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 |
|---|---|---|---|---|---|
| 201 | CRWDCROWDSTRIKE HLDGS INC | 36,450 | $14.0B | 43.76% | Put |
| 202 | CMECME GROUP INC | 70,757 | $13.9B | 43.58% | Put |
| 203 | ELLAUDER ESTEE COS INC | 130,476 | $13.9B | 43.49% | Put |
| 204 | ONON SEMICONDUCTOR CORP | 201,688 | $13.8B | 43.31% | Put |
| 205 | BXBLACKSTONE INC | 110,900 | $13.7B | 43.01% | Put |
| 206 | TMDX 1.5 06/01/28TRANSMEDICS GROUP INC | 7,750,000 | $13.6B | 42.67% | |
| 207 | EXPEEXPEDIA GROUP INC | 107,164 | $13.5B | 42.30% | Put |
| 208 | PDDPDD HOLDINGS INC | 101,099 | $13.4B | 42.11% | Put |
| 209 | PGRPROGRESSIVE CORP | 64,389 | $13.4B | 41.90% | Put |
| 210 | NVAX 5 12/15/27NOVAVAX INC | 10,700,000 | $13.3B | 41.80% | |
| 211 | PLDPROLOGIS INC. | 118,534 | $13.3B | 41.70% | Put |
| 212 | RCLROYAL CARIBBEAN GROUP | 82,256 | $13.1B | 41.08% | Put |
| 213 | HALHALLIBURTON CO | 382,378 | $12.9B | 40.46% | Put |
| 214 | HUMHUMANA INC | 34,409 | $12.9B | 40.28% | Put |
| 215 | CHTRCHARTER COMMUNICATIONS INC N | 42,924 | $12.8B | 40.20% | Put |
| 216 | ETNEATON CORP PLC | 40,855 | $12.8B | 40.13% | Put |
| 217 | SO 3.875 12/15/25SOUTHERN CO | 12,500,000 | $12.8B | 40.05% | |
| 218 | AEPAMERICAN ELEC PWR CO INC | 145,342 | $12.8B | 39.95% | Put |
| 219 | RPD 2.25 05/01/25RAPID7 INC | 12,850,000 | $12.7B | 39.65% | |
| 220 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 19,393,000 | $12.6B | 39.57% | |
| 221 | VLOVALERO ENERGY CORP | 80,300 | $12.6B | 39.44% | Put |
| 222 | GVA 3.75 05/15/28GRANITE CONSTR INC | 8,651,000 | $12.6B | 39.42% | |
| 223 | EAELECTRONIC ARTS INC | 90,059 | $12.5B | 39.31% | Put |
| 224 | FE 4 05/01/26FIRSTENERGY CORP | 12,500,000 | $12.4B | 38.93% | |
| 225 | PHPARKER-HANNIFIN CORP | 24,330 | $12.3B | 38.55% | Put |
| 226 | PRUPRUDENTIAL FINL INC | 102,300 | $12.0B | 37.56% | Put |
| 227 | ABGCENCORA INC | 53,026 | $11.9B | 37.42% | Put |
| 228 | ROPROPER TECHNOLOGIES INC | 20,566 | $11.6B | 36.31% | Put |
| 229 | —COHERUS BIOSCIENCES INC | 15,698,000 | $11.5B | 36.15% | |
| 230 | EXPE 0 02/15/26EXPEDIA GROUP INC | 12,500,000 | $11.5B | 36.15% | |
| 231 | W 3.25 09/15/27WAYFAIR INC | 10,000,000 | $11.5B | 36.07% | |
| 232 | MARMARRIOTT INTL INC NEW | 47,000 | $11.4B | 35.60% | Put |
| 233 | WOLF 1.875 12/01/29WOLFSPEED INC | 20,000,000 | $11.1B | 34.84% | |
| 234 | DALDELTA AIR LINES INC DEL | 233,000 | $11.1B | 34.63% | Put |
| 235 | PAYXPAYCHEX INC | 91,962 | $10.9B | 34.16% | Put |
| 236 | CPRTCOPART INC | 199,458 | $10.8B | 33.84% | Put |
| 237 | NEMNEWMONT CORP | 257,257 | $10.8B | 33.74% | Put |
| 238 | WOLF*WOLFSPEED INC | 472,700 | $10.8B | 33.70% | Put |
| 239 | HYDVANECK ETF TRUST | 206,201 | $10.7B | 33.37% | |
| 240 | FISVFISERV INC | 71,300 | $10.6B | 33.29% | Put |
| 241 | SOSOUTHERN CO | 135,726 | $10.5B | 32.98% | Put |
| 242 | HCAHCA HEALTHCARE INC | 32,591 | $10.5B | 32.80% | Put |
| 243 | PCARPACCAR INC | 101,127 | $10.4B | 32.61% | Put |
| 244 | CITHE CIGNA GROUP | 31,243 | $10.3B | 32.35% | Put |
| 245 | BIIBBIOGEN INC | 44,273 | $10.3B | 32.15% | Put |
| 246 | KRKROGER CO | 205,006 | $10.2B | 32.06% | Put |
| 247 | ICEINTERCONTINENTAL EXCHANGE IN | 74,700 | $10.2B | 32.03% | Put |
| 248 | STZCONSTELLATION BRANDS INC | 39,404 | $10.1B | 31.76% | Put |
| 249 | AMTAMERICAN TOWER CORP NEW | 51,992 | $10.1B | 31.66% | Put |
