CAPSTONE INVESTMENT ADVISORS, LLC Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$31.9B

Holdings

1,057

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (1,057 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	FDXFEDEX CORP	139,643	$41.9M	0.13%	Put
102	LINLINDE PLC	94,260	$41.4M	0.13%	Put
103	DYHTARGET CORP	274,734	$40.7M	0.13%	Put
104	AXPAMERICAN EXPRESS CO	174,115	$40.3M	0.13%	Put
105	TDOC 0.875 06/01/25LIVONGO HEALTH INC	41,751,000	$39.9M	0.12%
106	RTXRTX CORPORATION	395,172	$39.7M	0.12%	Put
107	ECPG 3.25 10/01/25ENCORE CAP GROUP INC	33,424,000	$39.4M	0.12%
108	NEO 1.25 05/01/25NEOGENOMICS INC	40,019,000	$39.0M	0.12%
109	CNX 2.25 05/01/26CNX RES CORP	20,104,000	$38.8M	0.12%
110	ABTABBOTT LABS	368,661	$38.3M	0.12%	Put
111	SCHWSCHWAB CHARLES CORP	516,200	$38.0M	0.12%	Put
112	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	34,914,000	$36.8M	0.12%
113	KOCOCA COLA CO	572,742	$36.5M	0.11%	Put
114	IONS 0 04/01/26IONIS PHARMACEUTICALS INC	34,950,000	$36.1M	0.11%
115	ABNBAIRBNB INC	229,328	$34.8M	0.11%	Put
116	Z 0.75 09/01/24ZILLOW GROUP INC	31,146,000	$33.8M	0.11%
117	BMYBRISTOL-MYERS SQUIBB CO	809,079	$33.6M	0.11%	Put
118	HDBHDFC BANK LTD	505,124	$32.5M	0.10%
119	ADIANALOG DEVICES INC	139,600	$31.9M	0.10%	Put
120	UNPUNION PAC CORP	138,139	$31.3M	0.10%	Put
121	CVSCVS HEALTH CORP	525,767	$31.1M	0.10%	Put
122	AMGNAMGEN INC	99,325	$31.0M	0.10%	Put
123	LOWLOWES COS INC	140,499	$31.0M	0.10%	Put
124	FFORD MTR CO DEL	2,459,965	$30.8M	0.10%	Put
125	UBERUBER TECHNOLOGIES INC	424,258	$30.8M	0.10%	Put
126	FIVN 0.5 06/01/25FIVE9 INC	32,357,000	$30.8M	0.10%
127	W 1 08/15/26WAYFAIR INC	33,341,000	$30.1M	0.09%
128	4I1PHILIP MORRIS INTL INC	292,784	$29.7M	0.09%	Put
129	INSM 0.75 06/01/28INSMED INC	14,031,000	$29.6M	0.09%
130	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	30,235,000	$29.3M	0.09%
131	WWAYFAIR INC	21,000,000	$29.1M	0.09%
132	SNPSSYNOPSYS INC	47,130	$28.0M	0.09%	Put
133	XLYSELECT SECTOR SPDR TR	152,641	$27.8M	0.09%	Put
134	MIGAMICROSTRATEGY INC	20,034	$27.6M	0.09%	Put
135	KLACKLA CORP	32,692	$27.0M	0.08%	Put
136	BKNGBOOKING HOLDINGS INC	6,667	$26.4M	0.08%	Put
137	GILDGILEAD SCIENCES INC	379,914	$26.1M	0.08%	Put
138	DEDEERE & CO	66,678	$24.9M	0.08%	Put
139	ADPAUTOMATIC DATA PROCESSING IN	103,957	$24.8M	0.08%	Put
140	LRCXEURLAM RESEARCH CORP	23,205	$24.7M	0.08%	Put
141	DHRDANAHER CORPORATION	98,596	$24.6M	0.08%	Put
142	PRGSPROGRESS SOFTWARE CORP	23,000,000	$24.2M	0.08%
143	ALTR 1.75 06/15/27ALTAIR ENGR INC	16,000,000	$23.3M	0.07%
144	CDNSCADENCE DESIGN SYSTEM INC	75,479	$23.2M	0.07%	Put
145	LMTLOCKHEED MARTIN CORP	49,700	$23.2M	0.07%	Put
146	NET 0 08/15/26CLOUDFLARE INC	25,160,000	$22.9M	0.07%
147	SLBSCHLUMBERGER LTD	483,522	$22.8M	0.07%	Put
148	LVLNSPDR SER TR	452,603	$22.2M	0.07%
149	MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS	10,000,000	$22.2M	0.07%
