CAPSTONE INVESTMENT ADVISORS, LLC Q3 2023 Filing

Filed November 13, 2023

Portfolio Value

$22.2B

Holdings

1,153

Report Date

Q3 2023

Filing Type

13F-HR

All Holdings (1,153 positions)

#	Stock	Shares	Value	% Portfolio	Type
101	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	32,235,000	$31.1B	139.86%
102	GMGENERAL MTRS CO	933,611	$30.8B	138.53%	Put
103	UNPUNION PAC CORP	149,901	$30.5B	137.38%	Put
104	PR 3.25 04/01/28PERMIAN RESOURCES CORP	12,507,000	$29.6B	133.45%
105	CMCSACOMCAST CORP NEW	656,767	$29.1B	131.06%	Put
106	DUKDUKE ENERGY CORP NEW	323,462	$28.5B	128.49%	Put
107	LVLNSPDR SER TR	676,421	$28.3B	127.17%
108	NOCNORTHROP GRUMMAN CORP	63,863	$28.1B	126.52%	Put
109	LOWLOWES COS INC	133,343	$27.7B	124.73%	Put
110	SGENUSDSEAGEN INC	130,000	$27.6B	124.13%	Put
111	INSM 0.75 06/01/28INSMED INC	27,031,000	$26.9B	121.29%
112	W 3.25 09/15/27WAYFAIR INC	22,000,000	$26.6B	119.71%
113	LMTLOCKHEED MARTIN CORP	64,451	$26.4B	118.63%	Put
114	TRVCCITIGROUP INC	637,814	$26.2B	118.07%	Put
115	PRGSPROGRESS SOFTWARE CORP	25,000,000	$25.9B	116.35%
116	IWNISHARES TR	183,834	$24.9B	112.15%
117	KVUEKENVUE INC	1,222,883	$24.6B	110.51%	Put
118	NEENEXTERA ENERGY INC	421,325	$24.1B	108.63%	Put
119	DDOG 0.125 06/15/25DATADOG INC	20,000,000	$23.6B	106.08%
120	INVA 2.5 08/15/25INNOVIVA INC	23,750,000	$23.5B	105.93%
121	LINLINDE PLC	62,955	$23.4B	105.50%	Put
122	MOALTRIA GROUP INC	557,228	$23.4B	105.46%	Put
123	XLFISELECT SECTOR SPDR TR	336,241	$23.1B	104.13%	Put
124	CYTK 4 11/15/26CYTOKINETICS INC	8,020,000	$23.1B	103.93%
125	LYBLYONDELLBASELL INDUSTRIES N	236,975	$22.4B	101.00%	Put
126	CYTK 3.5 07/01/27CYTOKINETICS INC	26,187,000	$22.3B	100.55%
127	DEDEERE & CO	58,716	$22.2B	99.73%	Put
128	SCHWSCHWAB CHARLES CORP	400,554	$22.0B	98.97%	Put
129	MUMICRON TECHNOLOGY INC	322,777	$22.0B	98.83%	Put
130	AMATAPPLIED MATLS INC	156,606	$21.7B	97.58%	Put
131	GH 0 11/15/27GUARDANT HEALTH INC	31,200,000	$21.6B	97.25%
132	VRNS 1.25 08/15/25VARONIS SYS INC	17,723,000	$20.8B	93.57%
133	ALTR 1.75 06/15/27ALTAIR ENGR INC	19,500,000	$20.7B	93.29%
134	FISVFISERV INC	181,647	$20.5B	92.34%	Put
135	RGENREPLIGEN CORP	14,305,000	$20.5B	92.15%
136	SPGIS&P GLOBAL INC	55,724	$20.4B	91.64%	Put
137	FIVN 0.5 06/01/25FIVE9 INC	20,635,000	$19.3B	86.88%
138	AEPAMERICAN ELEC PWR CO INC	255,046	$19.2B	86.34%	Put
139	MGPI 1.875 11/15/41MGP INGREDIENTS INC NEW	15,500,000	$19.1B	85.95%
140	AXPAMERICAN EXPRESS CO	127,847	$19.1B	85.84%	Put
141	VRTXVERTEX PHARMACEUTICALS INC	53,700	$18.7B	84.04%	Put
142	BILL 0 12/01/25BILL HOLDINGS INC	18,394,000	$18.6B	83.61%
143	MLAB 1.375 08/15/25MESA LABS INC	20,500,000	$18.5B	83.27%
144	GEGENERAL ELECTRIC CO	167,117	$18.5B	83.14%	Put
145	BLKCHFBLACKROCK INC	28,449	$18.4B	82.77%	Put
146	ELVELEVANCE HEALTH INC	42,213	$18.4B	82.72%	Put
147	LITE 0.25 03/15/24LUMENTUM HLDGS INC	18,510,000	$18.4B	82.68%
148	MDTMEDTRONIC PLC	234,178	$18.3B	82.59%	Put
149	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	15,845,000	$18.3B	82.55%
