CAPSTONE INVESTMENT ADVISORS, LLC Q2 2023 Filing

Filed August 10, 2023

Portfolio Value

$20.2B

Holdings

971

Report Date

Q2 2023

Filing Type

13F-HR

All Holdings (971 positions)

#	Stock	Shares	Value	% Portfolio	Type
401	NSTG 2.625 03/01/25NANOSTRING TECHNOLOGIES INC	5,000,000	$3.0M	0.01%
402	NUENUCOR CORP	23,800	$3.0M	0.01%	Put
403	LBRTLIBERTY ENERGY INC	267,773	$3.0M	0.01%
404	CWBSPDR SER TR	52,800	$3.0M	0.01%
405	JWNUSDNORDSTROM INC	172,428	$3.0M	0.01%
406	RUN 0 02/01/26SUNRUN INC	5,000,000	$3.0M	0.01%
407	BBYBEST BUY INC	39,209	$3.0M	0.01%	Put
408	UALUNITED AIRLS HLDGS INC	69,698	$3.0M	0.01%	Put
409	SMHVANECK ETF TRUST	22,168	$2.9M	0.01%	Put
410	CTRACOTERRA ENERGY INC	138,747	$2.9M	0.01%	Put
411	ICEINTERCONTINENTAL EXCHANGE IN	31,000	$2.9M	0.01%	Put
412	MAAMID-AMER APT CMNTYS INC	19,583	$2.9M	0.01%	Put
413	HOLXHOLOGIC INC	47,339	$2.9M	0.01%	Put
414	IDXXIDEXX LABS INC	7,299	$2.9M	0.01%	Put
415	CSXCSX CORP	95,431	$2.8M	0.01%	Put
416	JBHTHUNT J B TRANS SVCS INC	16,882	$2.7M	0.01%	Put
417	AVBAVALONBAY CMNTYS INC	14,400	$2.7M	0.01%	Put
418	GPCGENUINE PARTS CO	17,505	$2.7M	0.01%	Put
419	PCARPACCAR INC	34,200	$2.6M	0.01%	Put
420	CTLTEURCATALENT INC	68,543	$2.6M	0.01%	Put
421	HALHALLIBURTON CO	106,521	$2.5M	0.01%	Put
422	TSCOTRACTOR SUPPLY CO	12,277	$2.5M	0.01%	Put
423	MOHMOLINA HEALTHCARE INC	9,143	$2.5M	0.01%	Put
424	MNSTMONSTER BEVERAGE CORP NEW	61,200	$2.5M	0.01%	Put
425	TRGPTARGA RES CORP	33,131	$2.5M	0.01%	Put
426	XBISPDR SER TR	35,935	$2.5M	0.01%	Call
427	MOSMOSAIC CO NEW	91,079	$2.5M	0.01%	Put
428	INVHINVITATION HOMES INC	79,504	$2.5M	0.01%	Put
429	KELKELLOGG CO	49,501	$2.4M	0.01%	Put
430	BKBANK NEW YORK MELLON CORP	71,403	$2.4M	0.01%	Put
431	NDAQNASDAQ INC	49,224	$2.4M	0.01%	Put
432	OREALTY INCOME CORP	46,168	$2.4M	0.01%	Put
433	FITBFIFTH THIRD BANCORP	104,983	$2.3M	0.01%	Put
434	WBAWALGREENS BOOTS ALLIANCE INC	86,954	$2.2M	0.01%	Put
435	ETSYETSY INC	29,034	$2.2M	0.01%	Put
436	TSNTYSON FOODS INC	45,024	$2.2M	0.01%	Put
437	0VVBPARAMOUNT GLOBAL	190,930	$2.2M	0.01%	Put
438	WATWATERS CORP	10,921	$2.2M	0.01%	Put
439	CNCCENTENE CORP DEL	44,549	$2.1M	0.01%	Put
440	GENGEN DIGITAL INC	156,683	$2.1M	0.01%	Put
441	AIGAMERICAN INTL GROUP INC	60,429	$2.1M	0.01%	Put
442	CINFCINCINNATI FINL CORP	24,594	$2.1M	0.01%	Put
443	CFCF INDS HLDGS INC	32,485	$2.1M	0.01%	Put
444	AKXANSYS INC	6,339	$2.1M	0.01%	Put
445	PPLPPL CORP	103,906	$2.1M	0.01%	Put
446	CMICUMMINS INC	8,883	$2.1M	0.01%	Put
447	WYNNWYNN RESORTS LTD	25,896	$2.0M	0.01%	Put
448	GLWCORNING INC	80,975	$2.0M	0.01%	Put
449	SLBSCHLUMBERGER LTD	75,824	$2.0M	0.01%	Put
