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 |
|---|---|---|---|---|---|
| 201 | ROSTROSS STORES INC | 98,100 | $11.4T | 0.08% | Put |
| 202 | MLAB 1.375 08/15/25MESA LABS INC | 12,500,000 | $11.3T | 0.08% | |
| 203 | QCOMQUALCOMM INC | 102,439 | $11.3T | 0.08% | Put |
| 204 | MCHPMICROCHIP TECHNOLOGY INC. | 159,158 | $11.2T | 0.08% | Put |
| 205 | QTWO 0.75 06/01/26Q2 HLDGS INC | 13,417,000 | $11.1T | 0.08% | |
| 206 | PPGPPG INDS INC | 87,716 | $11.0T | 0.08% | Put |
| 207 | LVLNSPDR SER TR | 187,499 | $11.0T | 0.08% | |
| 208 | HUMHUMANA INC | 21,400 | $11.0T | 0.08% | Put |
| 209 | NOWSERVICENOW INC | 27,829 | $10.8T | 0.08% | Put |
| 210 | OMCL 0.25 09/15/25OMNICELL COM | 12,250,000 | $10.7T | 0.08% | |
| 211 | BE 2.5 08/15/25BLOOM ENERGY CORP | 7,900,000 | $10.7T | 0.08% | |
| 212 | SPGSIMON PPTY GROUP INC NEW | 90,108 | $10.6T | 0.08% | Put |
| 213 | WTWWILLIS TOWERS WATSON PLC LTD | 42,892 | $10.5T | 0.08% | Put |
| 214 | CTVACORTEVA INC | 178,400 | $10.5T | 0.08% | Put |
| 215 | METMETLIFE INC | 144,797 | $10.5T | 0.08% | Put |
| 216 | DDOMINION ENERGY INC | 167,203 | $10.3T | 0.07% | Put |
| 217 | INVA 2.5 08/15/25INNOVIVA INC | 10,000,000 | $10.2T | 0.07% | |
| 218 | WMWASTE MGMT INC DEL | 64,781 | $10.2T | 0.07% | Put |
| 219 | MODN 2.625 06/01/25MODEL N INC | 7,500,000 | $10.1T | 0.07% | |
| 220 | NTAPNETAPP INC | 168,888 | $10.1T | 0.07% | Put |
| 221 | PCG 5.5 08/16/23PG&E CORP | 70,000 | $10.1T | 0.07% | |
| 222 | ELLAUDER ESTEE COS INC | 40,448 | $10.0T | 0.07% | Put |
| 223 | CATCATERPILLAR INC | 41,496 | $9.9T | 0.07% | Put |
| 224 | CTRACOTERRA ENERGY INC | 403,081 | $9.9T | 0.07% | Put |
| 225 | DOCN 0 12/01/26DIGITALOCEAN HLDGS INC | 13,090,000 | $9.9T | 0.07% | |
| 226 | NET 0 08/15/26CLOUDFLARE INC | 11,928,000 | $9.8T | 0.07% | |
| 227 | —COHERUS BIOSCIENCES INC | 14,698,000 | $9.7T | 0.07% | |
| 228 | UPSUNITED PARCEL SERVICE INC | 55,554 | $9.7T | 0.07% | Put |
| 229 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 10,000,000 | $9.6T | 0.07% | |
| 230 | FITBFIFTH THIRD BANCORP | 292,216 | $9.6T | 0.07% | Put |
| 231 | LCII 1.125 05/15/26LCI INDS | 11,250,000 | $9.5T | 0.07% | |
| 232 | BKBANK NEW YORK MELLON CORP | 208,799 | $9.5T | 0.07% | Put |
| 233 | CFLT 0 01/15/27CONFLUENT INC | 12,500,000 | $9.5T | 0.07% | |
| 234 | CMECME GROUP INC | 56,296 | $9.5T | 0.07% | Put |
| 235 | GISGENERAL MLS INC | 112,000 | $9.4T | 0.07% | Put |
| 236 | —INFINERA CORP | 7,500,000 | $9.3T | 0.07% | |
| 237 | USBUS BANCORP DEL | 213,113 | $9.3T | 0.07% | Put |
| 238 | EOGEOG RES INC | 71,700 | $9.3T | 0.07% | Put |
| 239 | SLBSCHLUMBERGER LTD | 173,600 | $9.3T | 0.07% | Put |
| 240 | BAND 0.5 04/01/28BANDWIDTH INC | 14,500,000 | $9.2T | 0.07% | |
| 241 | AMTAMERICAN TOWER CORP NEW | 42,046 | $8.9T | 0.06% | Put |
| 242 | HSYHERSHEY CO | 38,300 | $8.9T | 0.06% | Put |
| 243 | FCXFREEPORT-MCMORAN INC | 232,840 | $8.8T | 0.06% | Put |
| 244 | KEYSKEYSIGHT TECHNOLOGIES INC | 51,244 | $8.8T | 0.06% | Put |
| 245 | LNCLINCOLN NATL CORP IND | 285,271 | $8.8T | 0.06% | Put |
| 246 | UPST 0.25 08/15/26UPSTART HLDGS INC | 16,500,000 | $8.7T | 0.06% | |
| 247 | SYFSYNCHRONY FINANCIAL | 265,443 | $8.7T | 0.06% | Put |
| 248 | PEGA 0.75 03/01/25PEGASYSTEMS INC | 10,000,000 | $8.7T | 0.06% | |
| 249 | PEOEXELON CORP | 199,700 | $8.6T | 0.06% | Put |