| 250 | KHCKRAFT HEINZ CO | 313,592 | $10.1B | 31.65% | Put |
| 251 | COFCAPITAL ONE FINL CORP | 71,700 | $9.9B | 31.10% | Put |
| 252 | LNT 3.875 03/15/26ALLIANT ENERGY CORP | 10,000,000 | $9.9B | 31.00% | |
| 253 | FTNTFORTINET INC | 163,695 | $9.9B | 30.90% | Put |
| 254 | GDGENERAL DYNAMICS CORP | 33,500 | $9.7B | 30.45% | Put |
| 255 | DLTRDOLLAR TREE INC | 90,279 | $9.6B | 30.20% | Put |
| 256 | PPGPPG INDS INC | 76,243 | $9.6B | 30.07% | Put |
| 257 | KMBKIMBERLY-CLARK CORP | 69,066 | $9.5B | 29.90% | Put |
| 258 | MRSHMARSH & MCLENNAN COS INC | 45,166 | $9.5B | 29.81% | Put |
| 259 | CNCCENTENE CORP DEL | 139,408 | $9.2B | 28.95% | Put |
| 260 | NUENUCOR CORP | 58,253 | $9.2B | 28.85% | Put |
| 261 | EMREMERSON ELEC CO | 83,585 | $9.2B | 28.84% | Put |
| 262 | EOGEOG RES INC | 72,987 | $9.2B | 28.78% | Put |
| 263 | BAND 0.5 04/01/28BANDWIDTH INC | 12,000,000 | $9.1B | 28.56% | |
| 264 | WELLWELLTOWER INC | 87,148 | $9.1B | 28.46% | Put |
| 265 | APDAIR PRODS & CHEMS INC | 34,756 | $9.0B | 28.09% | Put |
| 266 | BLKCHFBLACKROCK INC | 11,385 | $9.0B | 28.08% | Put |
| 267 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 131,517 | $8.9B | 28.02% | Put |
| 268 | PNCPNC FINL SVCS GROUP INC | 57,468 | $8.9B | 27.99% | Put |
| 269 | DVNDEVON ENERGY CORP NEW | 187,723 | $8.9B | 27.87% | Put |
| 270 | KVUEKENVUE INC | 487,364 | $8.9B | 27.76% | Put |
| 271 | MNSTMONSTER BEVERAGE CORP NEW | 176,530 | $8.8B | 27.62% | Put |
| 272 | REGNREGENERON PHARMACEUTICALS | 8,270 | $8.7B | 27.23% | Put |
| 273 | MLAB 1.375 08/15/25MESA LABS INC | 9,116,000 | $8.6B | 26.98% | |
| 274 | CVNACARVANA CO | 66,303 | $8.5B | 26.73% | Put |
| 275 | FSLRFIRST SOLAR INC | 37,600 | $8.5B | 26.56% | Put |
| 276 | ECLECOLAB INC | 35,469 | $8.4B | 26.44% | Put |
| 277 | KMIKINDER MORGAN INC DEL | 423,081 | $8.4B | 26.33% | Put |
| 278 | MCKMCKESSON CORP | 14,385 | $8.4B | 26.32% | Put |
| 279 | ITWILLINOIS TOOL WKS INC | 35,399 | $8.4B | 26.27% | Put |
| 280 | LENLENNAR CORP | 55,902 | $8.4B | 26.25% | Put |
| 281 | TTWOTAKE-TWO INTERACTIVE SOFTWAR | 53,569 | $8.3B | 26.09% | Put |
| 282 | SEALTD 0.25 09/15/26SEA LTD | 9,500,000 | $8.3B | 26.00% | |
| 283 | DHID R HORTON INC | 58,772 | $8.3B | 25.95% | Put |
| 284 | KEYSKEYSIGHT TECHNOLOGIES INC | 60,487 | $8.3B | 25.91% | Put |
| 285 | DGDOLLAR GEN CORP NEW | 62,423 | $8.3B | 25.86% | Put |
| 286 | AIGAMERICAN INTL GROUP INC | 111,093 | $8.2B | 25.83% | Put |
| 287 | MMM3M CO | 79,900 | $8.2B | 25.58% | Put |
| 288 | WMWASTE MGMT INC DEL | 38,100 | $8.1B | 25.46% | Put |
| 289 | DXJWISDOMTREE TR | 71,801 | $8.1B | 25.38% | Put |
| 290 | ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC | 7,500,000 | $8.1B | 25.38% | |
| 291 | METMETLIFE INC | 113,873 | $8.0B | 25.04% | Put |
| 292 | OREALTY INCOME CORP | 151,160 | $8.0B | 25.01% | Put |
| 293 | ILMNILLUMINA INC | 75,547 | $7.9B | 24.70% | Put |
| 294 | SHWSHERWIN WILLIAMS CO | 26,365 | $7.9B | 24.65% | Put |
| 295 | CCIVGBPLUCID GROUP INC | 2,995,900 | $7.8B | 24.50% | Put |
| 296 | SYKSTRYKER CORPORATION | 22,855 | $7.8B | 24.36% | Put |
| 297 | WMBWILLIAMS COS INC | 181,215 | $7.7B | 24.12% | Put |
| 298 | SPGSIMON PPTY GROUP INC NEW | 50,588 | $7.7B | 24.05% | Put |
| 299 | CSXCSX CORP | 228,987 | $7.7B | 24.00% | Put |
| 300 | IGIBISHARES TR | 149,401 | $7.7B | 23.99% |