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 | $41.9B | 131.18% | Put |
| 102 | LINLINDE PLC | 94,260 | $41.4B | 129.58% | Put |
| 103 | DYHTARGET CORP | 274,734 | $40.7B | 127.42% | Put |
| 104 | AXPAMERICAN EXPRESS CO | 174,115 | $40.3B | 126.31% | Put |
| 105 | TDOC 0.875 06/01/25LIVONGO HEALTH INC | 41,751,000 | $39.9B | 124.92% | |
| 106 | RTXRTX CORPORATION | 395,172 | $39.7B | 124.29% | Put |
| 107 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $39.4B | 123.51% | |
| 108 | NEO 1.25 05/01/25NEOGENOMICS INC | 40,019,000 | $39.0B | 122.32% | |
| 109 | CNX 2.25 05/01/26CNX RES CORP | 20,104,000 | $38.8B | 121.46% | |
| 110 | ABTABBOTT LABS | 368,661 | $38.3B | 120.02% | Put |
| 111 | SCHWSCHWAB CHARLES CORP | 516,200 | $38.0B | 119.17% | Put |
| 112 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 34,914,000 | $36.8B | 115.18% | |
| 113 | KOCOCA COLA CO | 572,742 | $36.5B | 114.21% | Put |
| 114 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 34,950,000 | $36.1B | 113.18% | |
| 115 | ABNBAIRBNB INC | 229,328 | $34.8B | 108.94% | Put |
| 116 | Z 0.75 09/01/24ZILLOW GROUP INC | 31,146,000 | $33.8B | 106.04% | |
| 117 | BMYBRISTOL-MYERS SQUIBB CO | 809,079 | $33.6B | 105.27% | Put |
| 118 | HDBHDFC BANK LTD | 505,124 | $32.5B | 101.80% | |
| 119 | ADIANALOG DEVICES INC | 139,600 | $31.9B | 99.83% | Put |
| 120 | UNPUNION PAC CORP | 138,139 | $31.3B | 97.92% | Put |
| 121 | CVSCVS HEALTH CORP | 525,767 | $31.1B | 97.28% | Put |
| 122 | AMGNAMGEN INC | 99,325 | $31.0B | 97.22% | Put |
| 123 | LOWLOWES COS INC | 140,499 | $31.0B | 97.04% | Put |
| 124 | FFORD MTR CO DEL | 2,459,965 | $30.8B | 96.64% | Put |
| 125 | UBERUBER TECHNOLOGIES INC | 424,258 | $30.8B | 96.60% | Put |
| 126 | FIVN 0.5 06/01/25FIVE9 INC | 32,357,000 | $30.8B | 96.52% | |
| 127 | W 1 08/15/26WAYFAIR INC | 33,341,000 | $30.1B | 94.37% | |
| 128 | 4I1PHILIP MORRIS INTL INC | 292,784 | $29.7B | 92.95% | Put |
| 129 | INSM 0.75 06/01/28INSMED INC | 14,031,000 | $29.6B | 92.81% | |
| 130 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 30,235,000 | $29.3B | 91.65% | |
| 131 | WWAYFAIR INC | 21,000,000 | $29.1B | 91.29% | |
| 132 | SNPSSYNOPSYS INC | 47,130 | $28.0B | 87.86% | Put |
| 133 | XLYSELECT SECTOR SPDR TR | 152,641 | $27.8B | 87.23% | Put |
| 134 | MIGAMICROSTRATEGY INC | 20,034 | $27.6B | 86.46% | Put |
| 135 | KLACKLA CORP | 32,692 | $27.0B | 84.44% | Put |
| 136 | BKNGBOOKING HOLDINGS INC | 6,667 | $26.4B | 82.74% | Put |
| 137 | GILDGILEAD SCIENCES INC | 379,914 | $26.1B | 81.66% | Put |
| 138 | DEDEERE & CO | 66,678 | $24.9B | 78.05% | Put |
| 139 | ADPAUTOMATIC DATA PROCESSING IN | 103,957 | $24.8B | 77.74% | Put |
| 140 | LRCXEURLAM RESEARCH CORP | 23,205 | $24.7B | 77.41% | Put |
| 141 | DHRDANAHER CORPORATION | 98,596 | $24.6B | 77.18% | Put |
| 142 | PRGSPROGRESS SOFTWARE CORP | 23,000,000 | $24.2B | 75.85% | |
| 143 | ALTR 1.75 06/15/27ALTAIR ENGR INC | 16,000,000 | $23.3B | 73.10% | |
| 144 | CDNSCADENCE DESIGN SYSTEM INC | 75,479 | $23.2B | 72.77% | Put |
| 145 | LMTLOCKHEED MARTIN CORP | 49,700 | $23.2B | 72.73% | Put |
| 146 | NET 0 08/15/26CLOUDFLARE INC | 25,160,000 | $22.9B | 71.83% | |
| 147 | SLBSCHLUMBERGER LTD | 483,522 | $22.8B | 71.47% | Put |
| 148 | LVLNSPDR SER TR | 452,603 | $22.2B | 69.62% | |
| 149 | MMYT 0 02/15/28MAKEMYTRIP LIMITED MAURITIUS | 10,000,000 | $22.2B | 69.50% | |
| 150 | MDTMEDTRONIC PLC | 276,295 | $21.7B | 68.13% | Put |
