Capstone Investment Advisors

Capstone Investment Advisors as of June 30, 2020

Portfolio Holdings for Capstone Investment Advisors

Capstone Investment Advisors holds 595 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf Tr Tr Unit (SPY) 6.9 $1.0B 3.4M 308.36
Apple (AAPL) 6.8 $1.0B 2.8M 366.86
Invesco Qqq Tr Unit Ser 1 (QQQ) 6.0 $906M 3.7M 247.60
Microsoft Corporation Put Option (MSFT) 5.8 $880M 4.3M 203.51
Ishares Tr Msci Eafe Etf (EFA) 4.6 $695M 11M 60.87
Amazon (AMZN) 4.2 $635M 230k 2760.98
Facebook Cl A Call Option (META) 2.5 $373M 1.6M 227.07
Ishares Tr China Lg-cap Etf (FXI) 1.7 $252M 6.3M 39.70
Alphabet Cap Stk Cl C (GOOG) 1.6 $248M 176k 1413.58
Alphabet Cap Stk Cl A (GOOGL) 1.6 $236M 166k 1418.13
NVIDIA Corporation (NVDA) 0.9 $143M 376k 379.90
Berkshire Hathaway Inc Del Cl B New (BRK.B) 0.9 $139M 779k 178.50
Adobe Systems Incorporated (ADBE) 0.9 $133M 305k 435.25
Tiffany & Co. 0.9 $131M 1.1M 121.94
Ishares Tr Msci Emg Mkt Etf (EEM) 0.8 $124M 3.1M 39.99
Intel Corporation Put Option (INTC) 0.8 $121M 2.0M 59.83
Netflix Put Option (NFLX) 0.8 $117M 258k 455.04
Paypal Holdings Call Option (PYPL) 0.7 $113M 651k 174.23
Johnson & Johnson Call Option (JNJ) 0.7 $109M 774k 140.63
Disney Walt Com Disney Put Option (DIS) 0.7 $105M 943k 111.51
UnitedHealth Put Option (UNH) 0.7 $101M 344k 294.95
Visa Com Cl A Call Option (V) 0.7 $99M 510k 193.17
JPMorgan Chase & Co. (JPM) 0.6 $93M 993k 94.06
Home Depot Call Option (HD) 0.6 $92M 367k 250.52
Mastercard Incorporated Cl A (MA) 0.6 $92M 310k 295.97
Exxon Mobil Corporation (XOM) 0.6 $85M 1.9M 44.72
Caesars Entertainment 0.6 $84M 7.0M 12.13
Citigroup Com New Call Option (C) 0.5 $82M 1.6M 51.10
Bank of America Corporation (BAC) 0.5 $78M 3.3M 23.75
Cisco Systems (CSCO) 0.5 $76M 1.6M 46.65
Barclays Bk Ipth Sr B S&p Call Option 0.5 $70M 2.1M 33.95
Pepsi Put Option (PEP) 0.5 $69M 522k 132.26
Raytheon Technologies Corp (RTX) 0.5 $69M 1.1M 61.62
Thermo Fisher Scientific Call Option (TMO) 0.4 $68M 188k 362.34
Abbvie Call Option (ABBV) 0.4 $67M 680k 98.18
Qualcomm Call Option (QCOM) 0.4 $64M 699k 91.21
Procter & Gamble Company Put Option (PG) 0.4 $63M 523k 119.57
Amgen Call Option (AMGN) 0.4 $60M 253k 235.86
Costco Wholesale Corporation Call Option (COST) 0.4 $59M 196k 303.21
Broadcom Call Option (AVGO) 0.4 $59M 186k 315.61
Abbott Laboratories Call Option (ABT) 0.4 $58M 636k 91.43
Charter Communications Inc N Cl A Call Option (CHTR) 0.4 $57M 112k 510.05
salesforce Call Option (CRM) 0.4 $57M 302k 187.32
Lowe's Companies Call Option (LOW) 0.4 $54M 398k 135.12
Eli Lilly & Co. Call Option (LLY) 0.4 $54M 327k 164.19
Verizon Communications (VZ) 0.4 $53M 966k 55.12
Texas Instruments Incorporated Call Option (TXN) 0.3 $53M 415k 126.98
Accenture Plc Ireland Shs Class A Call Option (ACN) 0.3 $52M 240k 214.72
Coca-Cola Company Call Option (KO) 0.3 $51M 1.1M 44.68
Bristol Myers Squibb (BMY) 0.3 $50M 849k 58.87
Chevron Corporation Put Option (CVX) 0.3 $50M 558k 89.23
Union Pacific Corporation Call Option (UNP) 0.3 $50M 294k 169.08
International Business Machines (IBM) 0.3 $50M 410k 120.77
Tesla Motors Call Option (TSLA) 0.3 $49M 45k 1079.73
Wells Fargo & Company Put Option (WFC) 0.3 $48M 1.9M 25.60
Linde SHS Call Option 0.3 $48M 226k 212.10
Gilead Sciences Call Option (GILD) 0.3 $48M 620k 76.94
Vertex Pharmaceuticals Incorporated Call Option (VRTX) 0.3 $48M 164k 290.30
Merck & Co Call Option (MRK) 0.3 $47M 610k 77.33
At&t Put Option (T) 0.3 $47M 1.6M 30.23
Oracle Corporation Call Option (ORCL) 0.3 $47M 844k 55.27
Wal-Mart Stores Call Option (WMT) 0.3 $47M 389k 119.78
Willis Towers Watson SHS (WTW) 0.3 $46M 234k 196.95
Comcast Corp Cl A Put Option (CMCSA) 0.3 $46M 1.2M 38.98
Gsx Techedu Sponsored Ads (GOTU) 0.3 $45M 750k 59.99
American Tower Reit Put Option (AMT) 0.3 $45M 173k 258.54
58 Spon Adr Rep A 0.3 $44M 822k 53.94
Intuit Call Option (INTU) 0.3 $44M 149k 296.18
Lockheed Martin Corporation (LMT) 0.3 $42M 116k 364.92
3M Company Call Option (MMM) 0.3 $41M 263k 155.99
Anthem (ELV) 0.3 $41M 156k 262.96
