CAPSTONE INVESTMENT ADVISORS, LLC Q3 2024 Filing

Filed November 14, 2024

Portfolio Value

$32.9B

Holdings

867

Report Date

Q3 2024

Filing Type

13F-HR

All Holdings (867 positions)

#	Stock	Shares	Value	% Portfolio	Type
201	EXPEEXPEDIA GROUP INC	94,225	$13.9B	42.44%	Put
202	SO 3.875 12/15/25SOUTHERN CO	12,500,000	$13.9B	42.35%
203	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	14,022,000	$13.8B	41.88%
204	HALHALLIBURTON CO	469,578	$13.6B	41.51%	Put
205	HUMHUMANA INC	43,049	$13.6B	41.49%	Put
206	DUK 4.125 04/15/26DUKE ENERGY CORP NEW	12,500,000	$13.3B	40.45%
207	CLCOLGATE PALMOLIVE CO	127,697	$13.3B	40.33%	Put
208	PHPARKER-HANNIFIN CORP	20,893	$13.2B	40.17%	Put
209	LULULULULEMON ATHLETICA INC	48,561	$13.2B	40.09%	Put
210	MARMARRIOTT INTL INC NEW	52,996	$13.2B	40.09%	Put
211	HCAHCA HEALTHCARE INC	32,274	$13.1B	39.91%	Put
212	AEPAMERICAN ELEC PWR CO INC	126,858	$13.0B	39.60%	Put
213	PRUPRUDENTIAL FINL INC	105,200	$12.7B	38.77%	Put
214	VLOVALERO ENERGY CORP	94,103	$12.7B	38.66%	Put
215	RPD 2.25 05/01/25RAPID7 INC	12,850,000	$12.7B	38.54%
216	PLDPROLOGIS INC.	99,763	$12.6B	38.34%	Put
217	NEMNEWMONT CORP	234,393	$12.5B	38.12%	Put
218	SJNKSPDR SER TR	483,441	$12.4B	37.88%
219	ELLAUDER ESTEE COS INC	122,448	$12.2B	37.14%	Put
220	BIIBBIOGEN INC	62,846	$12.2B	37.07%	Put
221	PDDPDD HOLDINGS INC	90,043	$12.1B	36.94%	Put
222	DALDELTA AIR LINES INC DEL	237,636	$12.1B	36.73%	Put
223	GVA 3.75 05/15/28GRANITE CONSTR INC	6,651,000	$12.0B	36.45%
224	AMTAMERICAN TOWER CORP NEW	51,048	$11.9B	36.12%	Put
225	EAELECTRONIC ARTS INC	82,738	$11.9B	36.11%	Put
226	KRKROGER CO	206,867	$11.9B	36.07%	Put
227	DHID R HORTON INC	62,127	$11.8B	36.06%	Put
228	PAYXPAYCHEX INC	88,244	$11.8B	36.03%	Put
229	PCARPACCAR INC	118,309	$11.7B	35.52%	Put
230	SYKSTRYKER CORPORATION	32,267	$11.7B	35.47%	Put
231	CITHE CIGNA GROUP	33,289	$11.5B	35.09%	Put
232	IBITISHARES BITCOIN TRUST ETF	318,475	$11.5B	35.02%
233	KMBKIMBERLY-CLARK CORP	79,661	$11.3B	34.49%	Put
234	KMIKINDER MORGAN INC DEL	505,198	$11.2B	33.96%	Put
235	ABGCENCORA INC	49,292	$11.1B	33.76%	Put
236	EOGEOG RES INC	89,990	$11.1B	33.66%	Put
237	NVAX 5 12/15/27NOVAVAX INC	8,700,000	$11.0B	33.45%
238	CPRTCOPART INC	206,854	$10.8B	32.98%	Put
239	ROPROPER TECHNOLOGIES INC	19,326	$10.8B	32.72%	Put
240	—COHERUS BIOSCIENCES INC	13,698,000	$10.8B	32.72%
241	FTNTFORTINET INC	137,800	$10.7B	32.52%	Put
242	DC4DEXCOM INC	158,702	$10.6B	32.37%	Put
243	WELLWELLTOWER INC	83,000	$10.6B	32.33%	Put
244	MRSHMARSH & MCLENNAN COS INC	47,270	$10.5B	32.09%	Put
245	SHWSHERWIN WILLIAMS CO	27,571	$10.5B	32.02%	Put
246	LNT 3.875 03/15/26ALLIANT ENERGY CORP	10,000,000	$10.5B	31.94%
247	STZCONSTELLATION BRANDS INC	40,485	$10.4B	31.74%	Put
248	PCRX 0.75 08/01/25PACIRA BIOSCIENCES INC	10,907,000	$10.4B	31.71%
