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 |
|---|---|---|---|---|---|
| 101 | INTCINTEL CORP | 938,064 | $24.2B | 0.15% | Put |
| 102 | —NEW RELIC INC | 24,722,000 | $24.2B | 0.15% | |
| 103 | PLDPROLOGIS INC. | 232,695 | $23.6B | 0.14% | Put |
| 104 | NTRA 2.25 05/01/27NATERA INC | 17,395,000 | $23.5B | 0.14% | |
| 105 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 22,674,000 | $23.1B | 0.14% | |
| 106 | X 5 11/01/26UNITED STATES STL CORP | 15,000,000 | $23.0B | 0.14% | |
| 107 | —IRONWOOD PHARMACEUTICALS INC | 22,700,000 | $22.9B | 0.14% | |
| 108 | TMUST-MOBILE US INC | 170,700 | $22.9B | 0.14% | Put |
| 109 | CALY 2.75 05/01/26TOPGOLF CALLAWAY BRANDS CORP | 17,347,000 | $22.5B | 0.14% | |
| 110 | PEPPEPSICO INC | 137,555 | $22.5B | 0.14% | Put |
| 111 | IYRISHARES TR | 275,173 | $22.4B | 0.14% | |
| 112 | BABOEING CO | 182,900 | $22.1B | 0.13% | Put |
| 113 | CICIGNA CORP NEW | 79,586 | $22.1B | 0.13% | Put |
| 114 | LOWLOWES COS INC | 116,362 | $21.9B | 0.13% | Put |
| 115 | DISH 0 12/15/25DISH NETWORK CORPORATION | 32,700,000 | $21.6B | 0.13% | |
| 116 | ELVELEVANCE HEALTH INC | 47,513 | $21.6B | 0.13% | Put |
| 117 | XLFSELECT SECTOR SPDR TR | 708,327 | $21.5B | 0.13% | Put |
| 118 | DHRDANAHER CORPORATION | 82,369 | $21.3B | 0.13% | Put |
| 119 | KOCOCA COLA CO | 376,400 | $21.1B | 0.13% | Put |
| 120 | TEAMATLASSIAN CORP PLC | 100,000 | $21.1B | 0.13% | Put |
| 121 | HCAHCA HEALTHCARE INC | 113,237 | $20.8B | 0.13% | Put |
| 122 | BMYBRISTOL-MYERS SQUIBB CO | 291,800 | $20.7B | 0.13% | Put |
| 123 | MRKMERCK & CO INC | 238,843 | $20.6B | 0.12% | Put |
| 124 | FISFIDELITY NATL INFORMATION SV | 269,729 | $20.4B | 0.12% | Put |
| 125 | RPD 0.25 03/15/27RAPID7 INC | 26,182,000 | $20.0B | 0.12% | |
| 126 | IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C | 22,500,000 | $19.7B | 0.12% | |
| 127 | MCDMCDONALDS CORP | 85,396 | $19.7B | 0.12% | Put |
| 128 | GSGOLDMAN SACHS GROUP INC | 65,909 | $19.3B | 0.12% | Put |
| 129 | MNKD 2.5 03/01/26MANNKIND CORP | 21,000,000 | $19.0B | 0.11% | |
| 130 | APDAIR PRODS & CHEMS INC | 80,611 | $18.8B | 0.11% | Put |
| 131 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 18,700,000 | $18.6B | 0.11% | |
| 132 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 10,000,000 | $18.6B | 0.11% | |
| 133 | DDOG 0.125 06/15/25DATADOG INC | 15,500,000 | $18.5B | 0.11% | |
| 134 | NVCR 0 11/01/25NOVOCURE LTD | 20,408,000 | $18.4B | 0.11% | |
| 135 | VECO 3.75 06/01/27VEECO INSTRS INC DEL | 12,000,000 | $18.4B | 0.11% | |
| 136 | IWNISHARES TR | 142,215 | $18.3B | 0.11% | |
| 137 | MMM3M CO | 164,426 | $18.2B | 0.11% | Put |
| 138 | ADPAUTOMATIC DATA PROCESSING IN | 80,088 | $18.1B | 0.11% | Put |
| 139 | Z 0.75 09/01/24ZILLOW GROUP INC | 17,646,000 | $17.6B | 0.11% | |
| 140 | MUMICRON TECHNOLOGY INC | 351,114 | $17.6B | 0.11% | Put |
| 141 | WMTWALMART INC | 135,213 | $17.5B | 0.11% | Put |
| 142 | W 1 08/15/26WAYFAIR INC | 27,841,000 | $17.5B | 0.11% | |
| 143 | BSY 0.375 07/01/27BENTLEY SYS INC | 23,002,000 | $17.4B | 0.11% | |
| 144 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 15,250,000 | $17.2B | 0.10% | |
| 145 | CMECME GROUP INC | 95,087 | $16.8B | 0.10% | Put |
| 146 | TTGT 0.125 12/15/25TECHTARGET INC | 16,222,000 | $16.8B | 0.10% | |
| 147 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 12,507,000 | $16.8B | 0.10% | |
| 148 | FFORD MTR CO DEL | 1,497,450 | $16.8B | 0.10% | Put |
