975,072 | dollars as filed | put |
| BLACKSTONE INC | 09260D107 | COM | 56,000 | $6,932,800 | dollars as filed | call |
| CAPITAL ONE FINL CORP | 14040H105 | COM | 49,800 | $6,894,810 | dollars as filed | put |
| ROPER TECHNOLOGIES INC COM | 776696106 | Stock | 12,200 | $6,876,652 | dollars as filed | put |
| AKAMAI TECHNOLOGIES INC | 00971TAL5 | NOTE 0.375% 9/0 | 7,000,000 | $6,798,466 | dollars as filed | principal |
| BLACKSTONE INC | 09260D107 | COM | 54,900 | $6,796,620 | dollars as filed | put |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 98,900 | $6,779,595 | dollars as filed | put |
| UPSTART HLDGS INC | 91680MAB3 | NOTE 0.250% 8/1 | 8,500,000 | $6,771,535 | dollars as filed | principal |
| Uber Technologies | 90353T100 | COM | 92,700 | $6,737,436 | dollars as filed | call |
| RIVIAN AUTOMOTIVE INC COM CL A | 76954A103 | Stock | 500,000 | $6,710,000 | dollars as filed | put |
| DISH NETWORK CORPORATION | 25470MAF6 | NOTE 12/1 | 9,000,000 | $6,672,174 | dollars as filed | principal |
| EMERSON ELEC CO COM | 291011104 | Stock | 60,500 | $6,664,680 | dollars as filed | put |
| INFINERA CORP | 45667GAE3 | BOND | 6,500,000 | $6,655,952 | dollars as filed | principal |
| Prologis,Inc. | 74340W103 | COM | 59,200 | $6,648,752 | dollars as filed | put |
| PACCAR INC COM | 693718108 | Stock | 64,300 | $6,619,042 | dollars as filed | put |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 31,300 | $6,595,536 | dollars as filed | put |
| KINDER MORGAN INC DEL COM | 49456B101 | Stock | 327,600 | $6,509,412 | dollars as filed | put |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 25,300 | $6,509,184 | dollars as filed | put |
| Lockheed Martin Corporation | 539830109 | COM | 13,900 | $6,492,690 | dollars as filed | call |
| TJX Companies Inc | 872540109 | COM | 58,900 | $6,484,890 | dollars as filed | call |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 46,800 | $6,467,760 | dollars as filed | put |
| SAREPTA THERAPEUTICS INC | 803607AD2 | NOTE 1.250% 9/1 | 5,000,000 | $6,445,000 | dollars as filed | principal |
| Intercontinental Exchange,Inc. | 45866F104 | COM | 47,000 | $6,433,830 | dollars as filed | put |
| NextEra Energy,Inc. | 65339F101 | COM | 89,800 | $6,358,738 | dollars as filed | call |
| HUMANA INC COM | 444859102 | Stock | 17,000 | $6,352,050 | dollars as filed | put |
| MANNKIND CORP | 56400PAQ5 | NOTE 2.500% 3/0 | 5,250,000 | $6,334,125 | dollars as filed | principal |
| Cigna Corporation | 125523100 | COM | 19,100 | $6,313,887 | dollars as filed | put |
| LAM RESEARCH CORP | 512807108 | COM | 5,900 | $6,282,615 | dollars as filed | call |
| Gilead Sciences,Inc. | 375558103 | COM | 91,414 | $6,271,915 | dollars as filed | |
| FORTINET INC COM | 34959E109 | Stock | 103,500 | $6,237,945 | dollars as filed | put |
| LENNAR CORP CL A | 526057104 | Stock | 41,600 | $6,234,592 | dollars as filed | put |
| Schlumberger Limited | 806857108 | COM | 132,100 | $6,232,478 | dollars as filed | call |
| Ascendis Pharma A/S | 04351PAD3 | Convertible bond | 5,500,000 | $6,141,922 | dollars as filed | principal |
| CADIZ INC | 127537207 | COM NEW | 1,980,000 | $6,118,200 | dollars as filed | |
| Union Pacific Corporation | 907818108 | COM | 26,939 | $6,095,218 | dollars as filed | |
| LUMENTUM HLDGS INC | 55024UAH2 | NOTE 1.500%12/1 | 6,231,000 | $6,083,226 | dollars as filed | principal |
| Mondelez International,Inc. Class A | 609207105 | COM | 92,761 | $6,070,280 | dollars as filed | |
| Medtronic Plc | G5960L103 | COM | 77,000 | $6,060,670 | dollars as filed | call |
| Abbott Laboratories | 002824100 | COM | 58,061 | $6,033,119 | dollars as filed | |
| NEOGENOMICS INC | 64049MAB6 | NOTE 0.250% 1/1 | 7,708,000 | $6,017,058 | dollars as filed | principal |
| Waste Management, Inc. | 94106L109 | COM | 28,100 | $5,994,854 | dollars as filed | put |
| DEVON ENERGY CORP NEW COM | 25179M103 | Stock | 126,100 | $5,977,140 | dollars as filed | put |
