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
201	GEGENERAL ELECTRIC CO	100,159	$11.0M	0.05%	Put
202	SJNKSPDR SER TR	441,200	$10.9M	0.05%
203	BSY 0.375 07/01/27BENTLEY SYS INC	12,002,000	$10.9M	0.05%
204	ISRGINTUITIVE SURGICAL INC	31,700	$10.8M	0.05%	Put
205	PXDEURPIONEER NAT RES CO	52,013	$10.8M	0.05%	Put
206	AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC	11,000,000	$10.7M	0.05%
207	MCKMCKESSON CORP	24,993	$10.7M	0.05%	Put
208	VLOVALERO ENERGY CORP	90,919	$10.7M	0.05%	Put
209	MARMARRIOTT INTL INC NEW	57,800	$10.6M	0.05%	Put
210	OXYOCCIDENTAL PETE CORP	180,051	$10.6M	0.05%	Put
211	CITHE CIGNA GROUP	37,628	$10.6M	0.05%	Put
212	—ALTAIR ENGR INC	6,429,000	$10.5M	0.05%
213	MDLZMONDELEZ INTL INC	143,890	$10.5M	0.05%	Put
214	CFLT 0 01/15/27CONFLUENT INC	12,500,000	$10.4M	0.05%
215	HLTHILTON WORLDWIDE HLDGS INC	71,600	$10.4M	0.05%	Put
216	OMCL 0.25 09/15/25OMNICELL COM	10,250,000	$10.4M	0.05%
217	TJXTJX COS INC NEW	121,666	$10.3M	0.05%	Put
218	DOCN 0 12/01/26DIGITALOCEAN HLDGS INC	13,090,000	$10.3M	0.05%
219	MCOMOODYS CORP	29,222	$10.2M	0.05%	Put
220	AFRM 0 11/15/26AFFIRM HLDGS INC	13,500,000	$10.0M	0.05%
221	ATEC 0.75 08/01/26ALPHATEC HLDGS INC	8,520,000	$9.9M	0.05%
222	QTWO 0.75 06/01/26Q2 HLDGS INC	11,417,000	$9.9M	0.05%
223	APDAIR PRODS & CHEMS INC	32,936	$9.9M	0.05%	Put
224	TTGT 0.125 12/15/25TECHTARGET INC	11,222,000	$9.8M	0.05%
225	NSCNORFOLK SOUTHN CORP	42,718	$9.7M	0.05%	Put
226	TWOU2U INC	14,600,000	$9.6M	0.05%
227	BAND 0.5 04/01/28BANDWIDTH INC	14,500,000	$9.4M	0.05%
228	SEALTD 0.25 09/15/26SEA LTD	11,500,000	$9.3M	0.05%
229	KLACKLA CORP	19,013	$9.2M	0.05%	Put
230	CHTRCHARTER COMMUNICATIONS INC N	24,951	$9.2M	0.05%	Put
231	CWSTCASELLA WASTE SYS INC	100,014	$9.0M	0.04%
232	WMWASTE MGMT INC DEL	51,400	$8.9M	0.04%	Put
233	PLDPROLOGIS INC.	72,534	$8.9M	0.04%	Put
234	ETNEATON CORP PLC	43,800	$8.8M	0.04%	Put
235	FFORD MTR CO DEL	581,590	$8.8M	0.04%	Put
236	ELLAUDER ESTEE COS INC	44,680	$8.8M	0.04%	Put
237	PSXPHILLIPS 66	91,653	$8.7M	0.04%	Put
238	ILMNILLUMINA INC	46,568	$8.7M	0.04%	Put
239	SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC	5,082,000	$8.6M	0.04%
240	SOSOUTHERN CO	121,650	$8.5M	0.04%	Put
241	DXJWISDOMTREE TR	100,300	$8.3M	0.04%	Put
242	TMUST-MOBILE US INC	59,980	$8.3M	0.04%	Put
243	MMM3M CO	82,893	$8.3M	0.04%	Put
244	UPST 0.25 08/15/26UPSTART HLDGS INC	12,000,000	$8.3M	0.04%
245	PPGPPG INDS INC	55,481	$8.2M	0.04%	Put
246	MCHPMICROCHIP TECHNOLOGY INC.	90,536	$8.1M	0.04%	Put
247	KVUEKENVUE INC	300,957	$8.0M	0.04%
248	FCXFREEPORT-MCMORAN INC	195,713	$7.8M	0.04%	Put
249	FISFIDELITY NATL INFORMATION SV	139,557	$7.6M	0.04%	Put
