CAPSTONE INVESTMENT ADVISORS, LLC Q4 2023 Filing

Filed February 12, 2024

Portfolio Value

$33.2B

Holdings

1,189

Report Date

Q4 2023

Filing Type

13F-HR

All Holdings (1,189 positions)

#	Stock	Shares	Value	% Portfolio	Type
301	ALBALBEMARLE CORP	66,060	$8.0M	0.02%	Put
302	CWSTCASELLA WASTE SYS INC	104,992	$8.0M	0.02%
303	PI 1.125 05/15/27IMPINJ INC	7,912,000	$8.0M	0.02%
304	AESIATLAS ENERGY SOLUTIONS INC	500,000	$8.0M	0.02%
305	OTISOTIS WORLDWIDE CORP	91,000	$8.0M	0.02%	Put
306	IMAX 0.5 04/01/26IMAX CORP	9,607,000	$8.0M	0.02%
307	LCII 1.125 05/15/26LCI INDS	8,250,000	$8.0M	0.02%
308	MRSHMARSH & MCLENNAN COS INC	43,400	$8.0M	0.02%	Put
309	LVSLAS VEGAS SANDS CORP	205,087	$8.0M	0.02%	Put
310	UPST 0.25 08/15/26UPSTART HLDGS INC	12,000,000	$8.0M	0.02%
311	FQIDIGITAL RLTY TR INC	62,700	$8.0M	0.02%	Put
312	BIIBBIOGEN INC	37,590	$8.0M	0.02%	Put
313	TTWOTAKE-TWO INTERACTIVE SOFTWAR	55,404	$8.0M	0.02%	Put
314	ICEINTERCONTINENTAL EXCHANGE IN	73,100	$8.0M	0.02%	Put
315	DOWDOW INC	161,300	$8.0M	0.02%	Put
316	HSYHERSHEY CO	55,631	$8.0M	0.02%	Put
317	CYTK 3.5 07/01/27CYTOKINETICS INC	4,687,000	$8.0M	0.02%
318	NIONIO INC	903,053	$7.9M	0.02%	Put
319	ZTSZOETIS INC	48,430	$7.7M	0.02%	Put
320	KEYSKEYSIGHT TECHNOLOGIES INC	50,915	$7.4M	0.02%	Put
321	JBLUJETBLUE AWYS CORP	1,454,927	$7.3M	0.02%	Put
322	DLTRDOLLAR TREE INC	59,661	$7.2M	0.02%	Put
323	AFWALIGN TECHNOLOGY INC	30,153	$7.2M	0.02%	Put
324	AG8AGILENT TECHNOLOGIES INC	63,374	$7.1M	0.02%	Put
325	7HPHP INC	241,480	$7.0M	0.02%	Put
326	ETSYETSY INC	103,557	$7.0M	0.02%	Put
327	SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC	5,082,000	$7.0M	0.02%
328	FISFIDELITY NATL INFORMATION SV	149,164	$7.0M	0.02%	Put
329	IGLBISHARES TR	133,501	$7.0M	0.02%
330	ADMARCHER DANIELS MIDLAND CO	116,556	$7.0M	0.02%	Put
331	WMBWILLIAMS COS INC	230,900	$7.0M	0.02%	Put
332	CWBSPDR SER TR	107,101	$7.0M	0.02%
333	EXPEEXPEDIA GROUP INC	52,400	$7.0M	0.02%	Put
334	8CWCROWN CASTLE INC	70,436	$7.0M	0.02%	Put
335	CTVACORTEVA INC	159,092	$7.0M	0.02%	Put
336	DOCN 0 12/01/26DIGITALOCEAN HLDGS INC	8,590,000	$7.0M	0.02%
337	EWEDWARDS LIFESCIENCES CORP	94,900	$7.0M	0.02%	Put
338	CEGCONSTELLATION ENERGY CORP	69,700	$7.0M	0.02%	Put
339	FSLY 0 03/15/26FASTLY INC	8,200,000	$7.0M	0.02%
340	WBDWARNER BROS DISCOVERY INC	664,626	$7.0M	0.02%	Put
341	AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC	7,000,000	$7.0M	0.02%
342	GISGENERAL MLS INC	133,175	$7.0M	0.02%	Put
343	ILMNILLUMINA INC	61,489	$6.9M	0.02%	Put
344	JAZZJAZZ PHARMACEUTICALS PLC	57,962	$6.9M	0.02%	Put
345	PCARPACCAR INC	68,404	$6.2M	0.02%	Put
346	CCIVGBPLUCID GROUP INC	1,518,793	$6.1M	0.02%	Put
347	ALSALLSTATE CORP	54,754	$6.1M	0.02%	Put
348	WELLWELLTOWER INC	83,000	$6.0M	0.02%	Put