| Chubb Limited | H1467J104 | COM | 23,400 | $5,968,872 | dollars as filed | call |
| TAKE-TWO INTERACTIVE SOFTWARE COM | 874054109 | Stock | 38,100 | $5,924,169 | dollars as filed | put |
| MARATHON PETE CORP COM | 56585A102 | Stock | 33,500 | $5,811,580 | dollars as filed | call |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 19,800 | $5,744,772 | dollars as filed | put |
| MasterCard, Inc | 57636Q104 | COM | 12,965 | $5,719,639 | dollars as filed | |
| SYNOPSYS INC COM | 871607107 | Stock | 9,500 | $5,653,070 | dollars as filed | call |
| DOLLAR GEN CORP COM | 256677105 | Stock | 42,400 | $5,606,552 | dollars as filed | put |
| Boston Scientific Corporation | 101137107 | COM | 72,800 | $5,606,328 | dollars as filed | call |
| American Tower Corporation | 03027X100 | COM | 28,800 | $5,598,144 | dollars as filed | put |
| COGNIZANT TECHNOLOGY SOLUTIONS CL A | 192446102 | Stock | 82,000 | $5,576,000 | dollars as filed | put |
| 3M CO COM | 88579Y101 | Stock | 54,100 | $5,528,479 | dollars as filed | put |
| KRAFT HEINZ CO COM | 500754106 | Stock | 171,300 | $5,519,286 | dollars as filed | put |
| BLACKROCK INC CL A COM | 09247X101 | COM | 7,000 | $5,511,240 | dollars as filed | put |
| ONEOK INC NEW | 682680103 | COM | 67,500 | $5,504,625 | dollars as filed | put |
| SIMON PPTY GROUP INC NEW COM | 828806109 | REIT | 36,100 | $5,479,980 | dollars as filed | put |
| D R HORTON INC COM | 23331A109 | Stock | 38,800 | $5,468,084 | dollars as filed | put |
| CENTENE CORP DEL COM | 15135B101 | Stock | 82,300 | $5,456,490 | dollars as filed | put |
| KLA CORP | 482480100 | COM | 6,600 | $5,441,766 | dollars as filed | call |
| NIO INC SPON ADS | 62914V106 | ADR | 1,300,000 | $5,408,000 | dollars as filed | put |
| CINEMARK HLDGS INC COM | 17243V102 | Stock | 250,000 | $5,405,000 | dollars as filed | put |
| DOLLAR TREE INC COM | 256746108 | Stock | 50,600 | $5,402,562 | dollars as filed | put |
| PNC FINL SVCS GROUP INC COM | 693475105 | Stock | 34,700 | $5,395,156 | dollars as filed | put |
| ECHOSTAR CORP | 278768106 | CL A | 302,610 | $5,389,484 | dollars as filed | put |
| Verizon Communications Inc | 92343V104 | COM | 130,600 | $5,385,944 | dollars as filed | call |
| WOLFSPEED INC | 977852AB8 | NOTE 0.250% 2/1 | 9,000,000 | $5,350,500 | dollars as filed | principal |
| Progressive Corporation | 743315103 | COM | 25,400 | $5,275,834 | dollars as filed | call |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 70,900 | $5,263,616 | dollars as filed | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 57,400 | $5,252,100 | dollars as filed | call |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 17,000 | $5,231,750 | dollars as filed | call |
| EXXON MOBIL CORP | 30231G102 | COM | 45,062 | $5,187,537 | dollars as filed | |
| METLIFE INC COM | 59156R108 | Stock | 73,900 | $5,187,041 | dollars as filed | put |
| VEECO INSTRS INC DEL | 922417AJ9 | NOTE 2.875% 6/0 | 3,000,000 | $5,180,711 | dollars as filed | principal |
| CARVANA CO CL A | 146869102 | Stock | 40,200 | $5,174,544 | dollars as filed | call |
| Advanced Micro Devices,Inc. | 007903107 | COM | 31,900 | $5,174,499 | dollars as filed | call |
| Verizon Communications Inc | 92343V104 | COM | 125,069 | $5,157,846 | dollars as filed | |
| KEYSIGHT TECHNOLOGIES INC COM | 49338L103 | Stock | 37,700 | $5,155,475 | dollars as filed | put |
| REGENERON PHARMACEUTICALS COM | 75886F107 | Stock | 4,900 | $5,150,047 | dollars as filed | put |
| Booking Holdings Inc. | 09857L108 | COM | 1,300 | $5,149,950 | dollars as filed | call |
| OCCIDENTAL PETE CORP | 674599105 | COM | 81,700 | $5,149,551 | dollars as filed | call |
| PAR TECHNOLOGY CORP | 698884AE3 | NOTE 1.500%10/1 | 5,500,000 | $5,148,000 | dollars as filed | principal |
| MCKESSON CORP COM | 58155Q103 | Stock | 8,800 | $5,139,552 | dollars as filed | put |
| COLOMBIERACQUISITIONCORPI | G2283U100 | COM SHS CL A | 500,100 | $5,138,528 | dollars as filed | |
| HP INC COM | 40434L105 | Stock | 146,500 | $5,130,430 | dollars as filed | put |
