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 |
|---|---|---|---|---|---|
| 201 | —HARMONIC INC | 7,700,000 | $12.2B | 0.07% | |
| 202 | XLVSELECT SECTOR SPDR TR | 100,001 | $12.1B | 0.07% | Put |
| 203 | GMGENERAL MTRS CO | 373,251 | $12.0B | 0.07% | Put |
| 204 | ORCLORACLE CORP | 195,949 | $12.0B | 0.07% | Put |
| 205 | —COHERUS BIOSCIENCES INC | 15,000,000 | $11.9B | 0.07% | |
| 206 | SEALTD 0.25 09/15/26SEA LTD | 17,000,000 | $11.9B | 0.07% | |
| 207 | —PERFICIENT INC | 8,400,000 | $11.8B | 0.07% | |
| 208 | PNCPNC FINL SVCS GROUP INC | 78,212 | $11.7B | 0.07% | Put |
| 209 | UPSUNITED PARCEL SERVICE INC | 72,193 | $11.7B | 0.07% | Put |
| 210 | RTXRAYTHEON TECHNOLOGIES CORP | 141,743 | $11.6B | 0.07% | Put |
| 211 | ISRGINTUITIVE SURGICAL INC | 61,830 | $11.6B | 0.07% | Put |
| 212 | WTWWILLIS TOWERS WATSON PLC LTD | 56,874 | $11.4B | 0.07% | Put |
| 213 | GOSS 5 06/01/27GOSSAMER BIO INC | 11,000,000 | $11.4B | 0.07% | |
| 214 | EFXEQUIFAX INC | 65,726 | $11.3B | 0.07% | Put |
| 215 | OREALTY INCOME CORP | 190,299 | $11.1B | 0.07% | Put |
| 216 | SYFSYNCHRONY FINANCIAL | 392,769 | $11.1B | 0.07% | Put |
| 217 | NOCNORTHROP GRUMMAN CORP | 23,200 | $10.9B | 0.07% | Put |
| 218 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 10,000,000 | $10.9B | 0.07% | |
| 219 | CTRACOTERRA ENERGY INC | 416,673 | $10.9B | 0.07% | Put |
| 220 | DDOMINION ENERGY INC | 156,849 | $10.8B | 0.07% | Put |
| 221 | ROSTROSS STORES INC | 128,579 | $10.8B | 0.07% | Put |
| 222 | CRMSALESFORCE INC | 74,450 | $10.7B | 0.06% | Put |
| 223 | PYPLPAYPAL HLDGS INC | 123,893 | $10.7B | 0.06% | Put |
| 224 | COIN 0.5 06/01/26COINBASE GLOBAL INC | 16,010,000 | $10.7B | 0.06% | |
| 225 | CBCHUBB LIMITED | 58,353 | $10.6B | 0.06% | Put |
| 226 | UPWK 0.25 08/15/26UPWORK INC | 14,250,000 | $10.5B | 0.06% | |
| 227 | CRBGCOREBRIDGE FINL INC | 529,820 | $10.4B | 0.06% | |
| 228 | ATI 3.5 06/15/25ATI INC | 5,655,000 | $10.3B | 0.06% | |
| 229 | MCHPMICROCHIP TECHNOLOGY INC. | 168,519 | $10.3B | 0.06% | Put |
| 230 | CDLX 1 09/15/25CARDLYTICS INC | 17,000,000 | $10.1B | 0.06% | |
| 231 | UPST 0.25 08/15/26UPSTART HLDGS INC | 18,000,000 | $10.0B | 0.06% | |
| 232 | KWEBKRANESHARES TR | 400,000 | $9.9B | 0.06% | Call |
| 233 | LPSN 0.75 03/01/24LIVEPERSON INC | 10,681,000 | $9.8B | 0.06% | |
| 234 | CTVACORTEVA INC | 171,400 | $9.8B | 0.06% | Put |
| 235 | PEGA 0.75 03/01/25PEGASYSTEMS INC | 12,000,000 | $9.8B | 0.06% | |
| 236 | INVA 2.5 08/15/25INNOVIVA INC | 10,000,000 | $9.7B | 0.06% | |
| 237 | NTAPNETAPP INC | 154,802 | $9.6B | 0.06% | Put |
| 238 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 12,610,000 | $9.5B | 0.06% | |
| 239 | GPNGLOBAL PMTS INC | 85,760 | $9.3B | 0.06% | Put |
| 240 | WMWASTE MGMT INC DEL | 57,100 | $9.1B | 0.06% | Put |
| 241 | BAXBAXTER INTL INC | 168,063 | $9.1B | 0.05% | Put |
| 242 | 8CWCROWN CASTLE INC | 62,345 | $9.0B | 0.05% | Put |
| 243 | AMTAMERICAN TOWER CORP NEW | 41,022 | $8.8B | 0.05% | Put |
| 244 | 0VVBPARAMOUNT GLOBAL | 453,690 | $8.6B | 0.05% | Put |
| 245 | PPGPPG INDS INC | 77,958 | $8.6B | 0.05% | Put |
| 246 | LNCLINCOLN NATL CORP IND | 195,002 | $8.6B | 0.05% | Put |
| 247 | KEYSKEYSIGHT TECHNOLOGIES INC | 52,905 | $8.3B | 0.05% | Put |
| 248 | ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC | 8,223,000 | $8.2B | 0.05% | |
| 249 | FITBFIFTH THIRD BANCORP | 257,923 | $8.2B | 0.05% | Put |