McDonald's Corporation Call Option (MCD) 0.3 $41M 222k 184.48
Nextera Energy Put Option (NEE) 0.3 $41M 170k 240.17
Cme (CME) 0.3 $41M 251k 162.55
Boeing Company Call Option (BA) 0.3 $40M 220k 183.30
Becton, Dickinson and Put Option (BDX) 0.3 $39M 163k 239.27
Starbucks Corporation Put Option (SBUX) 0.3 $39M 528k 73.59
Micron Technology (MU) 0.3 $38M 732k 52.00
Danaher Corporation Call Option (DHR) 0.3 $38M 215k 176.83
Pfizer Call Option (PFE) 0.3 $38M 1.2M 32.70
Philip Morris International (PM) 0.2 $37M 531k 70.07
Baidu Spon Adr Rep A Call Option (BIDU) 0.2 $37M 310k 119.89
Caesars Entmt Corp Note 5.000%10/0 0.2 $35M 21M 1.69
Advanced Micro Devices (AMD) 0.2 $35M 664k 52.61
Cigna Corp Call Option (CI) 0.2 $35M 185k 187.65
Truist Financial Corp equities Put Option (TFC) 0.2 $34M 915k 37.55
Nike CL B Call Option (NKE) 0.2 $33M 339k 98.05
BlackRock Call Option (BLK) 0.2 $33M 61k 544.09
Medtronic SHS Put Option (MDT) 0.2 $32M 354k 91.70
eBay Call Option (EBAY) 0.2 $32M 610k 52.45
Honeywell International Put Option (HON) 0.2 $31M 217k 144.59
Intuitive Surgical Com New Put Option (ISRG) 0.2 $31M 54k 569.83
Colgate-Palmolive Company Call Option (CL) 0.2 $31M 419k 73.26
Edwards Lifesciences Put Option (EW) 0.2 $31M 444k 69.11
Cleveland Cliffs DBCV 1.500% 1/1 0.2 $30M 33M 0.92
Stryker Corporation (SYK) 0.2 $30M 166k 180.18
Regeneron Pharmaceuticals (REGN) 0.2 $30M 48k 625.00
Sherwin-Williams Company Put Option (SHW) 0.2 $30M 51k 577.84
CSX Corporation Call Option (CSX) 0.2 $29M 408k 69.74
Marathon Petroleum Corp Put Option (MPC) 0.2 $28M 748k 37.38
Progressive Corporation Call Option (PGR) 0.2 $28M 348k 80.11
Kla Corp Com New Call Option (KLAC) 0.2 $28M 143k 194.47
Automatic Data Processing Call Option (ADP) 0.2 $27M 184k 148.88
Metropcs Communications Call Option (TMUS) 0.2 $27M 259k 104.16
PNC Financial Services Put Option (PNC) 0.2 $27M 254k 105.21
Tesla Note 2.000% 5/1 0.2 $26M 7.5M 3.51
Altria Put Option (MO) 0.2 $26M 671k 39.25
Baxter International Put Option (BAX) 0.2 $26M 305k 86.10
Illumina Call Option (ILMN) 0.2 $26M 70k 370.38
Servicenow Call Option (NOW) 0.2 $26M 63k 405.09
Humana Call Option (HUM) 0.2 $25M 66k 387.78
Southern Company (SO) 0.2 $25M 490k 51.85
Two Hbrs Invt Corp Note 6.250% 1/1 0.2 $25M 25M 1.00
Wayfair Note 1.125%11/0 0.2 $25M 14M 1.79
Tesla Note 2.375% 3/1 0.2 $25M 7.5M 3.32
Applied Materials Call Option (AMAT) 0.2 $25M 409k 60.45
Zoetis Cl A Call Option (ZTS) 0.2 $25M 179k 137.05
Public Storage Put Option (PSA) 0.2 $25M 128k 191.89
United Parcel Service CL B Call Option (UPS) 0.2 $24M 219k 111.19
Southwest Airls Note 1.250% 5/0 0.2 $24M 20M 1.21
Simon Property Put Option (SPG) 0.2 $24M 350k 68.38
TJX Companies (TJX) 0.2 $24M 473k 50.56
Northrop Grumman Corporation (NOC) 0.2 $24M 77k 307.47
Mondelez Intl Cl A Put Option (MDLZ) 0.2 $23M 459k 51.13
American Express Company (AXP) 0.2 $23M 240k 95.21
Schlumberger Put Option (SLB) 0.1 $22M 1.2M 18.39
Us Bancorp Del Com New Put Option (USB) 0.1 $22M 604k 36.82
Fidelity National Information Services Put Option (FIS) 0.1 $22M 165k 134.09
Norfolk Southern Call Option (NSC) 0.1 $22M 125k 175.56
Morgan Stanley Com New Call Option (MS) 0.1 $22M 453k 48.30
Xilinx 0.1 $22M 221k 98.38
Williams Companies Put Option (WMB) 0.1 $21M 1.1M 19.02
Ishares Tr Iboxx Hi Yd Etf Put Option (HYG) 0.1 $21M 262k 81.62
Wayfair Note 0.375% 9/0 0.1 $21M 11M 1.90
Global Payments Call Option (GPN) 0.1 $21M 123k 169.62
Nio Note 4.500% 2/0 0.1 $21M 21M 1.01
Lam Research Corporation Call Option (LRCX) 0.1 $21M 64k 323.44
Biogen Idec Put Option (BIIB) 0.1 $20M 76k 267.54
Valero Energy Corporation Call Option (VLO) 0.1 $20M 347k 58.81
Goldman Sachs Call Option (GS) 0.1 $20M 103k 197.63
Autodesk Call Option (ADSK) 0.1 $20M 84k 239.17
Dupont De Nemours Put Option (DD) 0.1 $20M 372k 53.13
Fiserv Call Option (FI) 0.1 $20M 200k 97.63
AFLAC Incorporated (AFL) 0.1 $19M 538k 36.03
Capital One Financial (COF) 0.1 $19M 309k 62.59
L3harris Technologies (LHX) 0.1 $19M 114k 169.66
