CAPSTONE INVESTMENT ADVISORS, LLC Q3 2022 Filing
Filed November 10, 2022
Portfolio Value
$16.6T
Holdings
864
Report Date
Q3 2022
Filing Type
13F-HR
All Holdings (864 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 12,545,945 | $3.4T | 20.24% | Put |
| 2 | IWMISHARES TR | 14,717,761 | $2.4T | 14.65% | Put |
| 3 | EFAISHARES TR | 14,554,500 | $815.2B | 4.92% | Put |
| 4 | EEMISHARES TR | 15,674,186 | $546.7B | 3.30% | Put |
| 5 | SPYSPDR S&P 500 ETF TR | 972,951 | $347.5B | 2.10% | Put |
| 6 | MSFTMICROSOFT CORP | 1,400,167 | $326.1B | 1.97% | Put |
| 7 | AMZNAMAZON COM INC | 2,876,590 | $325.1B | 1.96% | Put |
| 8 | HYGISHARES TR | 4,500,000 | $321.3B | 1.94% | Put |
| 9 | AAPLAPPLE INC | 2,127,513 | $294.0B | 1.78% | Put |
| 10 | FXIISHARES TR | 4,691,034 | $121.3B | 0.73% | Put |
| 11 | BRK/BBERKSHIRE HATHAWAY INC DEL | 408,634 | $109.1B | 0.66% | Put |
| 12 | LQDISHARES TR | 1,025,000 | $105.0B | 0.63% | Put |
| 13 | METAMETA PLATFORMS INC | 720,111 | $97.7B | 0.59% | Put |
| 14 | GOOGLALPHABET INC | 1,020,897 | $97.6B | 0.59% | Put |
| 15 | XOMEXXON MOBIL CORP | 1,039,500 | $90.8B | 0.55% | Put |
| 16 | JPMJPMORGAN CHASE & CO | 817,261 | $85.4B | 0.52% | Put |
| 17 | HDHOME DEPOT INC | 301,571 | $83.2B | 0.50% | Put |
| 18 | TSLATESLA INC | 300,432 | $79.7B | 0.48% | Put |
| 19 | GOOGALPHABET INC | 820,945 | $78.9B | 0.48% | Put |
| 20 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 59,010,000 | $72.7B | 0.44% | |
| 21 | UNHUNITEDHEALTH GROUP INC | 130,800 | $66.1B | 0.40% | Put |
| 22 | TLTISHARES TR | 628,700 | $64.4B | 0.39% | Call |
| 23 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 37,850,000 | $64.2B | 0.39% | |
| 24 | FCN 2 08/15/23FTI CONSULTING INC | 37,500,000 | $62.0B | 0.37% | |
| 25 | LTHM 4.125 07/15/25LIVENT CORP | 16,973,000 | $61.2B | 0.37% | |
| 26 | INSM 0.75 06/01/28INSMED INC | 66,377,000 | $60.8B | 0.37% | |
| 27 | KBR 2.5 11/01/23KBR INC | 34,478,000 | $60.1B | 0.36% | |
| 28 | PGPROCTER AND GAMBLE CO | 474,268 | $59.9B | 0.36% | Put |
| 29 | CSCOCISCO SYS INC | 1,490,853 | $59.6B | 0.36% | Put |
| 30 | BACBK OF AMERICA CORP | 1,970,852 | $59.5B | 0.36% | Put |
| 31 | EMBISHARES TR | 715,000 | $56.8B | 0.34% | Call |
| 32 | MDB 0.25 01/15/26MONGODB INC | 47,800,000 | $55.9B | 0.34% | |
| 33 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 32,264,000 | $51.8B | 0.31% | |
| 34 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 38,320,000 | $49.0B | 0.30% | |
| 35 | JNJJOHNSON & JOHNSON | 287,875 | $47.0B | 0.28% | Put |
| 36 | AVGOBROADCOM INC | 103,202 | $45.8B | 0.28% | Put |
| 37 | XLESELECT SECTOR SPDR TR | 594,409 | $42.8B | 0.26% | Put |
| 38 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $42.1B | 0.25% | |
| 39 | ACNACCENTURE PLC IRELAND | 161,487 | $41.6B | 0.25% | Put |
| 40 | NVMI 0 10/15/25NOVA LTD | 33,000,000 | $41.3B | 0.25% | |
| 41 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 39,514,000 | $40.3B | 0.24% | |
| 42 | INTUINTUIT | 104,037 | $40.3B | 0.24% | Put |
| 43 | DXCM 0.75 12/01/23DEXCOM INC | 20,000,000 | $39.7B | 0.24% | |
| 44 | LLYLILLY ELI & CO | 121,800 | $39.4B | 0.24% | Put |
| 45 | ABBVABBVIE INC | 292,159 | $39.2B | 0.24% | Put |
| 46 | PSTG 0.125 04/15/23PURE STORAGE INC | 34,500,000 | $39.0B | 0.24% | |
| 47 | VTVVANGUARD INDEX FDS | 314,040 | $38.8B | 0.23% | |
| 48 | WOLF 1.75 05/01/26WOLFSPEED INC | 17,080,000 | $38.7B | 0.23% | |
| 49 | BLKCHFBLACKROCK INC | 69,961 | $38.5B | 0.23% | Put |