| PPG INDS INC COM | 693506107 | Stock | 40,300 | $5,073,367 | dollars as filed | put |
| AIR PRODS & CHEMS INC | 009158106 | COM | 19,300 | $4,980,365 | dollars as filed | put |
| NUCOR CORP COM | 670346105 | Stock | 31,500 | $4,979,520 | dollars as filed | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 27,133 | $4,976,735 | dollars as filed | |
| ISHARES TR | 464288687 | COM | 157,401 | $4,966,002 | dollars as filed | |
| ARISTA NETWORKS INC | 040413106 | COM | 14,100 | $4,941,768 | dollars as filed | call |
| NXP SEMICONDUCTORS N V COM | N6596X109 | Stock | 18,300 | $4,924,347 | dollars as filed | call |
| ON SEMICONDUCTOR CORP COM | 682189105 | Stock | 70,800 | $4,853,340 | dollars as filed | call |
| WILLIAMS COS INC COM | 969457100 | Stock | 113,500 | $4,823,750 | dollars as filed | put |
| LAUDER ESTEE COS INC CL A | 518439104 | Stock | 45,176 | $4,806,726 | dollars as filed | |
| MARVELL TECHNOLOGY INC | 573874104 | COM | 68,100 | $4,760,190 | dollars as filed | put |
| EOG RES INC COM | 26875P101 | Stock | 37,400 | $4,707,538 | dollars as filed | put |
| REALTY INCOME CORP COM | 756109104 | REIT | 89,000 | $4,700,980 | dollars as filed | put |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 94,000 | $4,695,300 | dollars as filed | put |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 29,900 | $4,687,124 | dollars as filed | call |
| FREEPORT MCMORAN INC CL B | 35671D857 | Stock | 96,000 | $4,665,600 | dollars as filed | call |
| PHILLIPS 66 COM | 718546104 | Stock | 32,900 | $4,644,493 | dollars as filed | put |
| DIGITAL RLTY TR INC COM | 253868103 | REIT | 30,500 | $4,637,525 | dollars as filed | put |
| AFFIRM HLDGS INC | 00827BAB2 | NOTE 11/1 | 5,500,000 | $4,592,500 | dollars as filed | principal |
| ALLSTATE CORP COM | 020002101 | Stock | 28,600 | $4,566,276 | dollars as filed | put |
| Alphabet Inc. Reg. Shares A | 02079K305 | COM | 24,978 | $4,549,743 | dollars as filed | |
| FASTLY INC | 31188VAB6 | NOTE 3/1 | 5,000,000 | $4,537,500 | dollars as filed | principal |
| INNOVIVA INC | 45781MAD3 | NOTE 2.125% 3/1 | 5,000,000 | $4,512,500 | dollars as filed | principal |
| KENVUE INC | 49177J102 | COM | 247,600 | $4,501,368 | dollars as filed | put |
| ILLUMINA INC | 452327109 | COM | 43,100 | $4,498,778 | dollars as filed | put |
| SHOPIFY INC | 82509L107 | CL A SUB VTG SHS | 67,500 | $4,458,375 | dollars as filed | put |
| HUMANA INC COM | 444859102 | Stock | 11,909 | $4,449,798 | dollars as filed | |
| UNITED AIRLS HLDGS INC COM | 910047109 | Stock | 91,200 | $4,437,792 | dollars as filed | put |
| GOSSAMER BIO INC | 38341PAA0 | NOTE 5.000% 6/0 | 9,000,000 | $4,412,046 | dollars as filed | principal |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 9,400 | $4,405,968 | dollars as filed | call |
| HESS CORP | 42809H107 | COM | 29,700 | $4,381,344 | dollars as filed | put |
| CROWN CASTLE INC COM | 22822V101 | REIT | 44,400 | $4,337,880 | dollars as filed | put |
| UNITY SOFTWARE INC | 91332UAB7 | NOTE 11/1 | 5,000,000 | $4,332,500 | dollars as filed | principal |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 165,200 | $4,293,548 | dollars as filed | call |
| Stryker Corporation | 863667101 | COM | 12,500 | $4,253,125 | dollars as filed | put |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 32,800 | $4,247,600 | dollars as filed | put |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 17,400 | $4,206,798 | dollars as filed | call |
| Home Depot, Inc | 437076102 | COM | 12,132 | $4,176,320 | dollars as filed | |
| SNAP INC | 83304AAF3 | NOTE 5/0 | 5,000,000 | $4,165,980 | dollars as filed | principal |
| ZYNEX INC | 98986MAD5 | NOTE 5.000% 5/1 | 4,000,000 | $4,146,000 | dollars as filed | principal |
| HERSHEY CO COM | 427866108 | Stock | 22,200 | $4,081,026 | dollars as filed | put |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001752724-24-174625 | this filing | 2024-08-14 | acceptance time not in the bulk data set |