Alibaba Group Hldg Sponsored Ads (BABA) 0.1 $19M 89k 215.81
Prudential Financial Put Option (PRU) 0.1 $19M 307k 60.90
Lauder Estee Cos Cl A Call Option (EL) 0.1 $19M 99k 188.67
Johnson Ctls Intl SHS Call Option (JCI) 0.1 $19M 543k 34.15
Newmont Mining Corporation Call Option (NEM) 0.1 $18M 299k 61.75
Sempra Energy Call Option (SRE) 0.1 $18M 157k 117.23
Moody's Corporation Call Option (MCO) 0.1 $18M 67k 274.70
Ross Stores (ROST) 0.1 $18M 215k 85.23
Caterpillar Call Option (CAT) 0.1 $18M 145k 126.49
ConocoPhillips (COP) 0.1 $18M 424k 42.02
Intercontinental Exchange Call Option (ICE) 0.1 $18M 194k 91.60
Phillips 66 (PSX) 0.1 $17M 239k 71.90
Activision Blizzard Call Option 0.1 $17M 225k 75.89
Allstate Corporation Put Option (ALL) 0.1 $17M 171k 96.99
General Electric Company Call Option 0.1 $16M 2.4M 6.83
Align Technology Call Option (ALGN) 0.1 $16M 57k 274.43
EOG Resources (EOG) 0.1 $16M 308k 50.66
Kimberly-Clark Corporation Call Option (KMB) 0.1 $16M 110k 141.36
Dominion Resources Call Option (D) 0.1 $16M 190k 81.19
Hp Call Option (HPQ) 0.1 $15M 883k 17.43
Deere & Company Call Option (DE) 0.1 $15M 98k 157.14
Ventas (VTR) 0.1 $15M 419k 36.62
Centene Corporation Call Option (CNC) 0.1 $15M 242k 63.55
Target Corporation Put Option (TGT) 0.1 $15M 128k 119.94
Constellation Brands Cl A Put Option (STZ) 0.1 $15M 86k 174.95
Travelers Companies Call Option (TRV) 0.1 $15M 130k 114.02
Pioneer Natural Resources (PXD) 0.1 $15M 151k 97.70
General Motors Company (GM) 0.1 $15M 576k 25.30
CVS Caremark Corporation Put Option (CVS) 0.1 $15M 224k 64.97
S&p Global Call Option (SPGI) 0.1 $15M 44k 329.48
Bristol-myers Squibb Right 99/99/9999 0.1 $14M 4.0M 3.58
Chubb Call Option (CB) 0.1 $14M 112k 126.63
Trip Com Group Ads (TCOM) 0.1 $14M 546k 25.93
E Trade Financial Corp Com New 0.1 $14M 281k 49.73
Citrix Systems Call Option 0.1 $14M 93k 147.94
Analog Devices Put Option (ADI) 0.1 $14M 112k 122.64
D.R. Horton (DHI) 0.1 $14M 244k 55.42
Realpage Note 1.500% 5/1 0.1 $14M 13M 1.08
Hershey Company (HSY) 0.1 $13M 103k 129.59
Golar Lng Note 2.750% 2/1 0.1 $13M 18M 0.74
Hartford Financial Services Put Option (HIG) 0.1 $13M 345k 38.55
American Airls Group Note 6.500% 7/0 0.1 $13M 14M 0.95
Ecolab Call Option (ECL) 0.1 $13M 67k 198.93
Emerson Electric (EMR) 0.1 $13M 208k 62.03
Ishares Silver Tr Ishares Call Option (SLV) 0.1 $13M 750k 17.01
Aurora Cannabis Note 5.500% 2/2 0.1 $13M 27M 0.47
General Mills Call Option (GIS) 0.1 $13M 206k 61.65
Ishares Tr Russell 2000 Etf (IWM) 0.1 $13M 89k 143.14
Agilent Technologies Inc C ommon Call Option (A) 0.1 $13M 142k 88.38
Duke Energy Corp Com New Put Option (DUK) 0.1 $13M 156k 79.89
Best Buy Call Option (BBY) 0.1 $13M 143k 87.27
Bank of New York Mellon Corporation (BK) 0.1 $13M 322k 38.65
Twitter 0.1 $12M 417k 29.79
Wynn Resorts Call Option (WYNN) 0.1 $12M 165k 74.50
Cadence Design Systems Call Option (CDNS) 0.1 $12M 128k 95.95
Regions Financial Corporation Call Option (RF) 0.1 $12M 1.1M 11.12
Dollar General Call Option (DG) 0.1 $12M 64k 190.53
Skyworks Solutions Call Option (SWKS) 0.1 $12M 94k 127.87
Boston Scientific Corporation Put Option (BSX) 0.1 $12M 342k 35.11
Akamai Technologies Call Option (AKAM) 0.1 $12M 111k 107.11
Illinois Tool Works Call Option (ITW) 0.1 $12M 68k 174.86
State Street Corporation Put Option (STT) 0.1 $12M 187k 63.55
TransDigm Group Incorporated Call Option (TDG) 0.1 $12M 27k 441.94
American Intl Group Com New (AIG) 0.1 $12M 378k 31.18
Clorox Company Put Option (CLX) 0.1 $11M 52k 219.36
Istar Note 3.125% 9/1 0.1 $11M 10M 1.07
Cognizant Technology Solutio Cl A Call Option (CTSH) 0.1 $11M 196k 56.82
Incyte Corporation Call Option (INCY) 0.1 $11M 107k 103.98
Copart (CPRT) 0.1 $11M 132k 83.33
Las Vegas Sands Put Option (LVS) 0.1 $11M 242k 45.54
Stanley Black & Decker Call Option (SWK) 0.1 $11M 79k 139.40
El Paso Elec Com New 0.1 $11M 163k 67.00
Nortonlifelock Call Option (GEN) 0.1 $11M 547k 19.83
Hca Holdings (HCA) 0.1 $11M 111k 97.09
SYSCO Corporation (SYY) 0.1 $11M 197k 54.66
Dex Call Option (DXCM) 0.1 $11M 27k 405.42
