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	AIGAMERICAN INTL GROUP INC	60,429	$3.5M	0.02%	Put
402	MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS	3,500,000	$3.4M	0.02%
403	SMHVANECK ETF TRUST	22,168	$3.4M	0.02%	Put
404	KELKELLOGG CO	49,501	$3.3M	0.02%	Put
405	WSTWEST PHARMACEUTICAL SVSC INC	8,683	$3.3M	0.02%	Put
406	ARTNAARTESIAN RES CORP	70,035	$3.3M	0.02%
407	AFLAFLAC INC	47,388	$3.3M	0.02%	Put
408	JOYY 1.375 06/15/26JOYY INC	3,500,000	$3.3M	0.02%
409	RDFN 0 10/15/25REDFIN CORP	4,000,000	$3.3M	0.02%
410	NVV1NOVAVAX INC	440,184	$3.3M	0.02%	Put
411	CSXCSX CORP	95,431	$3.3M	0.02%	Put
412	CVNACARVANA CO	124,744	$3.2M	0.02%	Put
413	BBYBEST BUY INC	39,209	$3.2M	0.02%	Put
414	MOSMOSAIC CO NEW	91,079	$3.2M	0.02%	Put
415	BKBANK NEW YORK MELLON CORP	71,403	$3.2M	0.02%	Put
416	PLTKPLAYTIKA HLDG CORP	272,269	$3.2M	0.02%
417	TTGT 0 12/15/26TECHTARGET INC	4,000,000	$3.1M	0.02%
418	TLTISHARES TR	30,000	$3.1M	0.02%
419	—ARES ACQUISITION CORP II	300,000	$3.1M	0.02%
420	JBHTHUNT J B TRANS SVCS INC	16,882	$3.1M	0.02%	Put
421	0VVBPARAMOUNT GLOBAL	190,930	$3.0M	0.02%	Put
422	CNCCENTENE CORP DEL	44,549	$3.0M	0.01%	Put
423	XBISPDR SER TR	35,935	$3.0M	0.01%	Call
424	MAAMID-AMER APT CMNTYS INC	19,583	$3.0M	0.01%	Put
425	CTLTEURCATALENT INC	68,543	$3.0M	0.01%	Put
426	GPCGENUINE PARTS CO	17,505	$3.0M	0.01%	Put
427	CLXCLOROX CO DEL	18,611	$3.0M	0.01%	Put
428	PFFISHARES TR	95,000	$2.9M	0.01%
429	IYRISHARES TR	33,817	$2.9M	0.01%
430	ACCD 0.5 04/01/26ACCOLADE INC	3,500,000	$2.9M	0.01%
431	WATWATERS CORP	10,921	$2.9M	0.01%	Put
432	GENGEN DIGITAL INC	156,683	$2.9M	0.01%	Put
433	PCARPACCAR INC	34,200	$2.9M	0.01%	Put
434	GLWCORNING INC	80,975	$2.8M	0.01%	Put
435	OREALTY INCOME CORP	46,168	$2.8M	0.01%	Put
436	MOHMOLINA HEALTHCARE INC	9,143	$2.8M	0.01%	Put
437	CMRC 0.25 10/01/26BIGCOMMERCE HLDGS INC	3,500,000	$2.8M	0.01%
438	FITBFIFTH THIRD BANCORP	104,983	$2.8M	0.01%	Put
439	PPLPPL CORP	103,906	$2.7M	0.01%	Put
440	FSLRFIRST SOLAR INC	14,400	$2.7M	0.01%	Put
441	WYNNWYNN RESORTS LTD	25,896	$2.7M	0.01%	Put
442	INVHINVITATION HOMES INC	79,504	$2.7M	0.01%	Put
443	AVBAVALONBAY CMNTYS INC	14,400	$2.7M	0.01%	Put
444	TSCOTRACTOR SUPPLY CO	12,277	$2.7M	0.01%	Put
445	NXTNEXTRACKER INC	67,731	$2.7M	0.01%
446	CARRCARRIER GLOBAL CORPORATION	54,003	$2.7M	0.01%	Put
447	TREE 0.5 07/15/25LENDINGTREE INC	3,429,000	$2.7M	0.01%
448	KRKROGER CO	56,900	$2.7M	0.01%	Put
449	FLT1EURFLEETCOR TECHNOLOGIES INC	10,554	$2.6M	0.01%	Put
450	MBIMBIA INC	300,000	$2.6M	0.01%