| 250 | LPSN 0.75 03/01/24LIVEPERSON INC | 9,181,000 | $8.6T | 0.06% | |
| 251 | CDLX 1 09/15/25CARDLYTICS INC | 19,860,000 | $8.6T | 0.06% | |
| 252 | ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC | 8,223,000 | $8.6T | 0.06% | |
| 253 | VERI 1.75 11/15/26VERITONE INC | 14,000,000 | $8.5T | 0.06% | |
| 254 | BIIBBIOGEN INC | 30,600 | $8.5T | 0.06% | Put |
| 255 | DHID R HORTON INC | 94,365 | $8.4T | 0.06% | Put |
| 256 | UPWK 0.25 08/15/26UPWORK INC | 10,750,000 | $8.1T | 0.06% | |
| 257 | BSXBOSTON SCIENTIFIC CORP | 174,200 | $8.1T | 0.06% | Put |
| 258 | DUKDUKE ENERGY CORP NEW | 77,700 | $8.0T | 0.06% | Put |
| 259 | LBRTLIBERTY ENERGY INC | 498,927 | $8.0T | 0.06% | |
| 260 | KMBKIMBERLY-CLARK CORP | 58,164 | $7.9T | 0.06% | Put |
| 261 | CNCCENTENE CORP DEL | 96,011 | $7.9T | 0.06% | Put |
| 262 | HLTHILTON WORLDWIDE HLDGS INC | 60,064 | $7.6T | 0.06% | Put |
| 263 | NIO 0.5 02/01/27NIO INC | 10,000,000 | $7.6T | 0.06% | |
| 264 | DGDOLLAR GEN CORP NEW | 30,700 | $7.6T | 0.06% | Put |
| 265 | GDGENERAL DYNAMICS CORP | 30,400 | $7.5T | 0.05% | Put |
| 266 | DLTRDOLLAR TREE INC | 52,700 | $7.5T | 0.05% | Put |
| 267 | FFORD MTR CO DEL | 635,019 | $7.4T | 0.05% | Put |
| 268 | AFRM 0 11/15/26AFFIRM HLDGS INC | 13,250,000 | $7.4T | 0.05% | |
| 269 | LGND 0.75 05/15/23LIGAND PHARMACEUTICALS INC | 7,500,000 | $7.3T | 0.05% | |
| 270 | DEDEERE & CO | 17,101 | $7.3T | 0.05% | Put |
| 271 | IFFINTERNATIONAL FLAVORS&FRAGRA | 69,937 | $7.3T | 0.05% | Put |
| 272 | FDO.FMACYS INC | 355,000 | $7.3T | 0.05% | Put |
| 273 | OTISOTIS WORLDWIDE CORP | 93,528 | $7.3T | 0.05% | Put |
| 274 | PAYXPAYCHEX INC | 63,144 | $7.3T | 0.05% | Put |
| 275 | ANETEURARISTA NETWORKS INC | 59,622 | $7.2T | 0.05% | Put |
| 276 | CARRCARRIER GLOBAL CORPORATION | 174,124 | $7.2T | 0.05% | Put |
| 277 | DALDELTA AIR LINES INC DEL | 218,248 | $7.2T | 0.05% | Put |
| 278 | —ALTAIR ENGR INC | 6,429,000 | $7.1T | 0.05% | |
| 279 | DC4DEXCOM INC | 62,694 | $7.1T | 0.05% | Put |
| 280 | WBAWALGREENS BOOTS ALLIANCE INC | 188,933 | $7.1T | 0.05% | Put |
| 281 | KLACKLA CORP | 18,297 | $6.9T | 0.05% | Put |
| 282 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 14,610,000 | $6.9T | 0.05% | |
| 283 | TRVTRAVELERS COMPANIES INC | 36,500 | $6.8T | 0.05% | Put |
| 284 | LILI AUTO INC | 335,300 | $6.8T | 0.05% | |
| 285 | EMREMERSON ELEC CO | 71,200 | $6.8T | 0.05% | Put |
| 286 | NEO 1.25 05/01/25NEOGENOMICS INC | 8,000,000 | $6.8T | 0.05% | |
| 287 | YUMYUM BRANDS INC | 52,867 | $6.8T | 0.05% | Put |
| 288 | LENLENNAR CORP | 74,492 | $6.7T | 0.05% | Put |
| 289 | HPEHEWLETT PACKARD ENTERPRISE C | 416,198 | $6.6T | 0.05% | Put |
| 290 | MDTMEDTRONIC PLC | 85,372 | $6.6T | 0.05% | Put |
| 291 | SNPSSYNOPSYS INC | 20,685 | $6.6T | 0.05% | Put |
| 292 | ENV 0.75 08/15/25ENVESTNET INC | 7,275,000 | $6.6T | 0.05% | |
| 293 | MOALTRIA GROUP INC | 143,952 | $6.6T | 0.05% | Put |
| 294 | VIAV 1 03/01/24VIAVI SOLUTIONS INC | 6,448,000 | $6.5T | 0.05% | |
| 295 | SYYSYSCO CORP | 83,199 | $6.4T | 0.05% | Put |
| 296 | CPRTCOPART INC | 104,163 | $6.3T | 0.05% | Put |
| 297 | LHXL3HARRIS TECHNOLOGIES INC | 30,112 | $6.3T | 0.05% | Put |
| 298 | SPAQUSDFISKER INC | 860,900 | $6.3T | 0.05% | Put |
| 299 | OMER 5.25 02/15/26OMEROS CORP | 11,915,000 | $6.2T | 0.05% | |
| 300 | ALSALLSTATE CORP | 45,800 | $6.2T | 0.05% | Put |