Vaneck Vectors Etf Tr Oil Svcs Etf Call Option (OIH) 0.1 $11M 88k 121.88
Exelon Corporation Put Option (EXC) 0.1 $11M 295k 36.29
PPG Industries Call Option (PPG) 0.1 $11M 100k 106.07
Crown Castle Intl Call Option (CCI) 0.1 $11M 63k 167.36
Waste Management Call Option (WM) 0.1 $11M 100k 105.92
Western Digital (WDC) 0.1 $11M 237k 44.15
MetLife (MET) 0.1 $10M 285k 36.53
Intrexon Corp Note 3.500% 7/0 0.1 $10M 18M 0.58
Kellogg Company Call Option (K) 0.1 $10M 155k 66.06
Hewlett Packard Enterprise Put Option (HPE) 0.1 $10M 1.0M 9.73
Iqvia Holdings Put Option (IQV) 0.1 $10M 71k 141.88
Electronic Arts Call Option (EA) 0.1 $10M 76k 132.06
Lyondellbasell Industries N Shs - A - Put Option (LYB) 0.1 $10M 152k 65.72
Kraft Heinz Call Option (KHC) 0.1 $9.9M 312k 31.90
Verisign Call Option (VRSN) 0.1 $9.9M 48k 206.79
Equifax Call Option (EFX) 0.1 $9.9M 58k 171.86
Herbalife Note 2.625% 3/1 0.1 $9.9M 10M 0.99
Fortive Call Option (FTV) 0.1 $9.8M 145k 67.67
Fortinet Call Option (FTNT) 0.1 $9.6M 70k 137.25
Cytokinetics Note 4.000%11/1 0.1 $9.5M 4.0M 2.39
Microchip Technology Call Option (MCHP) 0.1 $9.5M 90k 105.30
Charles Schwab Corporation Put Option (SCHW) 0.1 $9.3M 274k 33.74
Tilray Note 5.000%10/0 0.1 $9.3M 20M 0.46
Alexion Pharmaceuticals Call Option 0.1 $9.2M 82k 112.22
Yum! Brands (YUM) 0.1 $9.0M 104k 86.80
Meritor Note 3.250%10/1 0.1 $9.0M 9.0M 1.00
Key (KEY) 0.1 $8.9M 727k 12.18
Motorola Solutions Com New (MSI) 0.1 $8.7M 62k 140.07
Hess Put Option (HES) 0.1 $8.6M 166k 51.81
Ulta Salon, Cosmetics & Fragrance Call Option (ULTA) 0.1 $8.5M 42k 203.38
Paychex Call Option (PAYX) 0.1 $8.5M 113k 75.75
Dollar Tree Call Option (DLTR) 0.1 $8.5M 91k 92.67
Granite Pt Mtg Tr Note 6.375%10/0 0.1 $8.5M 12M 0.70
Keysight Technologies Put Option (KEYS) 0.1 $8.5M 84k 100.79
Corning Incorporated (GLW) 0.1 $8.4M 325k 25.88
Nxp Semiconductors N V Call Option (NXPI) 0.1 $8.4M 74k 114.03
Kroger Call Option (KR) 0.1 $8.4M 247k 33.84
Seagate Technology SHS 0.1 $8.3M 171k 48.42
Walgreen Boots Alliance Call Option (WBA) 0.1 $8.2M 194k 42.38
Marriott Intl Cl A Put Option (MAR) 0.1 $8.2M 96k 85.74
Synopsys Call Option (SNPS) 0.1 $8.2M 42k 195.05
Eaton Corp SHS Call Option (ETN) 0.1 $8.1M 93k 87.49
Booking Holdings Call Option (BKNG) 0.1 $8.1M 5.1k 1592.00
Lennar Corp Cl A Call Option (LEN) 0.1 $8.0M 130k 61.62
NetApp (NTAP) 0.1 $8.0M 181k 44.36
Cummins Call Option (CMI) 0.1 $8.0M 46k 173.25
Air Products & Chemicals Call Option (APD) 0.1 $8.0M 33k 241.41
Realty Income Put Option (O) 0.1 $7.9M 132k 59.51
Archer Daniels Midland Company Call Option (ADM) 0.1 $7.8M 197k 39.90
Ball Corporation Put Option (BALL) 0.1 $7.7M 111k 69.49
Diamondback Energy (FANG) 0.1 $7.7M 184k 41.83
General Dynamics Corporation Put Option (GD) 0.1 $7.6M 51k 149.47
FedEx Corporation Put Option (FDX) 0.1 $7.6M 54k 140.23
Ishares Msci Sth Kor Etf (EWY) 0.1 $7.6M 133k 57.13
Jd.com Spon Adr Cl A (JD) 0.0 $7.5M 125k 60.15
Consolidated Edison (ED) 0.0 $7.4M 103k 71.94
McKesson Corporation Put Option (MCK) 0.0 $7.4M 48k 153.42
Oneok (OKE) 0.0 $7.4M 222k 33.22
Tyson Foods Cl A (TSN) 0.0 $7.4M 124k 59.73
United Rentals Call Option (URI) 0.0 $7.4M 49k 149.03
Pulte (PHM) 0.0 $7.3M 216k 34.03
Martin Marietta Materials (MLM) 0.0 $7.3M 35k 206.55
Mccormick & Co Com Non Vtg Call Option (MKC) 0.0 $7.2M 40k 179.39
Rockwell Automation Put Option (ROK) 0.0 $7.2M 34k 212.98
International Paper Company Call Option (IP) 0.0 $7.2M 204k 35.22
Kansas City Southern Com New Put Option 0.0 $7.1M 48k 149.28
Welltower Inc Com reit (WELL) 0.0 $7.1M 136k 51.78
Take-Two Interactive Software Call Option (TTWO) 0.0 $6.9M 50k 139.55
IDEXX Laboratories Call Option (IDXX) 0.0 $6.8M 21k 330.21
Penn Natl Gaming Note 2.750% 5/1 0.0 $6.8M 4.5M 1.50
Wright Med Group N V Ord Shs 0.0 $6.8M 227k 29.72
Zions Bancorporation (ZION) 0.0 $6.7M 198k 34.00
Monster Beverage Corp Call Option (MNST) 0.0 $6.7M 97k 69.31
Fifth Third Ban (FITB) 0.0 $6.7M 349k 19.27
F5 Networks Call Option (FFIV) 0.0 $6.6M 47k 139.51
