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 |
|---|---|---|---|---|---|
| 101 | GH 0 11/15/27GUARDANT HEALTH INC | 42,000,000 | $26.1B | 0.13% | |
| 102 | CALY 2.75 05/01/26CALLAWAY GOLF COMPANY | 18,847,000 | $25.3B | 0.12% | |
| 103 | SYKSTRYKER CORPORATION | 126,286 | $25.1B | 0.12% | Put |
| 104 | NOWSERVICENOW INC | 52,295 | $24.9B | 0.12% | Put |
| 105 | ZTSZOETIS INC | 144,449 | $24.8B | 0.12% | Put |
| 106 | QCOMQUALCOMM INC | 194,072 | $24.8B | 0.12% | Put |
| 107 | RTXRAYTHEON TECHNOLOGIES CORP | 257,672 | $24.8B | 0.12% | Put |
| 108 | DDOG 0.125 06/15/25DATADOG INC | 19,500,000 | $24.8B | 0.12% | |
| 109 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 22,674,000 | $24.7B | 0.12% | |
| 110 | VRTXVERTEX PHARMACEUTICALS INC | 87,693 | $24.7B | 0.12% | Put |
| 111 | PSTG 0.125 04/15/23PURE STORAGE INC | 22,000,000 | $24.7B | 0.12% | |
| 112 | ICEINTERCONTINENTAL EXCHANGE IN | 255,507 | $24.0B | 0.12% | Put |
| 113 | GMED 1 06/01/23NUVASIVE INC | 24,500,000 | $23.7B | 0.12% | |
| 114 | X 5 11/01/26UNITED STATES STL CORP | 15,000,000 | $23.5B | 0.11% | |
| 115 | SHWSHERWIN WILLIAMS CO | 103,278 | $23.1B | 0.11% | Put |
| 116 | DISH 0 12/15/25DISH NETWORK CORPORATION | 32,700,000 | $23.1B | 0.11% | |
| 117 | SPGIS&P GLOBAL INC | 67,582 | $22.8B | 0.11% | Put |
| 118 | DHRDANAHER CORPORATION | 89,159 | $22.6B | 0.11% | Put |
| 119 | ELVELEVANCE HEALTH INC | 46,648 | $22.5B | 0.11% | Put |
| 120 | SCHWSCHWAB CHARLES CORP | 354,043 | $22.4B | 0.11% | Put |
| 121 | XYZBLOCK INC | 361,935 | $22.2B | 0.11% | Put |
| 122 | PLDPROLOGIS INC. | 187,232 | $22.0B | 0.11% | Put |
| 123 | WOLF 1.75 05/01/26WOLFSPEED INC | 14,150,000 | $21.7B | 0.11% | |
| 124 | ADPAUTOMATIC DATA PROCESSING IN | 102,902 | $21.6B | 0.11% | Put |
| 125 | Z 0.75 09/01/24ZILLOW GROUP INC | 20,646,000 | $21.4B | 0.10% | |
| 126 | GILDGILEAD SCIENCES INC | 343,354 | $21.2B | 0.10% | Put |
| 127 | GEGENERAL ELECTRIC CO | 328,820 | $20.9B | 0.10% | Put |
| 128 | FISFIDELITY NATL INFORMATION SV | 227,547 | $20.9B | 0.10% | Put |
| 129 | MDTMEDTRONIC PLC | 229,766 | $20.6B | 0.10% | Put |
| 130 | HONHONEYWELL INTL INC | 118,346 | $20.6B | 0.10% | Put |
| 131 | BACVERIZON COMMUNICATIONS INC | 402,455 | $20.4B | 0.10% | Put |
| 132 | MUMICRON TECHNOLOGY INC | 366,621 | $20.3B | 0.10% | Put |
| 133 | NEENEXTERA ENERGY INC | 261,525 | $20.3B | 0.10% | Put |
| 134 | MIDD 1 09/01/25MIDDLEBY CORP | 17,594,000 | $20.0B | 0.10% | |
| 135 | TMUST-MOBILE US INC | 147,840 | $19.9B | 0.10% | Put |
| 136 | APDAIR PRODS & CHEMS INC | 82,294 | $19.8B | 0.10% | Put |
| 137 | HCAHCA HEALTHCARE INC | 117,393 | $19.7B | 0.10% | Put |
| 138 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 15,250,000 | $19.7B | 0.10% | |
| 139 | MNKD 2.5 03/01/26MANNKIND CORP | 19,000,000 | $19.3B | 0.09% | |
| 140 | VECO 3.75 06/01/27VEECO INSTRS INC DEL | 12,000,000 | $19.2B | 0.09% | |
| 141 | CVSCVS HEALTH CORP | 206,192 | $19.1B | 0.09% | Put |
| 142 | AMGNAMGEN INC | 77,909 | $19.0B | 0.09% | Put |
| 143 | CUTR 2.25 03/15/26CUTERA INC | 14,350,000 | $18.9B | 0.09% | |
| 144 | UNPUNION PAC CORP | 87,984 | $18.8B | 0.09% | Put |
| 145 | —IRONWOOD PHARMACEUTICALS INC | 17,700,000 | $18.7B | 0.09% | |
| 146 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 10,000,000 | $18.6B | 0.09% | |
| 147 | LOWLOWES COS INC | 105,245 | $18.4B | 0.09% | Put |
| 148 | TTGT 0.125 12/15/25TECHTARGET INC | 16,222,000 | $18.2B | 0.09% | |
