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 |
|---|---|---|---|---|---|
| 201 | ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC | 11,000,000 | $11.9B | 0.06% | |
| 202 | PRUPRUDENTIAL FINL INC | 124,279 | $11.9B | 0.06% | Put |
| 203 | MDLZMONDELEZ INTL INC | 190,009 | $11.8B | 0.06% | Put |
| 204 | GQ9SPDR GOLD TR | 70,000 | $11.8B | 0.06% | Call |
| 205 | CTRACOTERRA ENERGY INC | 453,928 | $11.7B | 0.06% | Put |
| 206 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 142,899 | $11.7B | 0.06% | Put |
| 207 | W 1.125 11/01/24WAYFAIR INC | 14,500,000 | $11.5B | 0.06% | |
| 208 | PCG 5.5 08/16/23PG&E CORP | 120,000 | $11.5B | 0.06% | |
| 209 | WYWEYERHAEUSER CO MTN BE | 344,633 | $11.4B | 0.06% | Put |
| 210 | DDOMINION ENERGY INC | 143,002 | $11.4B | 0.06% | Put |
| 211 | CLCOLGATE PALMOLIVE CO | 142,370 | $11.4B | 0.06% | Put |
| 212 | LPSN 0.75 03/01/24LIVEPERSON INC | 12,681,000 | $11.4B | 0.06% | |
| 213 | CDLX 1 09/15/25CARDLYTICS INC | 15,000,000 | $11.3B | 0.06% | |
| 214 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 10,750,000 | $11.1B | 0.05% | |
| 215 | SEALTD 0.25 09/15/26SEA LTD | 15,000,000 | $11.0B | 0.05% | |
| 216 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 13,500,000 | $11.0B | 0.05% | |
| 217 | AMDADVANCED MICRO DEVICES INC | 143,455 | $11.0B | 0.05% | Put |
| 218 | PEGA 0.75 03/01/25PEGASYSTEMS INC | 13,500,000 | $11.0B | 0.05% | |
| 219 | LVLNSPDR SER TR | 188,385 | $10.9B | 0.05% | |
| 220 | INVA 2.5 08/15/25INNOVIVA INC | 10,000,000 | $10.9B | 0.05% | |
| 221 | ORCLORACLE CORP | 152,027 | $10.6B | 0.05% | Put |
| 222 | ROKROCKWELL AUTOMATION INC | 52,974 | $10.6B | 0.05% | Put |
| 223 | MCHPMICROCHIP TECHNOLOGY INC. | 180,268 | $10.5B | 0.05% | Put |
| 224 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 18,510,000 | $10.4B | 0.05% | |
| 225 | SYFSYNCHRONY FINANCIAL | 376,634 | $10.4B | 0.05% | Put |
| 226 | AG8AGILENT TECHNOLOGIES INC | 87,487 | $10.4B | 0.05% | Put |
| 227 | CPNGCOUPANG INC | 813,000 | $10.4B | 0.05% | Put |
| 228 | EXPEEXPEDIA GROUP INC | 109,103 | $10.3B | 0.05% | Put |
| 229 | NSCNORFOLK SOUTHN CORP | 44,843 | $10.2B | 0.05% | Put |
| 230 | WBAWALGREENS BOOTS ALLIANCE INC | 266,212 | $10.1B | 0.05% | Put |
| 231 | ELLAUDER ESTEE COS INC | 39,405 | $10.0B | 0.05% | Put |
| 232 | —CONMED CORP | 8,254,000 | $10.0B | 0.05% | |
| 233 | WTWWILLIS TOWERS WATSON PLC LTD | 50,484 | $10.0B | 0.05% | Put |
| 234 | ROSTROSS STORES INC | 141,839 | $10.0B | 0.05% | Put |
| 235 | EFXEQUIFAX INC | 54,132 | $9.9B | 0.05% | Put |
| 236 | INDAISHARES TR | 250,000 | $9.8B | 0.05% | |
| 237 | CNCCENTENE CORP DEL | 116,300 | $9.8B | 0.05% | Put |
| 238 | —TWITTER INC | 10,000,000 | $9.8B | 0.05% | |
| 239 | 8CWCROWN CASTLE INTL CORP NEW | 58,193 | $9.8B | 0.05% | Put |
| 240 | DGDOLLAR GEN CORP NEW | 39,480 | $9.7B | 0.05% | Put |
| 241 | ENV 0.75 08/15/25ENVESTNET INC | 11,275,000 | $9.7B | 0.05% | |
| 242 | PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC | 7,650,000 | $9.6B | 0.05% | |
| 243 | WMWASTE MGMT INC DEL | 62,656 | $9.6B | 0.05% | Put |
| 244 | GPNGLOBAL PMTS INC | 86,506 | $9.6B | 0.05% | Put |
| 245 | CTVACORTEVA INC | 176,781 | $9.6B | 0.05% | Put |
| 246 | TYL 0.25 03/15/26TYLER TEX INDPT SCH DIST | 10,150,000 | $9.6B | 0.05% | |
| 247 | AMTAMERICAN TOWER CORP NEW | 37,262 | $9.5B | 0.05% | Put |
| 248 | CSXCSX CORP | 327,358 | $9.5B | 0.05% | Put |
| 249 | ALRM 0 01/15/26ALARM COM HLDGS INC | 11,500,000 | $9.4B | 0.05% | |