Discover Financial Services Put Option (DFS) 0.0 $6.6M 132k 50.08
Whirlpool Corporation Put Option (WHR) 0.0 $6.6M 51k 129.53
Arista Networks (ANET) 0.0 $6.5M 31k 209.81
Concho Resources Call Option 0.0 $6.5M 126k 51.50
Sba Communications Corp Cl A Call Option (SBAC) 0.0 $6.4M 22k 297.89
Dover Corporation Call Option (DOV) 0.0 $6.3M 66k 96.57
Lululemon Athletica Call Option (LULU) 0.0 $6.3M 20k 312.07
Aptiv SHS Call Option (APTV) 0.0 $6.3M 81k 77.91
Redwood Tr Note 5.625% 7/1 0.0 $6.3M 7.2M 0.87
Tractor Supply Company Call Option (TSCO) 0.0 $6.3M 48k 131.75
Radius Health Note 3.000% 9/0 0.0 $6.3M 8.5M 0.74
V.F. Corporation (VFC) 0.0 $6.2M 103k 60.80
Fastenal Company Call Option (FAST) 0.0 $6.2M 145k 42.84
Dow Call Option (DOW) 0.0 $6.2M 152k 40.76
Digital Realty Trust Put Option (DLR) 0.0 $6.1M 43k 142.10
American Electric Power Company Put Option (AEP) 0.0 $6.1M 77k 79.65
Acacia Communications 0.0 $6.0M 89k 67.20
Royal Caribbean Cruises Put Option (RCL) 0.0 $5.9M 118k 50.30
International Flavors & Fragrances (IFF) 0.0 $5.9M 48k 122.40
Alnylam Pharmaceuticals Call Option (ALNY) 0.0 $5.9M 40k 148.10
Vale S A Sponsored Ads (VALE) 0.0 $5.9M 573k 10.31
Ansys Call Option (ANSS) 0.0 $5.9M 20k 291.63
Textron (TXT) 0.0 $5.9M 178k 32.90
Retrophin Note 2.500% 9/1 0.0 $5.8M 7.0M 0.83
BioMarin Pharmaceutical Put Option (BMRN) 0.0 $5.7M 46k 123.33
W.W. Grainger Call Option (GWW) 0.0 $5.7M 18k 314.18
Weyerhaeuser Co Mtn Be Com New (WY) 0.0 $5.7M 253k 22.44
Hilton Worldwide Holdings Call Option (HLT) 0.0 $5.6M 77k 73.45
Assurant Put Option (AIZ) 0.0 $5.6M 54k 103.30
Viacomcbs CL B (PARA) 0.0 $5.5M 238k 23.33
PPL Corporation (PPL) 0.0 $5.5M 212k 25.85
Advance Auto Parts (AAP) 0.0 $5.5M 38k 142.63
Maxim Integrated Products Call Option 0.0 $5.4M 90k 60.58
Ford Motor Company Call Option (F) 0.0 $5.4M 892k 6.08
Kinder Morgan Call Option (KMI) 0.0 $5.4M 355k 15.18
Paycom Software (PAYC) 0.0 $5.3M 17k 308.00
Equinix Call Option (EQIX) 0.0 $5.3M 7.6k 702.22
Genuine Parts Company (GPC) 0.0 $5.3M 61k 87.10
Paratek Pharmaceuticals Note 4.750% 5/0 0.0 $5.3M 6.5M 0.82
Exact Sciences Corp Note 0.375% 3/0 0.0 $5.3M 5.5M 0.96
O'reilly Automotive Put Option (ORLY) 0.0 $5.2M 12k 421.67
Omni (OMC) 0.0 $5.2M 95k 54.61
Canopy Gro Put Option 0.0 $5.1M 316k 16.16
Expedia Group Com New Put Option (EXPE) 0.0 $5.1M 62k 82.20
Wabtec Corporation (WAB) 0.0 $5.1M 88k 57.55
CarMax Call Option (KMX) 0.0 $5.0M 56k 89.54
Baker Hughes Company Cl A Call Option (BKR) 0.0 $5.0M 324k 15.39
Cintas Corporation Call Option (CTAS) 0.0 $4.9M 19k 266.33
Trane Technologies SHS Call Option (TT) 0.0 $4.9M 55k 88.99
Garmin SHS Call Option (GRMN) 0.0 $4.8M 50k 97.52
LogMeIn 0.0 $4.8M 56k 84.77
Smucker J M Com New Call Option (SJM) 0.0 $4.8M 45k 105.80
Cerner Corporation Put Option 0.0 $4.7M 69k 68.55
Host Hotels & Resorts (HST) 0.0 $4.7M 434k 10.79
TD Ameritrade Holding 0.0 $4.7M 128k 36.38
Clovis Oncology Note 1.250% 5/0 0.0 $4.7M 7.5M 0.62
Te Connectivity Reg Shs Call Option (TEL) 0.0 $4.6M 56k 81.59
FleetCor Technologies Call Option 0.0 $4.6M 18k 251.54
Zoom Video Communications In Cl A Put Option (ZM) 0.0 $4.5M 18k 253.53
American Airls Call Option (AAL) 0.0 $4.5M 341k 13.07
Zebra Technologies Corporati Cl A Call Option (ZBRA) 0.0 $4.5M 17k 255.92
ConAgra Foods Call Option (CAG) 0.0 $4.4M 125k 35.18
Occidental Petroleum Corporation Call Option (OXY) 0.0 $4.4M 239k 18.30
Nucor Corporation Call Option (NUE) 0.0 $4.4M 106k 41.41
Qorvo Put Option (QRVO) 0.0 $4.4M 40k 110.54
Carnival Corp Unit 99/99/9999 (CCL) 0.0 $4.3M 265k 16.41
Comerica Incorporated (CMA) 0.0 $4.3M 113k 38.10
Howmet Aerospace Put Option (HWM) 0.0 $4.3M 270k 15.85
CBOE Holdings (CBOE) 0.0 $4.3M 46k 93.32
Nrg Energy Com New Put Option (NRG) 0.0 $4.3M 131k 32.56
CF Industries Holdings (CF) 0.0 $4.2M 149k 28.13
Marsh & McLennan Companies Call Option (MMC) 0.0 $4.2M 39k 107.36
Xerox Holdings Corp Com New (XRX) 0.0 $4.1M 270k 15.29
Aon Shs Cl A Call Option (AON) 0.0 $4.1M 21k 192.67
Halliburton Company Call Option (HAL) 0.0 $4.1M 316k 12.99