| 149 | MLAB 1.375 08/15/25MESA LABS INC | 19,500,000 | $18.2B | 0.09% | |
| 150 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 14,500,000 | $18.2B | 0.09% | |
| 151 | GMGENERAL MTRS CO | 565,413 | $18.0B | 0.09% | Put |
| 152 | W 1 08/15/26WAYFAIR INC | 27,841,000 | $18.0B | 0.09% | |
| 153 | LI 0.25 05/01/28LI AUTO INC | 12,000,000 | $17.9B | 0.09% | |
| 154 | MMM3M CO | 138,347 | $17.9B | 0.09% | Put |
| 155 | FISVFISERV INC | 200,451 | $17.8B | 0.09% | Put |
| 156 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 6,968,000 | $17.7B | 0.09% | |
| 157 | NVCR 0 11/01/25NOVOCURE LTD | 20,408,000 | $17.7B | 0.09% | |
| 158 | MRNAMODERNA INC | 123,347 | $17.6B | 0.09% | Put |
| 159 | —GRANITE CONSTR INC | 16,000,000 | $17.6B | 0.09% | |
| 160 | IBMINTERNATIONAL BUSINESS MACHS | 123,754 | $17.5B | 0.09% | Put |
| 161 | 4I1PHILIP MORRIS INTL INC | 175,191 | $17.3B | 0.08% | Put |
| 162 | PRAA 3.5 06/01/23PRA GROUP INC | 16,700,000 | $16.9B | 0.08% | |
| 163 | RGENREPLIGEN CORP | 11,000,000 | $16.8B | 0.08% | |
| 164 | TXNTEXAS INSTRS INC | 108,847 | $16.7B | 0.08% | Put |
| 165 | —NEW RELIC INC | 17,222,000 | $16.7B | 0.08% | |
| 166 | QTWO 0.75 06/01/26Q2 HLDGS INC | 19,917,000 | $16.6B | 0.08% | |
| 167 | IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C | 17,500,000 | $16.5B | 0.08% | |
| 168 | CMECME GROUP INC | 78,300 | $16.0B | 0.08% | Put |
| 169 | CICIGNA CORP NEW | 60,460 | $15.9B | 0.08% | Put |
| 170 | COPCONOCOPHILLIPS | 176,528 | $15.9B | 0.08% | Put |
| 171 | —PERFICIENT INC | 8,400,000 | $15.6B | 0.08% | |
| 172 | GSGOLDMAN SACHS GROUP INC | 51,620 | $15.3B | 0.07% | Put |
| 173 | RG6ROGERS CORP | 57,756 | $15.1B | 0.07% | |
| 174 | PRGSPROGRESS SOFTWARE CORP | 15,500,000 | $15.0B | 0.07% | |
| 175 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 16,200,000 | $14.8B | 0.07% | |
| 176 | GAPGAP INC | 1,762,259 | $14.5B | 0.07% | Put |
| 177 | —NIELSEN HLDGS PLC | 625,064 | $14.5B | 0.07% | Put |
| 178 | ATVIEURACTIVISION BLIZZARD INC | 184,930 | $14.4B | 0.07% | Put |
| 179 | OXYOCCIDENTAL PETE CORP | 243,288 | $14.3B | 0.07% | Put |
| 180 | SPGSIMON PPTY GROUP INC NEW | 150,066 | $14.2B | 0.07% | Put |
| 181 | CBCHUBB LIMITED | 72,361 | $14.2B | 0.07% | Put |
| 182 | FFORD MTR CO DEL | 1,274,524 | $14.2B | 0.07% | Put |
| 183 | EWEDWARDS LIFESCIENCES CORP | 146,633 | $13.9B | 0.07% | Put |
| 184 | BKBANK NEW YORK MELLON CORP | 332,916 | $13.9B | 0.07% | Put |
| 185 | —ZENDESK INC | 14,093,000 | $13.7B | 0.07% | |
| 186 | TJXTJX COS INC NEW | 242,765 | $13.6B | 0.07% | Put |
| 187 | AXPAMERICAN EXPRESS CO | 96,359 | $13.4B | 0.07% | Put |
| 188 | —PERSHING SQUARE TONTINE HLDG | 650,975 | $13.0B | 0.06% | |
| 189 | COFCAPITAL ONE FINL CORP | 124,735 | $13.0B | 0.06% | Put |
| 190 | MCOMOODYS CORP | 46,900 | $12.8B | 0.06% | Put |
| 191 | RMBS 1.375 02/01/23RAMBUS INC DEL | 10,569,000 | $12.7B | 0.06% | |
| 192 | ECLECOLAB INC | 81,574 | $12.5B | 0.06% | Put |
| 193 | PGRPROGRESSIVE CORP | 107,300 | $12.5B | 0.06% | Put |
| 194 | —ENCORE CAP EUROPE FIN LTD | 9,000,000 | $12.5B | 0.06% | |
| 195 | —HARMONIC INC | 10,200,000 | $12.3B | 0.06% | |
| 196 | IWNISHARES TR | 90,133 | $12.3B | 0.06% | |
| 197 | UPSUNITED PARCEL SERVICE INC | 66,819 | $12.2B | 0.06% | Put |
| 198 | ETNEATON CORP PLC | 96,093 | $12.1B | 0.06% | Put |
| 199 | ADIANALOG DEVICES INC | 82,877 | $12.1B | 0.06% | Put |
| 200 | FEZSPDR INDEX SHS FDS | 345,101 | $12.0B | 0.06% | Put |