CAPSTONE INVESTMENT ADVISORS, LLC Q2 2022 Filing
Filed August 15, 2022
Portfolio Value
$20.5T
Holdings
1,017
Report Date
Q2 2022
Filing Type
13F-HR
All Holdings (1,017 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | IWMISHARES TR | 15,536,423 | $2.6T | 12.84% | Put |
| 2 | NDQINVESCO QQQ TR | 8,314,100 | $2.3T | 11.37% | Put |
| 3 | EFAISHARES TR | 29,069,500 | $1.8T | 8.86% | Put |
| 4 | EEMISHARES TR | 32,694,681 | $1.3T | 6.40% | Put |
| 5 | SPYSPDR S&P 500 ETF TR | 2,885,000 | $1.1T | 5.31% | Put |
| 6 | AMZNAMAZON COM INC | 5,154,802 | $547.5B | 2.67% | Put |
| 7 | FXIISHARES TR | 14,159,426 | $480.1B | 2.34% | Put |
| 8 | AAPLAPPLE INC | 3,114,344 | $425.8B | 2.08% | Put |
| 9 | MSFTMICROSOFT CORP | 1,315,920 | $338.0B | 1.65% | Put |
| 10 | HYGISHARES TR | 4,500,000 | $331.2B | 1.62% | Put |
| 11 | LQDISHARES TR | 2,260,000 | $248.7B | 1.21% | Put |
| 12 | BRK/BBERKSHIRE HATHAWAY INC DEL | 654,370 | $178.7B | 0.87% | Put |
| 13 | METAMETA PLATFORMS INC | 1,092,339 | $176.1B | 0.86% | Put |
| 14 | DYHTARGET CORP | 1,026,735 | $145.0B | 0.71% | Put |
| 15 | NVDANVIDIA CORPORATION | 949,277 | $143.9B | 0.70% | Put |
| 16 | PYPLPAYPAL HLDGS INC | 1,957,500 | $136.7B | 0.67% | Put |
| 17 | NFLXNETFLIX INC | 716,505 | $125.3B | 0.61% | Put |
| 18 | XOMEXXON MOBIL CORP | 1,402,352 | $120.1B | 0.59% | Put |
| 19 | JNJJOHNSON & JOHNSON | 675,800 | $120.0B | 0.59% | Put |
| 20 | GOOGLALPHABET INC | 51,316 | $111.8B | 0.55% | Put |
| 21 | UNHUNITEDHEALTH GROUP INC | 202,965 | $104.2B | 0.51% | Put |
| 22 | USMVISHARES TR | 1,347,200 | $94.6B | 0.46% | |
| 23 | GOOGALPHABET INC | 37,471 | $82.0B | 0.40% | Put |
| 24 | TSLATESLA INC | 119,276 | $80.3B | 0.39% | Put |
| 25 | HDHOME DEPOT INC | 281,513 | $77.2B | 0.38% | Put |
| 26 | JPMJPMORGAN CHASE & CO | 669,898 | $75.4B | 0.37% | Put |
| 27 | DISDISNEY WALT CO | 761,742 | $71.9B | 0.35% | Put |
| 28 | CVXCHEVRON CORP NEW | 485,271 | $70.3B | 0.34% | Put |
| 29 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 49,010,000 | $68.1B | 0.33% | |
| 30 | FCN 2 08/15/23FTI CONSULTING INC | 37,500,000 | $67.7B | 0.33% | |
| 31 | PGPROCTER AND GAMBLE CO | 465,985 | $67.0B | 0.33% | Put |
| 32 | KBR 2.5 11/01/23KBR INC | 34,478,000 | $66.6B | 0.33% | |
| 33 | CRMSALESFORCE INC | 394,984 | $65.2B | 0.32% | Put |
| 34 | CSCOCISCO SYS INC | 1,435,098 | $61.2B | 0.30% | Put |
| 35 | MDB 0.25 01/15/26MONGODB INC | 42,800,000 | $60.0B | 0.29% | |
| 36 | XLESELECT SECTOR SPDR TR | 829,999 | $59.4B | 0.29% | Put |
| 37 | VTVVANGUARD INDEX FDS | 441,440 | $58.2B | 0.28% | |
| 38 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 32,850,000 | $56.5B | 0.28% | |
| 39 | LLYLILLY ELI & CO | 174,012 | $56.4B | 0.28% | Put |
| 40 | Z 1.375 09/01/26ZILLOW GROUP INC | 54,222,000 | $54.7B | 0.27% | |
| 41 | ABBVABBVIE INC | 347,998 | $53.3B | 0.26% | Put |
| 42 | BACBK OF AMERICA CORP | 1,709,095 | $53.2B | 0.26% | Put |
| 43 | PFEPFIZER INC | 1,010,384 | $53.0B | 0.26% | Put |
| 44 | INSM 0.75 06/01/28INSMED INC | 61,877,000 | $51.8B | 0.25% | |
| 45 | BILL 0 12/01/25BILL COM HLDGS INC | 51,294,000 | $51.6B | 0.25% | |
| 46 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 38,320,000 | $51.2B | 0.25% | |
| 47 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $50.9B | 0.25% | |
| 48 | XLFSELECT SECTOR SPDR TR | 1,603,949 | $50.4B | 0.25% | Put |
| 49 | KOCOCA COLA CO | 780,925 | $49.1B | 0.24% | Put |
| 50 | TAT&T INC | 2,321,975 | $48.7B | 0.24% | Put |