150	URIUNITED RENTALS INC	40,725	$18.1B	81.48%	Put
151	ADPAUTOMATIC DATA PROCESSING IN	74,213	$17.9B	80.35%	Put
152	NEO 1.25 05/01/25NEOGENOMICS INC	19,019,000	$17.8B	80.25%
153	PEOEXELON CORP	470,400	$17.8B	80.01%	Put
154	WGO 1.5 04/01/25WINNEBAGO INDS INC	15,750,000	$17.7B	79.61%
155	AMTAMERICAN TOWER CORP NEW	105,969	$17.4B	78.43%	Put
156	IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C	19,000,000	$17.4B	78.42%
157	AMDADVANCED MICRO DEVICES INC	165,988	$17.1B	76.81%	Put
158	VREX 4 06/01/25VAREX IMAGING CORP	15,000,000	$17.0B	76.67%
159	PGRPROGRESSIVE CORP	121,874	$17.0B	76.40%	Put
160	LRCXEURLAM RESEARCH CORP	26,000	$16.3B	73.34%	Put
161	ISRGINTUITIVE SURGICAL INC	55,159	$16.1B	72.56%	Put
162	BL 0.125 08/01/24BLACKLINE INC	16,000,000	$16.0B	71.97%
163	HONHONEYWELL INTL INC	86,107	$15.9B	71.59%	Put
164	MNKD 2.5 03/01/26MANNKIND CORP	15,000,000	$15.8B	71.18%
165	HLTHILTON WORLDWIDE HLDGS INC	104,889	$15.8B	70.89%	Put
166	SRPT 1.25 09/15/27SAREPTA THERAPEUTICS INC	14,000,000	$15.7B	70.69%
167	SYKSTRYKER CORPORATION	56,911	$15.6B	69.99%	Put
168	HCI 4.75 06/01/42HCI GROUP INC	16,400,000	$15.5B	69.75%
169	ATI 3.5 06/15/25ATI INC	5,655,000	$15.2B	68.58%
170	MRNAMODERNA INC	146,962	$15.2B	68.31%	Put
171	TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC	23,393,000	$15.2B	68.31%
172	IONS 0 04/01/26IONIS PHARMACEUTICALS INC	15,450,000	$15.2B	68.25%
173	W 1 08/15/26WAYFAIR INC	18,341,000	$15.1B	67.90%
174	IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC	15,174,000	$14.8B	66.72%
175	IDCC 3.5 06/01/27INTERDIGITAL INC	12,500,000	$14.8B	66.49%
176	4I1PHILIP MORRIS INTL INC	158,419	$14.7B	66.01%	Put
177	AMGNAMGEN INC	52,689	$14.2B	63.73%	Put
178	TJXTJX COS INC NEW	157,852	$14.0B	63.14%	Put
179	GILDGILEAD SCIENCES INC	185,855	$13.9B	62.68%	Put
180	BE 2.5 08/15/25BLOOM ENERGY CORP	12,400,000	$13.6B	61.00%
181	ABTABBOTT LABS	139,825	$13.5B	60.95%	Put
182	HUBS 0.375 06/01/25HUBSPOT INC	7,500,000	$13.4B	60.23%
183	WTWWILLIS TOWERS WATSON PLC LTD	62,767	$13.1B	59.03%	Put
184	CITHE CIGNA GROUP	45,787	$13.1B	58.95%	Put
185	—HARMONIC INC	10,700,000	$13.0B	58.39%
186	BDXBECTON DICKINSON & CO	49,597	$12.8B	57.71%	Put
187	EWYISHARES INC	216,901	$12.8B	57.53%	Put
188	ETNEATON CORP PLC	59,780	$12.7B	57.38%	Put
189	—COHERUS BIOSCIENCES INC	20,698,000	$12.7B	57.06%
190	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	5,350,000	$12.6B	56.84%
191	—PERFICIENT INC	10,043,000	$12.6B	56.52%
192	MDLZMONDELEZ INTL INC	180,719	$12.5B	56.44%	Put
193	CDLX 1 09/15/25CARDLYTICS INC	20,160,000	$12.5B	56.31%
194	PXDEURPIONEER NAT RES CO	54,082	$12.4B	55.87%	Put
195	MARMARRIOTT INTL INC NEW	63,000	$12.4B	55.73%	Put
196	SHWSHERWIN WILLIAMS CO	48,500	$12.4B	55.67%	Put
197	TXNMPNM RES INC	275,000	$12.3B	55.21%
198	METMETLIFE INC	192,421	$12.1B	54.47%	Put
199	OXYOCCIDENTAL PETE CORP	184,710	$12.0B	53.93%	Put
200	MPCMARATHON PETE CORP	78,908	$11.9B	53.74%	Put

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