250	CBCHUBB LIMITED	39,306	$7.6M	0.04%	Put
251	MIGAMICROSTRATEGY INC	22,100	$7.6M	0.04%	Put
252	DGDOLLAR GEN CORP NEW	44,353	$7.5M	0.04%	Put
253	HSYHERSHEY CO	30,000	$7.5M	0.04%	Put
254	DALDELTA AIR LINES INC DEL	157,468	$7.5M	0.04%	Put
255	AFWALIGN TECHNOLOGY INC	21,106	$7.5M	0.04%	Put
256	MODN 2.625 06/01/25MODEL N INC	6,065,000	$7.5M	0.04%
257	IQVIQVIA HLDGS INC	33,160	$7.5M	0.04%	Put
258	DVNDEVON ENERGY CORP NEW	151,867	$7.3M	0.04%	Put
259	ZTSZOETIS INC	42,600	$7.3M	0.04%	Put
260	GRFSGRIFOLS S A	800,000	$7.3M	0.04%
261	FDXFEDEX CORP	29,450	$7.3M	0.04%	Put
262	HCAHCA HEALTHCARE INC	23,654	$7.2M	0.04%	Put
263	Z 1.375 09/01/26ZILLOW GROUP INC	5,602,000	$7.1M	0.04%
264	LVSLAS VEGAS SANDS CORP	121,114	$7.0M	0.03%	Put
265	MPCMARATHON PETE CORP	59,679	$7.0M	0.03%	Put
266	BABAALIBABA GROUP HLDG LTD	82,796	$6.9M	0.03%	Call
267	VERI 1.75 11/15/26VERITONE INC	10,500,000	$6.9M	0.03%
268	ADMARCHER DANIELS MIDLAND CO	89,207	$6.7M	0.03%	Put
269	CDZICADIZ INC	1,650,000	$6.7M	0.03%
270	SBACSBA COMMUNICATIONS CORP NEW	28,840	$6.7M	0.03%	Put
271	NIO 0.5 02/01/27NIO INC	8,000,000	$6.7M	0.03%
272	EGHT 4 02/01/288X8 INC NEW	7,691,000	$6.7M	0.03%
273	CDNSCADENCE DESIGN SYSTEM INC	28,452	$6.7M	0.03%	Put
274	EMREMERSON ELEC CO	73,625	$6.7M	0.03%	Put
275	PAYXPAYCHEX INC	59,300	$6.6M	0.03%	Put
276	EWEDWARDS LIFESCIENCES CORP	70,150	$6.6M	0.03%	Put
277	PRFT 0.125 11/15/26PERFICIENT INC	8,000,000	$6.6M	0.03%
278	DDOMINION ENERGY INC	127,199	$6.6M	0.03%	Put
279	NEMNEWMONT CORP	153,775	$6.6M	0.03%	Put
280	SPAQUSDFISKER INC	1,150,000	$6.5M	0.03%	Put
281	NEO 0.25 01/15/28NEOGENOMICS INC	8,708,000	$6.5M	0.03%
282	BIIBBIOGEN INC	22,611	$6.4M	0.03%	Put
283	ROSTROSS STORES INC	57,421	$6.4M	0.03%	Put
284	SNAP 0.125 03/01/28SNAP INC	9,000,000	$6.4M	0.03%
285	RCLROYAL CARIBBEAN GROUP	61,730	$6.4M	0.03%	Put
286	SRESEMPRA	43,369	$6.3M	0.03%	Put
287	KMIKINDER MORGAN INC DEL	365,124	$6.3M	0.03%	Put
288	KMBKIMBERLY-CLARK CORP	45,389	$6.3M	0.03%	Put
289	CUTR 2.25 06/01/28CUTERA INC	10,000,000	$6.3M	0.03%
290	ALBALBEMARLE CORP	27,814	$6.2M	0.03%	Put
291	ENPHENPHASE ENERGY INC	37,034	$6.2M	0.03%	Put
292	AONAON PLC	17,900	$6.2M	0.03%	Put
293	SNPSSYNOPSYS INC	14,177	$6.2M	0.03%	Put
294	NVRO 2.75 04/01/25NEVRO CORP	6,667,000	$6.2M	0.03%
295	DDD 0 11/15/263D SYS CORP DEL	8,000,000	$6.1M	0.03%
296	GDGENERAL DYNAMICS CORP	28,207	$6.1M	0.03%	Put
297	8CWCROWN CASTLE INC	53,165	$6.1M	0.03%	Put
298	GPNGLOBAL PMTS INC	60,878	$6.0M	0.03%	Put
299	PODD 0.375 09/01/26INSULET CORP	4,335,000	$6.0M	0.03%
300	ONON SEMICONDUCTOR CORP	62,900	$5.9M	0.03%	Put

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