450	BAXBAXTER INTL INC	51,838	$2.0M	0.01%	Put
451	TDOC 1.25 06/01/27TELADOC HEALTH INC	3,000,000	$2.0M	0.01%
452	CMRC 0.25 10/01/26BIGCOMMERCE HLDGS INC	3,500,000	$2.0M	0.01%
453	ETSY 0.125 09/01/27ETSY INC	3,000,000	$2.0M	0.01%
454	RNG 0 03/15/26RINGCENTRAL INC	3,000,000	$2.0M	0.01%
455	TREE 0.5 07/15/25LENDINGTREE INC	3,429,000	$2.0M	0.01%
456	MBIMBIA INC	300,000	$2.0M	0.01%
457	IYRISHARES TR	33,817	$2.0M	0.01%
458	PFFISHARES TR	95,000	$2.0M	0.01%
459	NXTNEXTRACKER INC	67,731	$2.0M	0.01%
460	CLVTRIP COM GROUP LTD	60,771	$2.0M	0.01%
461	AKTSQAKOUSTIS TECHNOLOGIES INC	700,000	$2.0M	0.01%
462	FIHLFIDELIS INSURANCE HOLDINGS L	150,000	$2.0M	0.01%
463	NTESNETEASE INC	25,660	$2.0M	0.01%
464	ACCD 0.5 04/01/26ACCOLADE INC	3,500,000	$2.0M	0.01%
465	CLXCLOROX CO DEL	18,611	$2.0M	0.01%	Put
466	KEYSKEYSIGHT TECHNOLOGIES INC	13,497	$2.0M	0.01%	Put
467	KDPKEURIG DR PEPPER INC	62,409	$1.9M	0.01%	Put
468	FLT1EURFLEETCOR TECHNOLOGIES INC	10,554	$1.9M	0.01%	Put
469	APTVAPTIV PLC	22,288	$1.9M	0.01%	Put
470	CARRCARRIER GLOBAL CORPORATION	54,003	$1.9M	0.01%	Put
471	INCYINCYTE CORP	33,061	$1.9M	0.01%	Put
472	APAAPA CORPORATION	63,627	$1.9M	0.01%	Put
473	CFGCITIZENS FINL GROUP INC	70,090	$1.8M	0.01%	Put
474	SWKSTANLEY BLACK & DECKER INC	22,300	$1.8M	0.01%	Put
475	EQREQUITY RESIDENTIAL	28,100	$1.8M	0.01%	Put
476	MTCHMATCH GROUP INC NEW	44,160	$1.7M	0.01%	Put
477	MSIMOTOROLA SOLUTIONS INC	5,955	$1.7M	0.01%	Put
478	FSLRFIRST SOLAR INC	14,400	$1.7M	0.01%	Put
479	WELLWELLTOWER INC	25,900	$1.7M	0.01%	Put
480	JCIJOHNSON CTLS INTL PLC	27,800	$1.7M	0.01%	Put
481	KRKROGER CO	56,900	$1.7M	0.01%	Put
482	HIGHARTFORD FINL SVCS GROUP INC	23,371	$1.7M	0.01%	Put
483	WDCWESTERN DIGITAL CORP.	55,895	$1.7M	0.01%	Put
484	CDWCDW CORP	10,258	$1.7M	0.01%	Put
485	AESAES CORP	80,205	$1.7M	0.01%	Put
486	PSAPUBLIC STORAGE	7,656	$1.7M	0.01%	Put
487	CBRECBRE GROUP INC	20,553	$1.6M	0.01%	Put
488	KHCKRAFT HEINZ CO	46,136	$1.6M	0.01%	Put
489	EAELECTRONIC ARTS INC	18,200	$1.6M	0.01%	Put
490	CHRWC H ROBINSON WORLDWIDE INC	23,191	$1.6M	0.01%	Put
491	MGMMGM RESORTS INTERNATIONAL	52,400	$1.6M	0.01%	Put
492	HPEHEWLETT PACKARD ENTERPRISE C	97,300	$1.6M	0.01%	Put
493	BALLBALL CORP	39,500	$1.6M	0.01%	Put
494	STXSEAGATE TECHNOLOGY HLDNGS PL	34,583	$1.6M	0.01%	Put
495	APHAMPHENOL CORP NEW	22,280	$1.6M	0.01%	Put
496	OKEONEOK INC NEW	28,826	$1.6M	0.01%	Put
497	VFCV F CORP	83,802	$1.6M	0.01%	Put
498	AALAMERICAN AIRLS GROUP INC	119,100	$1.6M	0.01%	Put
499	DAYCERIDIAN HCM HLDG INC	24,199	$1.6M	0.01%	Put
500	VRSNVERISIGN INC	10,404	$1.6M	0.01%	Put

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