249	EMREMERSON ELEC CO	94,260	$10.3B	31.37%	Put
250	GDGENERAL DYNAMICS CORP	33,900	$10.2B	31.17%	Put
251	SOSOUTHERN CO	112,955	$10.2B	30.99%	Put
252	COFCAPITAL ONE FINL CORP	67,602	$10.1B	30.80%	Put
253	KHCKRAFT HEINZ CO	284,625	$10.0B	30.41%	Put
254	APOAPOLLO GLOBAL MGMT INC	79,744	$10.0B	30.31%	Put
255	TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC	11,393,000	$9.8B	29.95%
256	SHYGISHARES TR	226,678	$9.8B	29.95%
257	CNCCENTENE CORP DEL	130,251	$9.8B	29.84%	Put
258	BLKCHFBLACKROCK INC	10,317	$9.8B	29.81%	Put
259	CHTRCHARTER COMMUNICATIONS INC N	30,186	$9.8B	29.77%	Put
260	LENLENNAR CORP	51,390	$9.6B	29.31%	Put
261	SPGSIMON PPTY GROUP INC NEW	56,811	$9.6B	29.22%	Put
262	TTWOTAKE-TWO INTERACTIVE SOFTWAR	62,148	$9.6B	29.07%	Put
263	APDAIR PRODS & CHEMS INC	31,997	$9.5B	28.99%	Put
264	WMWASTE MGMT INC DEL	45,705	$9.5B	28.87%	Put
265	JNKSPDR SER TR	96,701	$9.5B	28.78%
266	ECLECOLAB INC	36,664	$9.4B	28.48%	Put
267	VSH 2.25 09/15/30VISHAY INTERTECHNOLOGY INC	10,000,000	$9.2B	28.01%
268	PSXPHILLIPS 66	69,924	$9.2B	27.96%	Put
269	DVNDEVON ENERGY CORP NEW	234,804	$9.2B	27.95%	Put
270	NUENUCOR CORP	60,240	$9.1B	27.56%	Put
271	PNCPNC FINL SVCS GROUP INC	48,769	$9.0B	27.43%	Put
272	ALSALLSTATE CORP	47,515	$9.0B	27.42%	Put
273	IGIBISHARES TR	166,601	$8.9B	27.23%
274	VTVVANGUARD INDEX FDS	51,201	$8.9B	27.20%
275	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	115,734	$8.9B	27.18%	Put
276	CCIVGBPLUCID GROUP INC	2,495,800	$8.8B	26.81%	Put
277	MLAB 1.375 08/15/25MESA LABS INC	9,116,000	$8.8B	26.79%
278	ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC	7,500,000	$8.8B	26.74%
279	WMBWILLIAMS COS INC	191,763	$8.8B	26.63%	Put
280	NIONIO INC	1,309,609	$8.7B	26.62%	Put
281	METMETLIFE INC	105,546	$8.7B	26.49%	Put
282	HESHESS CORP	63,876	$8.7B	26.39%	Put
283	SEALTD 0.25 09/15/26SEA LTD	9,500,000	$8.6B	26.26%
284	KVUEKENVUE INC	368,851	$8.5B	25.96%	Put
285	MNSTMONSTER BEVERAGE CORP NEW	157,704	$8.2B	25.03%	Put
286	ITWILLINOIS TOOL WKS INC	31,340	$8.2B	24.99%	Put
287	REGNREGENERON PHARMACEUTICALS	7,758	$8.2B	24.82%	Put
288	PPGPPG INDS INC	61,054	$8.1B	24.61%	Put
289	ADMARCHER DANIELS MIDLAND CO	133,734	$8.0B	24.31%	Put
290	OKEONEOK INC NEW	87,184	$7.9B	24.17%	Put
291	BAND 0.5 04/01/28BANDWIDTH INC	10,000,000	$7.9B	23.90%
292	AIGAMERICAN INTL GROUP INC	107,077	$7.8B	23.86%	Put
293	8CWCROWN CASTLE INC	65,676	$7.8B	23.71%	Put
294	CSXCSX CORP	225,545	$7.8B	23.70%	Put
295	CSGPCOSTAR GROUP INC	103,232	$7.8B	23.69%	Put
296	IBNICICI BANK LIMITED	257,383	$7.7B	23.38%
297	NIO 4.625 10/15/30NIO INC	8,750,000	$7.6B	23.24%
298	SATSECHOSTAR CORP	304,662	$7.6B	23.01%	Put
299	MUBISHARES TR	69,601	$7.6B	23.01%
300	FQIDIGITAL RLTY TR INC	46,646	$7.5B	22.97%	Put

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