| 250 | —VONAGE HLDGS CORP | 500,106 | $9.4B | 0.05% | |
| 251 | LHCGUSDLHC GROUP INC | 59,920 | $9.3B | 0.05% | |
| 252 | 0VVBPARAMOUNT GLOBAL | 374,321 | $9.2B | 0.05% | Put |
| 253 | NOCNORTHROP GRUMMAN CORP | 19,300 | $9.2B | 0.05% | Put |
| 254 | CHNGUSDCHANGE HEALTHCARE INC | 400,000 | $9.2B | 0.04% | |
| 255 | ATI 3.5 06/15/25ALLEGHENY TECHNOLOGIES INC | 5,655,000 | $9.2B | 0.04% | |
| 256 | SWKSTANLEY BLACK & DECKER INC | 87,819 | $9.2B | 0.04% | Put |
| 257 | HUMHUMANA INC | 19,500 | $9.1B | 0.04% | Put |
| 258 | OREALTY INCOME CORP | 133,700 | $9.1B | 0.04% | Put |
| 259 | NTAPNETAPP INC | 137,401 | $9.0B | 0.04% | Put |
| 260 | HCAT 2.5 04/15/25HEALTH CATALYST INC | 10,000,000 | $8.9B | 0.04% | |
| 261 | ACCUSDAMERICAN CAMPUS CMNTYS INC | 137,433 | $8.9B | 0.04% | |
| 262 | DUKDUKE ENERGY CORP NEW | 82,329 | $8.8B | 0.04% | Put |
| 263 | NSTG 2.625 03/01/25NANOSTRING TECHNOLOGIES INC | 11,000,000 | $8.8B | 0.04% | |
| 264 | DLTRDOLLAR TREE INC | 56,600 | $8.8B | 0.04% | Put |
| 265 | CHTRCHARTER COMMUNICATIONS INC N | 18,476 | $8.7B | 0.04% | Put |
| 266 | PNCPNC FINL SVCS GROUP INC | 54,275 | $8.6B | 0.04% | Put |
| 267 | EOGEOG RES INC | 77,000 | $8.5B | 0.04% | Put |
| 268 | LNCLINCOLN NATL CORP IND | 179,672 | $8.4B | 0.04% | Put |
| 269 | MODN 2.625 06/01/25MODEL N INC | 8,000,000 | $8.3B | 0.04% | |
| 270 | TWTRUSDTWITTER INC | 218,672 | $8.2B | 0.04% | Put |
| 271 | PEOEXELON CORP | 176,970 | $8.0B | 0.04% | Put |
| 272 | —ALTAIR ENGR INC | 6,429,000 | $8.0B | 0.04% | |
| 273 | FITBFIFTH THIRD BANCORP | 234,261 | $7.9B | 0.04% | Put |
| 274 | TRVTRAVELERS COMPANIES INC | 45,820 | $7.7B | 0.04% | Put |
| 275 | BAXBAXTER INTL INC | 119,977 | $7.7B | 0.04% | Put |
| 276 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 12,610,000 | $7.7B | 0.04% | |
| 277 | CATCATERPILLAR INC | 43,017 | $7.7B | 0.04% | Put |
| 278 | PAYXPAYCHEX INC | 67,107 | $7.6B | 0.04% | Put |
| 279 | NIO 0.5 02/01/27NIO INC | 10,000,000 | $7.6B | 0.04% | |
| 280 | CABO 1.125 03/15/28CABLE ONE INC | 9,000,000 | $7.6B | 0.04% | |
| 281 | TFCTRUIST FINL CORP | 159,200 | $7.6B | 0.04% | Put |
| 282 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 6,448,000 | $7.3B | 0.04% | |
| 283 | —USHG ACQUISITION CORP | 742,000 | $7.3B | 0.04% | |
| 284 | SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC | 6,000,000 | $7.2B | 0.04% | |
| 285 | SAILEURSAILPOINT TECHNOLOGIES HLDGS | 115,404 | $7.2B | 0.04% | |
| 286 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 7,500,000 | $7.2B | 0.04% | |
| 287 | GISGENERAL MLS INC | 95,600 | $7.2B | 0.04% | Put |
| 288 | SWCHEURSWITCH INC | 214,896 | $7.2B | 0.04% | Call |
| 289 | PPGPPG INDS INC | 62,860 | $7.2B | 0.04% | Put |
| 290 | GOSS 5 06/01/27GOSSAMER BIO INC | 9,500,000 | $7.1B | 0.03% | |
| 291 | FT2FIRST HORIZON CORPORATION | 324,536 | $7.1B | 0.03% | Call |
| 292 | HSYHERSHEY CO | 32,600 | $7.0B | 0.03% | Put |
| 293 | SYYSYSCO CORP | 81,021 | $6.9B | 0.03% | Put |
| 294 | DHID R HORTON INC | 103,506 | $6.8B | 0.03% | Put |
| 295 | MOALTRIA GROUP INC | 163,104 | $6.8B | 0.03% | Put |
| 296 | HLF 2.625 03/15/24HERBALIFE NUTRITION LTD | 7,649,000 | $6.8B | 0.03% | |
| 297 | TROWPRICE T ROWE GROUP INC | 59,743 | $6.8B | 0.03% | Put |
| 298 | WDCWESTERN DIGITAL CORP. | 151,081 | $6.8B | 0.03% | Put |
| 299 | IVEISHARES TR | 49,090 | $6.7B | 0.03% | |
| 300 | MTCHMATCH GROUP INC NEW | 96,515 | $6.7B | 0.03% | Put |