451	TRGPTARGA RES CORP	33,131	$2.5M	0.01%	Put
452	ETSY 0.125 09/01/27ETSY INC	3,000,000	$2.5M	0.01%
453	RNG 0 03/15/26RINGCENTRAL INC	3,000,000	$2.5M	0.01%
454	NTESNETEASE INC	25,660	$2.5M	0.01%
455	WBAWALGREENS BOOTS ALLIANCE INC	86,954	$2.5M	0.01%	Put
456	ETSYETSY INC	29,034	$2.5M	0.01%	Put
457	NDAQNASDAQ INC	49,224	$2.5M	0.01%	Put
458	TDOC 1.25 06/01/27TELADOC HEALTH INC	3,000,000	$2.4M	0.01%
459	CINFCINCINNATI FINL CORP	24,594	$2.4M	0.01%	Put
460	EAELECTRONIC ARTS INC	18,200	$2.4M	0.01%	Put
461	BAXBAXTER INTL INC	51,838	$2.4M	0.01%	Put
462	VRSNVERISIGN INC	10,404	$2.4M	0.01%	Put
463	MGMMGM RESORTS INTERNATIONAL	52,400	$2.3M	0.01%	Put
464	BALLBALL CORP	39,500	$2.3M	0.01%	Put
465	TSNTYSON FOODS INC	45,024	$2.3M	0.01%	Put
466	LLOEWS CORP	38,527	$2.3M	0.01%	Put
467	APTVAPTIV PLC	22,288	$2.3M	0.01%	Put
468	KEYSKEYSIGHT TECHNOLOGIES INC	13,497	$2.3M	0.01%	Put
469	CFCF INDS HLDGS INC	32,485	$2.3M	0.01%	Put
470	LNCLINCOLN NATL CORP IND	87,078	$2.2M	0.01%	Put
471	PSAPUBLIC STORAGE	7,656	$2.2M	0.01%	Put
472	AKTSQAKOUSTIS TECHNOLOGIES INC	700,000	$2.2M	0.01%
473	A4SAMERIPRISE FINL INC	6,669	$2.2M	0.01%	Put
474	KMXCARMAX INC	26,300	$2.2M	0.01%	Put
475	CHRWC H ROBINSON WORLDWIDE INC	23,191	$2.2M	0.01%	Put
476	CMICUMMINS INC	8,883	$2.2M	0.01%	Put
477	APAAPA CORPORATION	63,627	$2.2M	0.01%	Put
478	STXSEAGATE TECHNOLOGY HLDNGS PL	34,583	$2.1M	0.01%	Put
479	AALAMERICAN AIRLS GROUP INC	119,100	$2.1M	0.01%	Put
480	PCGPG&E CORP	123,663	$2.1M	0.01%	Put
481	CLVTRIP COM GROUP LTD	60,771	$2.1M	0.01%
482	BKRBAKER HUGHES COMPANY	67,322	$2.1M	0.01%	Put
483	WDCWESTERN DIGITAL CORP.	55,895	$2.1M	0.01%	Put
484	WELLWELLTOWER INC	25,900	$2.1M	0.01%	Put
485	AKXANSYS INC	6,339	$2.1M	0.01%	Put
486	SWKSTANLEY BLACK & DECKER INC	22,300	$2.1M	0.01%	Put
487	AKAMAKAMAI TECHNOLOGIES INC	23,071	$2.1M	0.01%	Put
488	INCYINCYTE CORP	33,061	$2.1M	0.01%	Put
489	FIHLFIDELIS INSURANCE HOLDINGS L	150,000	$2.0M	0.01%
490	DFSEURDISCOVER FINL SVCS	16,984	$2.0M	0.01%	Put
491	KDPKEURIG DR PEPPER INC	62,409	$1.9M	0.01%	Put
492	ULTAULTA BEAUTY INC	4,099	$1.9M	0.01%	Call
493	JCIJOHNSON CTLS INTL PLC	27,800	$1.9M	0.01%	Put
494	APHAMPHENOL CORP NEW	22,280	$1.9M	0.01%	Put
495	EXPEEXPEDIA GROUP INC	17,269	$1.9M	0.01%	Put
496	CDWCDW CORP	10,258	$1.9M	0.01%	Put
497	TXRHTEXAS ROADHOUSE INC	16,684	$1.9M	0.01%
498	SHOPSHOPIFY INC	28,764	$1.9M	0.01%
499	EQREQUITY RESIDENTIAL	28,100	$1.9M	0.01%	Put
500	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	28,400	$1.9M	0.01%	Put

PreviousPage 5 of 10Next