Synchrony Financial Call Option (SYF) 0.0 $4.1M 184k 22.16
Redwood Tr Note 4.750% 8/1 0.0 $4.1M 4.5M 0.90
Delta Air Lines Inc Del Com New Call Option (DAL) 0.0 $4.0M 144k 28.06
Hasbro Put Option (HAS) 0.0 $4.0M 54k 74.94
T. Rowe Price Call Option (TROW) 0.0 $4.0M 32k 123.45
Fox Corp Cl A Com (FOXA) 0.0 $4.0M 149k 26.82
DaVita Put Option (DVA) 0.0 $4.0M 50k 79.15
Hldgs Call Option (UAL) 0.0 $4.0M 115k 34.60
Edison International Put Option (EIX) 0.0 $4.0M 73k 54.31
Devon Energy Corporation Put Option (DVN) 0.0 $4.0M 349k 11.34
Vulcan Materials Company Call Option (VMC) 0.0 $3.9M 34k 115.82
Hormel Foods Corporation Call Option (HRL) 0.0 $3.9M 80k 48.25
Dentsply Sirona Put Option (XRAY) 0.0 $3.9M 88k 44.06
Restoration Hardware Hldgs I DBCV 7/1 0.0 $3.9M 2.0M 1.93
Masco Corporation Call Option (MAS) 0.0 $3.9M 77k 50.24
J.B. Hunt Transport Services Call Option (JBHT) 0.0 $3.8M 32k 120.36
Mosaic (MOS) 0.0 $3.7M 298k 12.50
Cardinal Health Call Option (CAH) 0.0 $3.7M 71k 52.18
Tripadvisor Put Option (TRIP) 0.0 $3.7M 195k 19.01
Amphenol Corp Cl A Put Option (APH) 0.0 $3.7M 39k 95.81
FirstEnergy Call Option (FE) 0.0 $3.7M 95k 38.80
Old Dominion Freight Line Call Option (ODFL) 0.0 $3.7M 22k 169.72
Quest Diagnostics Incorporated Call Option (DGX) 0.0 $3.6M 32k 113.95
Mfa Finl Note 6.250% 6/1 0.0 $3.6M 4.0M 0.89
Mylan Nv Shs Euro Call Option 0.0 $3.5M 220k 16.08
Amag Pharmaceuticals Note 3.250% 6/0 0.0 $3.5M 4.5M 0.78
Ishares Tr Intrm Tr Crp Etf (IGIB) 0.0 $3.5M 58k 60.38
ResMed Call Option (RMD) 0.0 $3.5M 18k 191.91
Apache Corporation 0.0 $3.4M 256k 13.50
Universal Display Corporation (OLED) 0.0 $3.4M 23k 149.68
Southwest Airlines Call Option (LUV) 0.0 $3.4M 100k 34.17
Netease Sponsored Ads Call Option (NTES) 0.0 $3.4M 7.9k 429.09
Workday Cl A Call Option (WDAY) 0.0 $3.4M 18k 187.27
Harley-Davidson (HOG) 0.0 $3.4M 141k 23.77
Alaska Air Put Option (ALK) 0.0 $3.3M 91k 36.26
Molson Coors Beverage CL B (TAP) 0.0 $3.3M 95k 34.35
Abiomed Put Option 0.0 $3.3M 14k 241.60
Universal Hlth Svcs CL B (UHS) 0.0 $3.2M 35k 92.87
C H Robinson Worldwide Com New Call Option (CHRW) 0.0 $3.2M 40k 79.07
Citizens Financial Call Option (CFG) 0.0 $3.2M 126k 25.26
Asml Holding N V N Y Registry Shs Call Option (ASML) 0.0 $3.2M 8.6k 368.00
AutoZone Put Option (AZO) 0.0 $3.2M 2.8k 1128.21
Corteva Call Option (CTVA) 0.0 $3.1M 117k 26.80
Freeport-mcmoran CL B Put Option (FCX) 0.0 $3.1M 267k 11.57
Darden Restaurants Call Option (DRI) 0.0 $3.1M 41k 75.78
Ishares Msci Mexico Etf Call Option (EWW) 0.0 $3.0M 94k 31.88
Portola Pharmaceuticals 0.0 $3.0M 166k 17.99
Theravance Biopharma Note 3.250%11/0 0.0 $2.9M 3.0M 0.97
Interpublic Group of Companies Call Option (IPG) 0.0 $2.9M 170k 17.12
Cooper Cos Com New Call Option 0.0 $2.9M 10k 283.89
Ihs Markit SHS Call Option 0.0 $2.9M 38k 75.54
Prologis Call Option (PLD) 0.0 $2.9M 31k 93.41
Arthur J. Gallagher & Co. Call Option (AJG) 0.0 $2.9M 30k 97.50
Wec Energy Group Put Option (WEC) 0.0 $2.9M 33k 87.65
Lincoln National Corporation Call Option (LNC) 0.0 $2.9M 78k 36.78
Dish Network Corporation Cl A Call Option 0.0 $2.8M 82k 34.49
Eastman Chemical Company Call Option (EMN) 0.0 $2.8M 40k 69.64
Dxc Technology (DXC) 0.0 $2.7M 167k 16.49
Alexandria Real Estate Equities Call Option (ARE) 0.0 $2.7M 17k 162.35
Pvh Corporation Put Option (PVH) 0.0 $2.7M 56k 48.05
Albemarle Corporation Put Option (ALB) 0.0 $2.7M 35k 77.22
Iron Mountain (IRM) 0.0 $2.7M 103k 26.09
Westrock (WRK) 0.0 $2.6M 93k 28.29
AvalonBay Communities Call Option (AVB) 0.0 $2.6M 17k 154.78
Otis Worldwide Corp (OTIS) 0.0 $2.5M 44k 56.86
Paccar Call Option (PCAR) 0.0 $2.5M 34k 74.84
Alussa Energy Acquisition Shs Cl A 0.0 $2.5M 250k 9.85
Eversource Energy Call Option (ES) 0.0 $2.5M 30k 83.25
IPG Photonics Corporation Call Option (IPGP) 0.0 $2.4M 15k 160.37
DTE Energy Company Call Option (DTE) 0.0 $2.4M 22k 107.50
Delphi Technologies Pl SHS 0.0 $2.3M 165k 14.21
Hollyfrontier Corp 0.0 $2.3M 80k 29.20
Equity Residential Sh Ben Int Call Option (EQR) 0.0 $2.3M 40k 58.81
