CAPSTONE INVESTMENT ADVISORS, LLC Q4 2022 Filing
Filed February 10, 2023
Portfolio Value
$13735.6T
Holdings
763
Report Date
Q4 2022
Filing Type
13F-HR
All Holdings (763 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 8,165,979 | $2174.4T | 15.83% | Put |
| 2 | IWMISHARES TR | 8,124,000 | $1416.5T | 10.31% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 1,872,893 | $716.3T | 5.21% | Put |
| 4 | EFAISHARES TR | 8,338,703 | $547.4T | 3.98% | Put |
| 5 | GQ9SPDR GOLD TR | 1,801,281 | $305.6T | 2.22% | Put |
| 6 | HYGISHARES TR | 3,500,000 | $257.7T | 1.88% | Put |
| 7 | FXIISHARES TR | 8,836,096 | $250.1T | 1.82% | Put |
| 8 | AAPLAPPLE INC | 1,678,659 | $218.1T | 1.59% | Put |
| 9 | MSFTMICROSOFT CORP | 751,473 | $180.2T | 1.31% | Put |
| 10 | EEMISHARES TR | 3,558,181 | $134.9T | 0.98% | Put |
| 11 | BRK/BBERKSHIRE HATHAWAY INC DEL | 361,790 | $111.8T | 0.81% | Put |
| 12 | UNHUNITEDHEALTH GROUP INC | 204,701 | $108.5T | 0.79% | Put |
| 13 | LQDISHARES TR | 1,025,000 | $108.1T | 0.79% | Put |
| 14 | AMZNAMAZON COM INC | 1,276,718 | $107.2T | 0.78% | Put |
| 15 | XOMEXXON MOBIL CORP | 903,969 | $99.7T | 0.73% | Put |
| 16 | JPMJPMORGAN CHASE & CO | 726,968 | $97.5T | 0.71% | Put |
| 17 | GOOGALPHABET INC | 893,047 | $79.2T | 0.58% | Put |
| 18 | KBR 2.5 11/01/23KBR INC | 34,478,000 | $72.9T | 0.53% | |
| 19 | GOOGLALPHABET INC | 823,527 | $72.7T | 0.53% | Put |
| 20 | CSCOCISCO SYS INC | 1,496,352 | $71.3T | 0.52% | Put |
| 21 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 45,320,000 | $68.3T | 0.50% | |
| 22 | LLYLILLY ELI & CO | 185,926 | $68.0T | 0.50% | Put |
| 23 | PGPROCTER AND GAMBLE CO | 434,897 | $65.9T | 0.48% | Put |
| 24 | HDHOME DEPOT INC | 202,185 | $63.9T | 0.46% | Put |
| 25 | VTVVANGUARD INDEX FDS | 435,640 | $61.2T | 0.45% | |
| 26 | INSM 0.75 06/01/28INSMED INC | 72,481,000 | $60.2T | 0.44% | |
| 27 | FCN 2 08/15/23FTI CONSULTING INC | 37,500,000 | $59.2T | 0.43% | |
| 28 | METAMETA PLATFORMS INC | 480,356 | $57.8T | 0.42% | Put |
| 29 | AVGOBROADCOM INC | 101,780 | $56.9T | 0.41% | Put |
| 30 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 37,850,000 | $56.1T | 0.41% | |
| 31 | EWZISHARES INC | 2,000,284 | $55.9T | 0.41% | Call |
| 32 | DXCM 0.75 12/01/23DEXCOM INC | 20,000,000 | $55.1T | 0.40% | |
| 33 | JNJJOHNSON & JOHNSON | 303,215 | $53.6T | 0.39% | Put |
| 34 | ATVIEURACTIVISION BLIZZARD INC | 677,981 | $51.9T | 0.38% | Put |
| 35 | OREALTY INCOME CORP | 802,999 | $50.9T | 0.37% | Put |
| 36 | ACNACCENTURE PLC IRELAND | 189,074 | $50.5T | 0.37% | Put |
| 37 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 17,656,000 | $48.9T | 0.36% | |
| 38 | USMVISHARES TR | 643,380 | $46.4T | 0.34% | |
| 39 | TEAMATLASSIAN CORPORATION | 356,700 | $45.9T | 0.33% | Put |
| 40 | MDB 0.25 01/15/26MONGODB INC | 38,300,000 | $45.1T | 0.33% | |
| 41 | NVDANVIDIA CORPORATION | 308,041 | $45.0T | 0.33% | Put |
| 42 | ABBVABBVIE INC | 277,721 | $44.9T | 0.33% | Put |
| 43 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 48,043,000 | $44.0T | 0.32% | |
| 44 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $43.8T | 0.32% | |
| 45 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 41,510,000 | $43.8T | 0.32% | |
| 46 | ABTABBOTT LABS | 397,874 | $43.7T | 0.32% | Put |
| 47 | TAT&T INC | 2,347,994 | $43.2T | 0.31% | Put |
| 48 | PFEPFIZER INC | 839,481 | $43.0T | 0.31% | Put |
| 49 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 30,750,000 | $42.3T | 0.31% | |