| 149 | —CONMED CORP | 14,959,000 | $16.5B | 0.10% | |
| 150 | TXNTEXAS INSTRS INC | 106,247 | $16.4B | 0.10% | Put |
| 151 | PRAA 3.5 06/01/23PRA GROUP INC | 16,700,000 | $16.4B | 0.10% | |
| 152 | FISVFISERV INC | 172,442 | $16.1B | 0.10% | Put |
| 153 | AMGNAMGEN INC | 71,548 | $16.1B | 0.10% | Put |
| 154 | NEENEXTERA ENERGY INC | 205,300 | $16.1B | 0.10% | Put |
| 155 | TJXTJX COS INC NEW | 255,455 | $15.9B | 0.10% | Put |
| 156 | QTWO 0.75 06/01/26Q2 HLDGS INC | 19,917,000 | $15.8B | 0.10% | |
| 157 | RGENREPLIGEN CORP | 9,000,000 | $15.6B | 0.09% | |
| 158 | SPGSIMON PPTY GROUP INC NEW | 173,611 | $15.6B | 0.09% | Put |
| 159 | UNPUNION PAC CORP | 79,623 | $15.5B | 0.09% | Put |
| 160 | LI 0.25 05/01/28LI AUTO INC | 15,000,000 | $15.5B | 0.09% | |
| 161 | RG6ROGERS CORP | 63,486 | $15.4B | 0.09% | |
| 162 | YUSDALLEGHANY CORP MD | 18,027 | $15.1B | 0.09% | |
| 163 | MCOMOODYS CORP | 61,999 | $15.1B | 0.09% | Put |
| 164 | CVSCVS HEALTH CORP | 154,921 | $14.8B | 0.09% | Put |
| 165 | PRGSPROGRESS SOFTWARE CORP | 15,500,000 | $14.6B | 0.09% | |
| 166 | BKBANK NEW YORK MELLON CORP | 374,238 | $14.4B | 0.09% | Put |
| 167 | —GRANITE CONSTR INC | 14,000,000 | $14.3B | 0.09% | |
| 168 | MLAB 1.375 08/15/25MESA LABS INC | 17,000,000 | $14.2B | 0.09% | |
| 169 | AXPAMERICAN EXPRESS CO | 105,169 | $14.2B | 0.09% | Put |
| 170 | NOWSERVICENOW INC | 37,562 | $14.2B | 0.09% | Put |
| 171 | ETNEATON CORP PLC | 105,099 | $14.0B | 0.08% | Put |
| 172 | —ENCORE CAP EUROPE FIN LTD | 12,000,000 | $14.0B | 0.08% | |
| 173 | —ZENDESK INC | 14,093,000 | $13.9B | 0.08% | |
| 174 | ECLECOLAB INC | 96,294 | $13.9B | 0.08% | Put |
| 175 | MIDD 1 09/01/25MIDDLEBY CORP | 12,094,000 | $13.9B | 0.08% | |
| 176 | COFCAPITAL ONE FINL CORP | 149,992 | $13.8B | 0.08% | Put |
| 177 | BE 2.5 08/15/25BLOOM ENERGY CORP | 9,900,000 | $13.8B | 0.08% | |
| 178 | CLCOLGATE PALMOLIVE CO | 194,069 | $13.6B | 0.08% | Put |
| 179 | ATVIEURACTIVISION BLIZZARD INC | 182,833 | $13.6B | 0.08% | Put |
| 180 | EWEDWARDS LIFESCIENCES CORP | 163,701 | $13.5B | 0.08% | Put |
| 181 | GEGENERAL ELECTRIC CO | 217,614 | $13.5B | 0.08% | Put |
| 182 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 12,750,000 | $13.4B | 0.08% | |
| 183 | MRNAMODERNA INC | 112,398 | $13.3B | 0.08% | Put |
| 184 | HUMHUMANA INC | 27,200 | $13.2B | 0.08% | Put |
| 185 | ELLAUDER ESTEE COS INC | 60,941 | $13.2B | 0.08% | Put |
| 186 | PGRPROGRESSIVE CORP | 112,500 | $13.1B | 0.08% | Put |
| 187 | ADIANALOG DEVICES INC | 92,895 | $12.9B | 0.08% | Put |
| 188 | MDLZMONDELEZ INTL INC | 235,544 | $12.9B | 0.08% | Put |
| 189 | OXYOCCIDENTAL PETE CORP | 210,100 | $12.9B | 0.08% | Put |
| 190 | 4I1PHILIP MORRIS INTL INC | 155,358 | $12.9B | 0.08% | Put |
| 191 | AG8AGILENT TECHNOLOGIES INC | 105,950 | $12.9B | 0.08% | Put |
| 192 | NET 0 08/15/26CLOUDFLARE INC | 16,428,000 | $12.8B | 0.08% | |
| 193 | IBMINTERNATIONAL BUSINESS MACHS | 107,755 | $12.8B | 0.08% | Put |
| 194 | BACVERIZON COMMUNICATIONS INC | 332,902 | $12.6B | 0.08% | Put |
| 195 | ROKROCKWELL AUTOMATION INC | 58,752 | $12.6B | 0.08% | Put |
| 196 | NSCNORFOLK SOUTHN CORP | 59,676 | $12.5B | 0.08% | Put |
| 197 | HONHONEYWELL INTL INC | 74,796 | $12.5B | 0.08% | Put |
| 198 | PRUPRUDENTIAL FINL INC | 145,326 | $12.5B | 0.08% | Put |
| 199 | WYWEYERHAEUSER CO MTN BE | 432,817 | $12.4B | 0.07% | Put |
| 200 | CSXCSX CORP | 458,547 | $12.2B | 0.07% | Put |