| 151 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 10,082,000 | $21.7B | 68.01% | |
| 152 | ANETEURARISTA NETWORKS INC | 61,679 | $21.6B | 67.72% | Put |
| 153 | MDLZMONDELEZ INTL INC | 324,261 | $21.2B | 66.48% | Put |
| 154 | SJNKSPDR SER TR | 833,641 | $20.8B | 65.22% | |
| 155 | VREX 4 06/01/25VAREX IMAGING CORP | 20,000,000 | $20.2B | 63.25% | |
| 156 | MRNAMODERNA INC | 169,710 | $20.2B | 63.14% | Put |
| 157 | GH 0 11/15/27GUARDANT HEALTH INC | 25,700,000 | $19.9B | 62.47% | |
| 158 | TJXTJX COS INC NEW | 180,692 | $19.9B | 62.32% | Put |
| 159 | LULULULULEMON ATHLETICA INC | 66,598 | $19.9B | 62.32% | Put |
| 160 | CBCHUBB LIMITED | 77,304 | $19.7B | 61.77% | Put |
| 161 | BL 0.125 08/01/24BLACKLINE INC | 19,500,000 | $19.4B | 60.91% | |
| 162 | IDCC 3.5 06/01/27INTERDIGITAL INC | 12,500,000 | $19.4B | 60.74% | |
| 163 | SPGIS&P GLOBAL INC | 41,616 | $18.6B | 58.15% | Put |
| 164 | BSXBOSTON SCIENTIFIC CORP | 239,700 | $18.5B | 57.83% | Put |
| 165 | HCI 4.75 06/01/42HCI GROUP INC | 14,100,000 | $18.4B | 57.70% | |
| 166 | GES 3.75 04/15/28GUESS INC | 16,511,000 | $18.3B | 57.32% | |
| 167 | XLESELECT SECTOR SPDR TR | 200,264 | $18.3B | 57.19% | Put |
| 168 | MCHPMICROCHIP TECHNOLOGY INC. | 195,360 | $17.9B | 56.00% | Put |
| 169 | ALRM 0 01/15/26ALARM COM HLDGS INC | 19,425,000 | $17.8B | 55.84% | |
| 170 | SHYGISHARES TR | 420,678 | $17.8B | 55.62% | |
| 171 | DC4DEXCOM INC | 155,908 | $17.7B | 55.38% | Put |
| 172 | ASMLASML HOLDING N V | 17,147 | $17.5B | 54.94% | Put |
| 173 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 100,600 | $17.5B | 54.78% | Call |
| 174 | OXYOCCIDENTAL PETE CORP | 276,210 | $17.4B | 54.54% | Put |
| 175 | LTHM 4.125 07/15/25LIVENT CORP | 14,973,000 | $17.4B | 54.44% | |
| 176 | USBUS BANCORP DEL | 436,648 | $17.3B | 54.31% | Put |
| 177 | NEENEXTERA ENERGY INC | 239,826 | $17.0B | 53.20% | Put |
| 178 | LYFTLYFT INC | 17,500,000 | $16.9B | 52.88% | |
| 179 | NXPINXP SEMICONDUCTORS N V | 62,654 | $16.9B | 52.82% | Put |
| 180 | NOCNORTHROP GRUMMAN CORP | 38,287 | $16.7B | 52.29% | Put |
| 181 | VRTXVERTEX PHARMACEUTICALS INC | 35,500 | $16.6B | 52.13% | Put |
| 182 | MPCMARATHON PETE CORP | 94,200 | $16.3B | 51.20% | Put |
| 183 | ADSKAUTODESK INC | 65,599 | $16.2B | 50.85% | Put |
| 184 | JNKSPDR SER TR | 170,601 | $16.1B | 50.39% | |
| 185 | FCXFREEPORT-MCMORAN INC | 328,200 | $15.9B | 49.97% | Put |
| 186 | GMED 0.375 03/15/25NUVASIVE INC | 16,500,000 | $15.9B | 49.82% | |
| 187 | PCRX 0.75 08/01/25PACIRA BIOSCIENCES INC | 16,907,000 | $15.9B | 49.82% | |
| 188 | VTR 3.75 06/01/26VENTAS RLTY LTD PARTNERSHIP | 15,000,000 | $15.8B | 49.55% | |
| 189 | ELVELEVANCE HEALTH INC | 29,090 | $15.8B | 49.38% | Put |
| 190 | ROSTROSS STORES INC | 108,259 | $15.7B | 49.28% | Put |
| 191 | —PERFICIENT INC | 10,043,000 | $15.7B | 49.12% | |
| 192 | MOALTRIA GROUP INC | 334,749 | $15.2B | 47.77% | Put |
| 193 | IMAX 0.5 04/01/26IMAX CORP | 16,107,000 | $15.1B | 47.21% | |
| 194 | BSY 0.375 07/01/27BENTLEY SYS INC | 16,752,000 | $15.0B | 47.13% | |
| 195 | SHOPSHOPIFY INC | 225,100 | $14.9B | 46.58% | Put |
| 196 | CEGCONSTELLATION ENERGY CORP | 72,739 | $14.6B | 45.64% | Put |
| 197 | XMESPDR SER TR | 242,401 | $14.4B | 45.05% | Put |
| 198 | ODFLOLD DOMINION FREIGHT LINE IN | 81,100 | $14.3B | 44.86% | Put |
| 199 | CLCOLGATE PALMOLIVE CO | 147,564 | $14.3B | 44.86% | Put |
| 200 | DUKDUKE ENERGY CORP NEW | 140,958 | $14.1B | 44.26% | Put |