Accelerate Diagnostics Note 2.500% 3/1 0.0 $2.3M 3.3M 0.71
Chipotle Mexican Grill Call Option (CMG) 0.0 $2.3M 2.2k 1052.50
Nio Spon Ads Call Option (NIO) 0.0 $2.3M 298k 7.71
Cincinnati Bell Com New 0.0 $2.3M 152k 14.85
Kohl's Corporation Put Option (KSS) 0.0 $2.3M 109k 20.78
Jacobs Engineering Call Option 0.0 $2.2M 27k 84.79
Roper Industries Call Option (ROP) 0.0 $2.2M 5.7k 388.57
Ralph Lauren Corp Cl A Put Option (RL) 0.0 $2.2M 30k 72.53
Juniper Networks Put Option (JNPR) 0.0 $2.2M 95k 22.86
Campbell Soup Company Put Option (CPB) 0.0 $2.2M 44k 49.64
Cabot Oil & Gas Corporation Call Option (CTRA) 0.0 $2.1M 124k 17.18
Gw Pharmaceuticals Ads Call Option 0.0 $2.1M 17k 122.71
Iqiyi Sponsored Ads Put Option (IQ) 0.0 $2.1M 88k 23.19
Ameriprise Financial Call Option (AMP) 0.0 $2.0M 14k 150.00
LKQ Corporation Call Option (LKQ) 0.0 $2.0M 76k 26.20
Carrier Global Corporation (CARR) 0.0 $2.0M 90k 22.22
Public Service Enterprise Call Option (PEG) 0.0 $2.0M 40k 49.16
Huntington Bancshares Incorporated Call Option (HBAN) 0.0 $2.0M 219k 9.04
Republic Services Put Option (RSG) 0.0 $2.0M 24k 82.05
Perrigo SHS Call Option (PRGO) 0.0 $1.9M 35k 55.21
Gci Liberty Com Class A 0.0 $1.9M 27k 71.13
CenturyLink Put Option 0.0 $1.9M 192k 10.03
Ishares Tr Iboxx Inv Cp Etf (LQD) 0.0 $1.9M 14k 134.47
Unisys Corp Note 5.500% 3/0 0.0 $1.9M 1.5M 1.28
Noble Energy 0.0 $1.9M 214k 8.95
Western Union Company Call Option (WU) 0.0 $1.9M 89k 21.61
Capri Holdings SHS (CPRI) 0.0 $1.9M 122k 15.64
Fitbit Cl A 0.0 $1.9M 293k 6.46
Aerojet Rocketdy 0.0 $1.9M 48k 39.64
Mohawk Industries Call Option (MHK) 0.0 $1.9M 19k 101.75
Leggett & Platt (LEG) 0.0 $1.9M 53k 35.13
Newell Rubbermaid (NWL) 0.0 $1.8M 114k 15.92
L Brands 0.0 $1.8M 121k 14.98
AmerisourceBergen Call Option (COR) 0.0 $1.8M 18k 100.80
Church & Dwight Call Option (CHD) 0.0 $1.7M 22k 77.32
Helmerich & Payne Put Option (HP) 0.0 $1.7M 87k 19.52
Domino's Pizza Call Option (DPZ) 0.0 $1.7M 4.6k 369.09
Flexion Therapeutics Note 3.375% 5/0 0.0 $1.7M 2.0M 0.84
Peak Call Option (DOC) 0.0 $1.6M 59k 27.64
National-Oilwell Var Call Option 0.0 $1.6M 134k 12.25
Principal Financial Call Option (PFG) 0.0 $1.6M 39k 41.43
Cimarex Energy 0.0 $1.6M 58k 27.51
Henry Schein Call Option (HSIC) 0.0 $1.5M 27k 58.37
Taubman Centers 0.0 $1.5M 41k 37.78
Invesco SHS Put Option (IVZ) 0.0 $1.5M 142k 10.76
Alliance Data Systems Corporation (BFH) 0.0 $1.5M 34k 45.16
Live Nation Entertainment Call Option (LYV) 0.0 $1.5M 34k 44.31
MGM Resorts International. Put Option (MGM) 0.0 $1.5M 89k 16.80
Cbre Group Cl A Call Option (CBRE) 0.0 $1.5M 33k 45.32
Mid-America Apartment Put Option (MAA) 0.0 $1.5M 13k 114.69
Senseonics Hldgs Note 5.250% 2/0 0.0 $1.5M 1.8M 0.84
Expeditors International of Washington Call Option (EXPD) 0.0 $1.5M 19k 76.00
Entergy Corporation Put Option (ETR) 0.0 $1.4M 15k 93.85
Fortune Brands Call Option (FBIN) 0.0 $1.4M 22k 64.00
M&T Bank Corporation Call Option (MTB) 0.0 $1.4M 14k 103.87
Boston Properties Put Option (BXP) 0.0 $1.4M 16k 90.39
IDEX Corporation Call Option (IEX) 0.0 $1.4M 8.8k 158.00
Technipfmc Call Option (FTI) 0.0 $1.4M 203k 6.84
Nielsen Hldgs Shs Eur 0.0 $1.4M 92k 14.85
Northern Trust Corporation Put Option (NTRS) 0.0 $1.3M 17k 79.31
Union Acquisition Corp Ii SHS 0.0 $1.3M 128k 10.00
Forescout Technologies 0.0 $1.2M 58k 21.21
Packaging Corporation of America Call Option (PKG) 0.0 $1.2M 12k 100.00
Avery Dennison Corporation Call Option (AVY) 0.0 $1.2M 10k 114.19
Essex Property Trust Put Option (ESS) 0.0 $1.1M 5.0k 229.13
Nordstrom (JWN) 0.0 $1.1M 73k 15.50
Chp Merger Corp Com Cl A 0.0 $1.1M 113k 9.96
Genworth Finl Com Cl A (GNW) 0.0 $1.1M 485k 2.31
F M C Corp Com New Call Option (FMC) 0.0 $1.1M 11k 99.64
Tapestry Call Option (TPR) 0.0 $1.1M 84k 13.26
Hologic Call Option (HOLX) 0.0 $1.1M 19k 56.98
PennyMac Mortgage Investment Trust Put Option (PMT) 0.0 $1.1M 62k 17.53
Spdr Ser Tr BLMBRG BRC CNVRT (CWB) 0.0 $1.1M 18k 60.51
Hanesbrands Call Option (HBI) 0.0 $1.1M 96k 11.36
Discovery Com Ser A 0.0 $1.1M 51k 21.15