| 50 | ASHRDBX ETF TR | 1,500,000 | $42.0T | 0.31% | Call |
| 51 | PODD 0.375 09/01/26INSULET CORP | 29,335,000 | $41.6T | 0.30% | |
| 52 | LTHM 4.125 07/15/25LIVENT CORP | 16,973,000 | $40.8T | 0.30% | |
| 53 | NVMI 0 10/15/25NOVA LTD | 33,000,000 | $40.4T | 0.29% | |
| 54 | WFCWELLS FARGO CO NEW | 951,373 | $39.3T | 0.29% | Put |
| 55 | —COPA HOLDINGS SA | 22,400,000 | $38.2T | 0.28% | |
| 56 | BACBANK AMERICA CORP | 1,137,295 | $37.7T | 0.27% | Put |
| 57 | PSTG 0.125 04/15/23PURE STORAGE INC | 34,500,000 | $37.2T | 0.27% | |
| 58 | VVISA INC | 178,378 | $37.1T | 0.27% | Put |
| 59 | SBUXSTARBUCKS CORP | 356,267 | $35.3T | 0.26% | Put |
| 60 | CYTK 4 11/15/26CYTOKINETICS INC | 7,500,000 | $33.7T | 0.25% | |
| 61 | DWDMORGAN STANLEY | 395,357 | $33.6T | 0.24% | Put |
| 62 | GMED 1 06/01/23NUVASIVE INC | 33,750,000 | $33.2T | 0.24% | |
| 63 | CMCSACOMCAST CORP NEW | 943,785 | $33.0T | 0.24% | Put |
| 64 | LINLINDE PLC | 98,204 | $32.0T | 0.23% | Put |
| 65 | BLKCHFBLACKROCK INC | 45,041 | $31.9T | 0.23% | Put |
| 66 | MAMASTERCARD INCORPORATED | 91,415 | $31.8T | 0.23% | Put |
| 67 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 20,000,000 | $31.6T | 0.23% | |
| 68 | DHRDANAHER CORPORATION | 117,316 | $31.1T | 0.23% | Put |
| 69 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 38,789,000 | $30.6T | 0.22% | |
| 70 | X 5 11/01/26UNITED STATES STL CORP | 15,000,000 | $30.1T | 0.22% | |
| 71 | SYKSTRYKER CORPORATION | 121,218 | $29.6T | 0.22% | Put |
| 72 | VRTXVERTEX PHARMACEUTICALS INC | 100,769 | $29.1T | 0.21% | Put |
| 73 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 389,896 | $29.0T | 0.21% | Put |
| 74 | CICIGNA CORP NEW | 87,337 | $28.9T | 0.21% | Put |
| 75 | TMOTHERMO FISHER SCIENTIFIC INC | 52,534 | $28.9T | 0.21% | Put |
| 76 | CUTR 2.25 03/15/26CUTERA INC | 19,350,000 | $28.7T | 0.21% | |
| 77 | Z 1.375 09/01/26ZILLOW GROUP INC | 28,102,000 | $28.6T | 0.21% | |
| 78 | INTUINTUIT | 73,344 | $28.5T | 0.21% | Put |
| 79 | BDXBECTON DICKINSON & CO | 112,000 | $28.5T | 0.21% | Put |
| 80 | ELVELEVANCE HEALTH INC | 54,500 | $28.0T | 0.20% | Put |
| 81 | TSLATESLA INC | 226,869 | $27.9T | 0.20% | Put |
| 82 | PEPPEPSICO INC | 153,760 | $27.8T | 0.20% | Put |
| 83 | XLESELECT SECTOR SPDR TR | 313,574 | $27.4T | 0.20% | Put |
| 84 | BMYBRISTOL-MYERS SQUIBB CO | 380,485 | $27.4T | 0.20% | Put |
| 85 | LMTLOCKHEED MARTIN CORP | 56,014 | $27.3T | 0.20% | Put |
| 86 | —NEW RELIC INC | 27,722,000 | $27.2T | 0.20% | |
| 87 | VMWEURVMWARE INC | 220,890 | $27.1T | 0.20% | Put |
| 88 | SCHWSCHWAB CHARLES CORP | 322,082 | $26.8T | 0.20% | Put |
| 89 | IWNISHARES TR | 191,575 | $26.6T | 0.19% | |
| 90 | COSTCOSTCO WHSL CORP NEW | 56,744 | $25.9T | 0.19% | Put |
| 91 | PI 1.125 05/15/27IMPINJ INC | 21,327,000 | $25.7T | 0.19% | |
| 92 | BILL 0 12/01/25BILL COM HLDGS INC | 24,894,000 | $25.6T | 0.19% | |
| 93 | TMUST-MOBILE US INC | 179,484 | $25.1T | 0.18% | Put |
| 94 | ZS 0.125 07/01/25ZSCALER INC | 23,700,000 | $25.0T | 0.18% | |
| 95 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 22,674,000 | $24.8T | 0.18% | |
| 96 | —IRONWOOD PHARMACEUTICALS INC | 22,700,000 | $24.5T | 0.18% | |
| 97 | INTCINTEL CORP | 902,798 | $23.9T | 0.17% | Put |
| 98 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 22,014,000 | $23.2T | 0.17% | |
| 99 | IQIQIYI INC | 4,342,300 | $23.0T | 0.17% | Put |
| 100 | WOLF 1.75 05/01/26WOLFSPEED INC | 14,233,000 | $22.9T | 0.17% |
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