| 250 | CARRCARRIER GLOBAL CORPORATION | 231,499 | $8.2B | 0.05% | Put |
| 251 | DHID R HORTON INC | 121,726 | $8.2B | 0.05% | Put |
| 252 | LRCXEURLAM RESEARCH CORP | 22,384 | $8.2B | 0.05% | Put |
| 253 | LHCGUSDLHC GROUP INC | 49,848 | $8.2B | 0.05% | |
| 254 | TFCTRUIST FINL CORP | 186,141 | $8.1B | 0.05% | Put |
| 255 | TWTRUSDTWITTER INC | 184,007 | $8.1B | 0.05% | Put |
| 256 | PCG 5.5 08/16/23PG&E CORP | 70,000 | $8.0B | 0.05% | |
| 257 | TROWPRICE T ROWE GROUP INC | 75,469 | $7.9B | 0.05% | Put |
| 258 | —NIELSEN HLDGS PLC | 285,450 | $7.9B | 0.05% | Put |
| 259 | KMBKIMBERLY-CLARK CORP | 70,266 | $7.9B | 0.05% | Put |
| 260 | BIIBBIOGEN INC | 29,600 | $7.9B | 0.05% | Put |
| 261 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 115,161 | $7.9B | 0.05% | Put |
| 262 | HSYHERSHEY CO | 35,700 | $7.9B | 0.05% | Put |
| 263 | IVEISHARES TR | 61,199 | $7.9B | 0.05% | |
| 264 | FT2FIRST HORIZON CORPORATION | 342,065 | $7.8B | 0.05% | Call |
| 265 | SNAPSNAP INC | 784,185 | $7.7B | 0.05% | Put |
| 266 | MCKMCKESSON CORP | 22,500 | $7.6B | 0.05% | Put |
| 267 | —TWITTER INC | 7,500,000 | $7.6B | 0.05% | |
| 268 | NIO 0.5 02/01/27NIO INC | 10,000,000 | $7.6B | 0.05% | |
| 269 | CATCATERPILLAR INC | 46,032 | $7.6B | 0.05% | Put |
| 270 | —1LIFE HEALTHCARE INC | 440,318 | $7.6B | 0.05% | |
| 271 | EOGEOG RES INC | 67,500 | $7.5B | 0.05% | Put |
| 272 | LCII 1.125 05/15/26LCI INDS | 8,750,000 | $7.5B | 0.05% | |
| 273 | SWKSTANLEY BLACK & DECKER INC | 98,703 | $7.4B | 0.04% | Put |
| 274 | DUKDUKE ENERGY CORP NEW | 79,745 | $7.4B | 0.04% | Put |
| 275 | GISGENERAL MLS INC | 96,200 | $7.4B | 0.04% | Put |
| 276 | —USHG ACQUISITION CORP | 742,555 | $7.3B | 0.04% | |
| 277 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 7,500,000 | $7.3B | 0.04% | |
| 278 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 6,448,000 | $7.2B | 0.04% | |
| 279 | —EVOLENT HEALTH INC | 3,500,000 | $7.2B | 0.04% | |
| 280 | HLTHILTON WORLDWIDE HLDGS INC | 59,217 | $7.1B | 0.04% | Put |
| 281 | —ALTAIR ENGR INC | 6,429,000 | $7.1B | 0.04% | |
| 282 | NEO 1.25 05/01/25NEOGENOMICS INC | 8,000,000 | $7.0B | 0.04% | |
| 283 | BSXBOSTON SCIENTIFIC CORP | 179,736 | $7.0B | 0.04% | Put |
| 284 | HLF 2.625 03/15/24HERBALIFE NUTRITION LTD | 7,649,000 | $6.9B | 0.04% | |
| 285 | DLTRDOLLAR TREE INC | 50,500 | $6.9B | 0.04% | Put |
| 286 | CNCCENTENE CORP DEL | 88,238 | $6.9B | 0.04% | Put |
| 287 | PAYXPAYCHEX INC | 61,166 | $6.9B | 0.04% | Put |
| 288 | NSTG 2.625 03/01/25NANOSTRING TECHNOLOGIES INC | 8,000,000 | $6.8B | 0.04% | |
| 289 | HCAT 2.5 04/15/25HEALTH CATALYST INC | 8,000,000 | $6.8B | 0.04% | |
| 290 | PEOEXELON CORP | 182,300 | $6.8B | 0.04% | Put |
| 291 | MPCMARATHON PETE CORP | 68,700 | $6.8B | 0.04% | Put |
| 292 | MODN 2.625 06/01/25MODEL N INC | 5,500,000 | $6.8B | 0.04% | |
| 293 | IFFINTERNATIONAL FLAVORS&FRAGRA | 74,482 | $6.8B | 0.04% | Put |
| 294 | OMER 5.25 02/15/26OMEROS CORP | 11,915,000 | $6.8B | 0.04% | |
| 295 | ANETEURARISTA NETWORKS INC | 59,146 | $6.7B | 0.04% | Put |
| 296 | EVH 1.5 10/15/25EVOLENT HEALTH INC | 5,250,000 | $6.6B | 0.04% | |
| 297 | AWMSKYWORKS SOLUTIONS INC | 77,626 | $6.6B | 0.04% | Put |
| 298 | DGDOLLAR GEN CORP NEW | 27,400 | $6.6B | 0.04% | Put |
| 299 | CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 114,214 | $6.6B | 0.04% | Put |
| 300 | WBAWALGREENS BOOTS ALLIANCE INC | 208,850 | $6.6B | 0.04% | Put |