| 50 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 30,750,000 | $38.2B | 0.23% | |
| 51 | NKENIKE INC | 458,507 | $38.1B | 0.23% | Put |
| 52 | ZS 0.125 07/01/25ZSCALER INC | 29,700,000 | $38.0B | 0.23% | |
| 53 | ABTABBOTT LABS | 391,310 | $37.9B | 0.23% | Put |
| 54 | TRVCCITIGROUP INC | 889,305 | $37.1B | 0.22% | Put |
| 55 | PFEPFIZER INC | 827,730 | $36.2B | 0.22% | Put |
| 56 | BILL 0 12/01/25BILL COM HLDGS INC | 32,794,000 | $36.1B | 0.22% | |
| 57 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 34,900,000 | $35.7B | 0.22% | |
| 58 | CYTK 4 11/15/26CYTOKINETICS INC | 7,500,000 | $35.5B | 0.21% | |
| 59 | CVXCHEVRON CORP NEW | 240,511 | $34.6B | 0.21% | Put |
| 60 | WFCWELLS FARGO CO NEW | 852,340 | $34.3B | 0.21% | Put |
| 61 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 36,500,000 | $34.1B | 0.21% | |
| 62 | DISDISNEY WALT CO | 361,955 | $34.1B | 0.21% | Put |
| 63 | TAT&T INC | 2,211,850 | $33.9B | 0.20% | Put |
| 64 | SBUXSTARBUCKS CORP | 392,761 | $33.1B | 0.20% | Put |
| 65 | DWDMORGAN STANLEY | 413,571 | $32.7B | 0.20% | Put |
| 66 | TMOTHERMO FISHER SCIENTIFIC INC | 64,013 | $32.5B | 0.20% | Put |
| 67 | —COPA HOLDINGS SA | 22,400,000 | $32.3B | 0.20% | |
| 68 | Z 1.375 09/01/26ZILLOW GROUP INC | 33,102,000 | $32.3B | 0.20% | |
| 69 | LINLINDE PLC | 118,466 | $31.9B | 0.19% | Put |
| 70 | GMED 1 06/01/23NUVASIVE INC | 32,500,000 | $31.5B | 0.19% | |
| 71 | RPD 2.25 05/01/25RAPID7 INC | 31,195,000 | $31.3B | 0.19% | |
| 72 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 10,834,000 | $30.8B | 0.19% | |
| 73 | NFLXNETFLIX INC | 127,353 | $30.0B | 0.18% | Put |
| 74 | CUTR 2.25 03/15/26CUTERA INC | 19,350,000 | $29.8B | 0.18% | |
| 75 | GH 0 11/15/27GUARDANT HEALTH INC | 40,200,000 | $29.5B | 0.18% | |
| 76 | VRNS 1.25 08/15/25VARONIS SYS INC | 26,223,000 | $29.1B | 0.18% | |
| 77 | PODD 0.375 09/01/26INSULET CORP | 24,335,000 | $28.8B | 0.17% | |
| 78 | BDXBECTON DICKINSON & CO | 128,240 | $28.6B | 0.17% | Put |
| 79 | SPGIS&P GLOBAL INC | 92,963 | $28.4B | 0.17% | Put |
| 80 | QCOMQUALCOMM INC | 250,454 | $28.3B | 0.17% | Put |
| 81 | AMATAPPLIED MATLS INC | 339,630 | $27.8B | 0.17% | Put |
| 82 | SYKSTRYKER CORPORATION | 134,945 | $27.3B | 0.17% | Put |
| 83 | ZTSZOETIS INC | 182,971 | $27.1B | 0.16% | Put |
| 84 | OMCL 0.25 09/15/25OMNICELL COM | 25,250,000 | $26.9B | 0.16% | |
| 85 | EWZISHARES INC | 900,284 | $26.7B | 0.16% | Call |
| 86 | VVISA INC | 149,699 | $26.6B | 0.16% | Put |
| 87 | MDTMEDTRONIC PLC | 324,508 | $26.2B | 0.16% | Put |
| 88 | NVDANVIDIA CORPORATION | 214,190 | $26.0B | 0.16% | Put |
| 89 | DYHTARGET CORP | 174,921 | $26.0B | 0.16% | Put |
| 90 | ICEINTERCONTINENTAL EXCHANGE IN | 285,995 | $25.8B | 0.16% | Put |
| 91 | LMTLOCKHEED MARTIN CORP | 65,700 | $25.4B | 0.15% | Put |
| 92 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 39,789,000 | $25.4B | 0.15% | |
| 93 | COSTCOSTCO WHSL CORP NEW | 52,970 | $25.0B | 0.15% | Put |
| 94 | SCHWSCHWAB CHARLES CORP | 345,969 | $24.9B | 0.15% | Put |
| 95 | GILDGILEAD SCIENCES INC | 400,563 | $24.7B | 0.15% | Put |
| 96 | MAMASTERCARD INCORPORATED | 86,680 | $24.6B | 0.15% | Put |
| 97 | CMCSACOMCAST CORP NEW | 833,435 | $24.4B | 0.15% | Put |
| 98 | SHWSHERWIN WILLIAMS CO | 118,982 | $24.4B | 0.15% | Put |
| 99 | USBUS BANCORP DEL | 603,973 | $24.4B | 0.15% | Put |
| 100 | VRTXVERTEX PHARMACEUTICALS INC | 83,800 | $24.3B | 0.15% | Put |
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