150	MDTMEDTRONIC PLC	276,295	$21.7M	0.07%	Put
151	SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC	10,082,000	$21.7M	0.07%
152	ANETEURARISTA NETWORKS INC	61,679	$21.6M	0.07%	Put
153	MDLZMONDELEZ INTL INC	324,261	$21.2M	0.07%	Put
154	SJNKSPDR SER TR	833,641	$20.8M	0.07%
155	VREX 4 06/01/25VAREX IMAGING CORP	20,000,000	$20.2M	0.06%
156	MRNAMODERNA INC	169,710	$20.2M	0.06%	Put
157	GH 0 11/15/27GUARDANT HEALTH INC	25,700,000	$19.9M	0.06%
158	TJXTJX COS INC NEW	180,692	$19.9M	0.06%	Put
159	LULULULULEMON ATHLETICA INC	66,598	$19.9M	0.06%	Put
160	CBCHUBB LIMITED	77,304	$19.7M	0.06%	Put
161	BL 0.125 08/01/24BLACKLINE INC	19,500,000	$19.4M	0.06%
162	IDCC 3.5 06/01/27INTERDIGITAL INC	12,500,000	$19.4M	0.06%
163	SPGIS&P GLOBAL INC	41,616	$18.6M	0.06%	Put
164	BSXBOSTON SCIENTIFIC CORP	239,700	$18.5M	0.06%	Put
165	HCI 4.75 06/01/42HCI GROUP INC	14,100,000	$18.4M	0.06%
166	GES 3.75 04/15/28GUESS INC	16,511,000	$18.3M	0.06%
167	XLESELECT SECTOR SPDR TR	200,264	$18.3M	0.06%	Put
168	MCHPMICROCHIP TECHNOLOGY INC.	195,360	$17.9M	0.06%	Put
169	ALRM 0 01/15/26ALARM COM HLDGS INC	19,425,000	$17.8M	0.06%
170	SHYGISHARES TR	420,678	$17.8M	0.06%
171	DC4DEXCOM INC	155,908	$17.7M	0.06%	Put
172	ASMLASML HOLDING N V	17,147	$17.5M	0.05%	Put
173	TSMTAIWAN SEMICONDUCTOR MFG LTD	100,600	$17.5M	0.05%	Call
174	OXYOCCIDENTAL PETE CORP	276,210	$17.4M	0.05%	Put
175	LTHM 4.125 07/15/25LIVENT CORP	14,973,000	$17.4M	0.05%
176	USBUS BANCORP DEL	436,648	$17.3M	0.05%	Put
177	NEENEXTERA ENERGY INC	239,826	$17.0M	0.05%	Put
178	LYFTLYFT INC	17,500,000	$16.9M	0.05%
179	NXPINXP SEMICONDUCTORS N V	62,654	$16.9M	0.05%	Put
180	NOCNORTHROP GRUMMAN CORP	38,287	$16.7M	0.05%	Put
181	VRTXVERTEX PHARMACEUTICALS INC	35,500	$16.6M	0.05%	Put
182	MPCMARATHON PETE CORP	94,200	$16.3M	0.05%	Put
183	ADSKAUTODESK INC	65,599	$16.2M	0.05%	Put
184	JNKSPDR SER TR	170,601	$16.1M	0.05%
185	FCXFREEPORT-MCMORAN INC	328,200	$15.9M	0.05%	Put
186	GMED 0.375 03/15/25NUVASIVE INC	16,500,000	$15.9M	0.05%
187	PCRX 0.75 08/01/25PACIRA BIOSCIENCES INC	16,907,000	$15.9M	0.05%
188	VTR 3.75 06/01/26VENTAS RLTY LTD PARTNERSHIP	15,000,000	$15.8M	0.05%
189	ELVELEVANCE HEALTH INC	29,090	$15.8M	0.05%	Put
190	ROSTROSS STORES INC	108,259	$15.7M	0.05%	Put
191	—PERFICIENT INC	10,043,000	$15.7M	0.05%
192	MOALTRIA GROUP INC	334,749	$15.2M	0.05%	Put
193	IMAX 0.5 04/01/26IMAX CORP	16,107,000	$15.1M	0.05%
194	BSY 0.375 07/01/27BENTLEY SYS INC	16,752,000	$15.0M	0.05%
195	SHOPSHOPIFY INC	225,100	$14.9M	0.05%	Put
196	CEGCONSTELLATION ENERGY CORP	72,739	$14.6M	0.05%	Put
197	XMESPDR SER TR	242,401	$14.4M	0.05%	Put
198	ODFLOLD DOMINION FREIGHT LINE IN	81,100	$14.3M	0.04%	Put
199	CLCOLGATE PALMOLIVE CO	147,564	$14.3M	0.04%	Put
200	DUKDUKE ENERGY CORP NEW	140,958	$14.1M	0.04%	Put

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