Ingersoll Rand Call Option (IR) 0.0 $1.1M 37k 28.24
Snap-on Incorporated Put Option (SNA) 0.0 $1.0M 7.4k 138.50
Regency Centers Corporation Call Option (REG) 0.0 $1.0M 22k 46.00
Iqiyi Note 2.000% 4/0 0.0 $997k 1.0M 1.00
Craft Brewers Alliance 0.0 $988k 64k 15.38
Norwegian Cruise Line Hldg L SHS Put Option (NCLH) 0.0 $977k 60k 16.42
RealPage Put Option 0.0 $975k 15k 65.00
Lamb Weston Hldgs Call Option (LW) 0.0 $971k 15k 63.91
Varian Medical Systems Call Option 0.0 $969k 7.9k 122.63
Meet 0.0 $953k 153k 6.24
Coty Com Cl A (COTY) 0.0 $944k 211k 4.47
Sm Energy Note 1.500% 7/0 0.0 $933k 1.0M 0.93
Aurora Cannabis Put Option 0.0 $932k 75k 12.43
Laboratory Corp Amer Hldgs Com New Call Option (LH) 0.0 $913k 5.5k 166.00
Vornado Rlty Tr Sh Ben Int Call Option (VNO) 0.0 $891k 23k 38.24
Tilray Com Cl 2 Put Option (TLRY) 0.0 $882k 124k 7.11
Alliant Energy Corporation Call Option (LNT) 0.0 $881k 18k 47.86
Acorda Therapeutics Note 1.750% 6/1 0.0 $870k 1.0M 0.87
Everest Re Group Call Option (EG) 0.0 $867k 4.2k 206.43
Select Sector Spdr Tr Energy (XLE) 0.0 $856k 23k 37.87
Xylem Call Option (XYL) 0.0 $842k 13k 64.76
Teleflex Incorporated Call Option (TFX) 0.0 $838k 2.3k 364.29
Central European Media Entrp Cl A New 0.0 $807k 228k 3.54
Parker-Hannifin Corporation Put Option (PH) 0.0 $807k 4.4k 183.33
CenterPoint Energy Call Option (CNP) 0.0 $781k 42k 18.64
Golar Lng SHS Put Option (GLNG) 0.0 $781k 108k 7.24
Select Sector Spdr Tr Sbi Int-utils (XLU) 0.0 $774k 14k 56.47
H&R Block (HRB) 0.0 $763k 54k 14.24
Accelr8 Technology Put Option 0.0 $746k 49k 15.16
Robert Half International Call Option (RHI) 0.0 $745k 14k 52.86
Gap Call Option (GPS) 0.0 $730k 58k 12.63
stock Call Option 0.0 $714k 3.6k 198.33
Udr Call Option (UDR) 0.0 $705k 19k 37.30
Amcor Ord Call Option (AMCR) 0.0 $676k 66k 10.26
BorgWarner Call Option (BWA) 0.0 $673k 19k 35.24
Allegheny Technologies Incorporated (ATI) 0.0 $665k 65k 10.18
American Eagle Outfitters Put Option (AEO) 0.0 $627k 58k 10.90
Huntington Ingalls Inds Put Option (HII) 0.0 $611k 3.5k 174.55
SVB Financial Call Option (SIVBQ) 0.0 $607k 2.8k 216.67
Cleveland-cliffs Put Option (CLF) 0.0 $572k 104k 5.52
Amicus Therapeutics (FOLD) 0.0 $566k 38k 15.10
Atmos Energy Corporation Call Option (ATO) 0.0 $557k 5.6k 99.41
Gilat Satellite Networks Shs New (GILT) 0.0 $537k 84k 6.37
Osprey Technlgy Aquistion Com Cl A 0.0 $502k 50k 10.04
Franklin Resources Call Option (BEN) 0.0 $498k 24k 20.67
A. O. Smith Corporation Call Option (AOS) 0.0 $495k 11k 46.67
NiSource Call Option (NI) 0.0 $475k 21k 22.94
Marathon Oil Corporation Call Option (MRO) 0.0 $469k 77k 6.10
Pinnacle West Capital Corporation Call Option (PNW) 0.0 $450k 6.2k 72.50
Raymond James Financial Call Option (RJF) 0.0 $403k 5.9k 68.33
News Corp Cl A Put Option (NWSA) 0.0 $357k 30k 11.87
Globe Life Put Option (GL) 0.0 $341k 4.6k 74.15
FLIR Systems Call Option 0.0 $338k 8.3k 40.77
Arconic 0.0 $336k 24k 13.93
Under Armour Cl A (UAA) 0.0 $335k 36k 9.37
Under Armour CL C Put Option (UA) 0.0 $321k 36k 8.84
Unum Put Option (UNM) 0.0 $302k 18k 16.59
Kimco Realty Corporation Call Option (KIM) 0.0 $293k 23k 12.89
Rollins Put Option (ROL) 0.0 $288k 6.8k 42.34
Discovery Com Ser C Call Option 0.0 $285k 15k 19.23
Sabre Put Option (SABR) 0.0 $279k 35k 8.06
Clovis Oncology Put Option 0.0 $270k 40k 6.75
Liberty Global SHS CL C 0.0 $259k 12k 21.64
SL Green Realty Call Option 0.0 $255k 5.1k 50.00
Federal Realty Invt Tr Sh Ben Int New Call Option 0.0 $247k 2.9k 85.00
Sealed Air Call Option (SEE) 0.0 $224k 6.8k 32.94
MFA Mortgage Investments Put Option 0.0 $217k 87k 2.49
Ensco Jersey Fin Note 3.000% 1/3 0.0 $202k 1.5M 0.13
Vipshop Holdings Sponsored Ads A Call Option (VIPS) 0.0 $199k 10k 19.90
First Horizon National Corporation (FHN) 0.0 $156k 16k 9.95
Macy's (M) 0.0 $139k 21k 6.77
Redwood Trust Put Option (RWT) 0.0 $125k 18k 7.02
Blackstone Mtg Tr Note 4.375% 5/0 0.0 $51k 54k 0.94
Acorda Therapeutics 0.0 $39k 53k 0.73
Dish Network Corporation Note 2.375% 3/1 0.0 $22k 24k 0.92