349	FVRR 0 11/01/25FIVERR INTL LTD	7,500,000	$6.0M	0.02%
350	0VVBPARAMOUNT GLOBAL	464,764	$6.0M	0.02%	Put
351	YUMYUM BRANDS INC	51,200	$6.0M	0.02%	Put
352	LUVSOUTHWEST AIRLS CO	248,406	$6.0M	0.02%	Put
353	AFRM 0 11/15/26AFFIRM HLDGS INC	7,500,000	$6.0M	0.02%
354	MODN 2.625 06/01/25MODEL N INC	6,065,000	$6.0M	0.02%
355	PWRQUANTA SVCS INC	33,000	$6.0M	0.02%	Put
356	EAELECTRONIC ARTS INC	51,281	$6.0M	0.02%	Put
357	DFSEURDISCOVER FINL SVCS	61,000	$6.0M	0.02%	Put
358	WOOFOOT LOCKER INC	226,451	$6.0M	0.02%	Call
359	RPD 2.25 05/01/25RAPID7 INC	5,650,000	$6.0M	0.02%
360	EBAEBAY INC.	150,700	$6.0M	0.02%	Put
361	FTNTFORTINET INC	123,800	$6.0M	0.02%	Put
362	NVRO 2.75 04/01/25NEVRO CORP	6,667,000	$6.0M	0.02%
363	BBYBEST BUY INC	93,634	$6.0M	0.02%	Put
364	UALUNITED AIRLS HLDGS INC	175,267	$5.9M	0.02%	Put
365	APAAPA CORPORATION	179,176	$5.8M	0.02%	Put
366	CCLCARNIVAL CORP	337,830	$5.7M	0.02%	Put
367	TROWPRICE T ROWE GROUP INC	56,786	$5.7M	0.02%	Put
368	WBAWALGREENS BOOTS ALLIANCE INC	272,455	$5.5M	0.02%	Put
369	FITBFIFTH THIRD BANCORP	175,466	$5.5M	0.02%	Put
370	ODFLOLD DOMINION FREIGHT LINE IN	17,443	$5.5M	0.02%	Put
371	WDCWESTERN DIGITAL CORP.	105,178	$5.3M	0.02%	Put
372	OKEONEOK INC NEW	81,143	$5.3M	0.02%	Put
373	KMXCARMAX INC	75,276	$5.2M	0.02%	Put
374	KHCKRAFT HEINZ CO	166,297	$5.1M	0.02%	Put
375	SYYSYSCO CORP	73,532	$5.1M	0.02%	Put
376	CARRCARRIER GLOBAL CORPORATION	114,060	$5.0M	0.02%	Put
377	FASTFASTENAL CO	100,705	$5.0M	0.02%	Put
378	STLDSTEEL DYNAMICS INC	45,591	$5.0M	0.02%	Put
379	KGSKODIAK GAS SVCS INC	250,000	$5.0M	0.02%
380	—COLOMBIER ACQUISITION CORP I	500,300	$5.0M	0.02%
381	HYACHAYMAKER ACQUISITION CORP IV	37,500	$5.0M	0.02%
382	ASND 2.25 04/01/28ASCENDIS PHARMA A/S	5,500,000	$5.0M	0.02%
383	CDZICADIZ INC	2,050,000	$5.0M	0.02%
384	UBERUBER TECHNOLOGIES INC	93,200	$5.0M	0.02%	Put
385	UMCUNITED MICROELECTRONICS CORP	692,672	$5.0M	0.02%
386	DDDUPONT DE NEMOURS INC	72,900	$5.0M	0.02%	Put
387	PETQ 4 06/01/26PETIQ INC	5,000,000	$5.0M	0.02%
388	TRVTRAVELERS COMPANIES INC	30,100	$5.0M	0.02%	Put
389	ALRM 0 01/15/26ALARM COM HLDGS INC	6,200,000	$5.0M	0.02%
390	VMCVULCAN MATLS CO	26,700	$5.0M	0.02%	Put
391	QTWO 0.75 06/01/26Q2 HLDGS INC	5,917,000	$5.0M	0.02%
392	AFLAFLAC INC	75,600	$5.0M	0.02%	Put
393	IIIV 1 02/15/25I3 VERTICALS LLC	6,000,000	$5.0M	0.02%
394	RPD 0.25 03/15/27RAPID7 INC	5,682,000	$5.0M	0.02%
395	DRIDARDEN RESTAURANTS INC	40,550	$5.0M	0.02%	Put
396	AESAES CORP	281,700	$5.0M	0.02%	Put
397	NEO 0.25 01/15/28NEOGENOMICS INC	7,708,000	$5.0M	0.02%
398	DDOMINION ENERGY INC	121,959	$5.0M	0.02%	Put
399	MNSTMONSTER BEVERAGE CORP NEW	106,865	$5.0M	0.01%	Put
400	HOLXHOLOGIC INC	77,139	$4.7M	0.01%	Put

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