| 51 | LTHM 4.125 07/15/25LIVENT CORP | 16,973,000 | $46.4B | 0.23% | |
| 52 | NKENIKE INC | 451,117 | $46.1B | 0.22% | Put |
| 53 | MRKMERCK & CO INC | 502,591 | $45.8B | 0.22% | Put |
| 54 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 41,514,000 | $45.6B | 0.22% | |
| 55 | PEPPEPSICO INC | 263,943 | $44.0B | 0.21% | Put |
| 56 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 43,500,000 | $43.4B | 0.21% | |
| 57 | VRNS 1.25 08/15/25VARONIS SYS INC | 36,723,000 | $43.4B | 0.21% | |
| 58 | ZS 0.125 07/01/25ZSCALER INC | 34,700,000 | $42.2B | 0.21% | |
| 59 | —ARBOR REALTY TRUST INC | 42,500,000 | $42.1B | 0.21% | |
| 60 | ADBEADOBE SYSTEMS INCORPORATED | 110,971 | $40.6B | 0.20% | Put |
| 61 | PODD 0.375 09/01/26INSULET CORP | 34,835,000 | $39.9B | 0.19% | |
| 62 | RPD 2.25 05/01/25RAPID7 INC | 31,195,000 | $39.9B | 0.19% | |
| 63 | LMTLOCKHEED MARTIN CORP | 92,700 | $39.9B | 0.19% | Put |
| 64 | ABTABBOTT LABS | 356,745 | $38.8B | 0.19% | Put |
| 65 | VVISA INC | 194,536 | $38.3B | 0.19% | Put |
| 66 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 32,264,000 | $38.0B | 0.19% | |
| 67 | AVGOBROADCOM INC | 77,825 | $37.8B | 0.18% | Put |
| 68 | OMCL 0.25 09/15/25OMNICELL COM | 29,500,000 | $37.7B | 0.18% | |
| 69 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 54,289,000 | $37.6B | 0.18% | |
| 70 | ACNACCENTURE PLC IRELAND | 134,085 | $37.2B | 0.18% | Put |
| 71 | DXCM 0.75 12/01/23DEXCOM INC | 20,000,000 | $36.8B | 0.18% | |
| 72 | BLKCHFBLACKROCK INC | 59,209 | $36.1B | 0.18% | Put |
| 73 | NVMI 0 10/15/25NOVA LTD | 28,000,000 | $35.9B | 0.18% | |
| 74 | INTUINTUIT | 91,029 | $35.1B | 0.17% | Put |
| 75 | TMOTHERMO FISHER SCIENTIFIC INC | 64,003 | $34.8B | 0.17% | Put |
| 76 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 30,750,000 | $34.6B | 0.17% | |
| 77 | SBUXSTARBUCKS CORP | 447,818 | $34.2B | 0.17% | Put |
| 78 | MAMASTERCARD INCORPORATED | 108,383 | $34.2B | 0.17% | Put |
| 79 | TRVCCITIGROUP INC | 726,685 | $33.4B | 0.16% | Put |
| 80 | MCDMCDONALDS CORP | 133,733 | $33.0B | 0.16% | Put |
| 81 | SNAPSNAP INC | 2,469,504 | $32.4B | 0.16% | Put |
| 82 | WFCWELLS FARGO CO NEW | 823,495 | $32.3B | 0.16% | Put |
| 83 | INTCINTEL CORP | 845,613 | $31.6B | 0.15% | Put |
| 84 | DWDMORGAN STANLEY | 415,350 | $31.6B | 0.15% | Put |
| 85 | LINLINDE PLC | 109,761 | $31.6B | 0.15% | Put |
| 86 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 31,400,000 | $31.5B | 0.15% | |
| 87 | COSTCOSTCO WHSL CORP NEW | 65,536 | $31.4B | 0.15% | Put |
| 88 | RPD 0.25 03/15/27RAPID7 INC | 33,382,000 | $30.2B | 0.15% | |
| 89 | CMCSACOMCAST CORP NEW | 755,369 | $29.6B | 0.14% | Put |
| 90 | CYTK 4 11/15/26CYTOKINETICS INC | 7,500,000 | $29.1B | 0.14% | |
| 91 | BMYBRISTOL-MYERS SQUIBB CO | 371,100 | $28.6B | 0.14% | Put |
| 92 | —COPA HOLDINGS SA | 19,900,000 | $28.3B | 0.14% | |
| 93 | ISRGINTUITIVE SURGICAL INC | 140,672 | $28.2B | 0.14% | Put |
| 94 | GDXVANECK ETF TRUST | 1,029,235 | $28.2B | 0.14% | Call |
| 95 | WMTWALMART INC | 227,904 | $27.7B | 0.14% | Put |
| 96 | NTRA 2.25 05/01/27NATERA INC | 22,395,000 | $27.6B | 0.13% | |
| 97 | AMATAPPLIED MATLS INC | 300,554 | $27.3B | 0.13% | Put |
| 98 | USBUS BANCORP DEL | 583,063 | $26.8B | 0.13% | Put |
| 99 | BABOEING CO | 194,697 | $26.6B | 0.13% | Put |
| 100 | BDXBECTON DICKINSON & CO | 107,100 | $26.4B | 0.13% | Put |
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