CAPSTONE INVESTMENT ADVISORS, LLC Q1 2022 Filing
Filed May 13, 2022
Portfolio Value
$36.4B
Holdings
1,155
Report Date
Q1 2022
Filing Type
13F-HR
All Holdings (1,155 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 27,850,000 | $58.8B | 161.58% | |
| 102 | 4I1PHILIP MORRIS INTL INC | 615,556 | $57.8B | 158.92% | Put |
| 103 | BACVERIZON COMMUNICATIONS INC | 1,115,571 | $56.8B | 156.18% | Put |
| 104 | MRNAMODERNA INC | 328,641 | $56.6B | 155.59% | Put |
| 105 | SYKSTRYKER CORPORATION | 208,411 | $55.7B | 153.13% | Put |
| 106 | PLDPROLOGIS INC. | 340,348 | $55.0B | 151.05% | Put |
| 107 | BILL 0 12/01/25BILL COM HLDGS INC | 33,794,000 | $53.9B | 148.09% | |
| 108 | GILDGILEAD SCIENCES INC | 895,897 | $53.3B | 146.38% | Put |
| 109 | SHWSHERWIN WILLIAMS CO | 211,932 | $52.9B | 145.40% | Put |
| 110 | LTHM 4.125 07/15/25LIVENT CORP | 16,973,000 | $52.8B | 144.98% | |
| 111 | ORCLORACLE CORP | 617,284 | $51.1B | 140.35% | Put |
| 112 | DDOG 0.125 06/15/25DATADOG INC | 28,500,000 | $50.6B | 139.03% | |
| 113 | GMGENERAL MTRS CO | 1,139,850 | $49.9B | 137.02% | Put |
| 114 | NSCNORFOLK SOUTHN CORP | 173,100 | $49.4B | 135.69% | Put |
| 115 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 42,500,000 | $49.1B | 134.85% | |
| 116 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 36,514,000 | $48.2B | 132.37% | |
| 117 | TMUST-MOBILE US INC | 372,729 | $47.8B | 131.48% | Put |
| 118 | ICEINTERCONTINENTAL EXCHANGE IN | 357,800 | $47.3B | 129.92% | Put |
| 119 | HONHONEYWELL INTL INC | 241,308 | $47.0B | 129.04% | Put |
| 120 | DYHTARGET CORP | 220,329 | $46.8B | 128.51% | Put |
| 121 | MIDD 1 09/01/25MIDDLEBY CORP | 33,594,000 | $46.4B | 127.59% | |
| 122 | APDAIR PRODS & CHEMS INC | 185,640 | $46.4B | 127.50% | Put |
| 123 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 29,750,000 | $45.8B | 125.92% | |
| 124 | MMM3M CO | 303,913 | $45.2B | 124.35% | Put |
| 125 | —ALTAIR ENGR INC | 31,300,000 | $45.2B | 124.26% | |
| 126 | NEMNEWMONT CORP | 564,889 | $44.9B | 123.35% | Put |
| 127 | DUKDUKE ENERGY CORP NEW | 400,907 | $44.8B | 123.03% | Put |
| 128 | USBUS BANCORP DEL | 831,018 | $44.2B | 121.39% | Put |
| 129 | BKNGBOOKING HOLDINGS INC | 18,742 | $44.0B | 120.97% | Put |
| 130 | X 5 11/01/26UNITED STATES STL CORP | 15,000,000 | $43.9B | 120.65% | |
| 131 | RPD 2.25 05/01/25RAPID7 INC | 23,042,000 | $43.7B | 120.12% | |
| 132 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 26,000,000 | $43.0B | 118.26% | |
| 133 | HCAHCA HEALTHCARE INC | 169,801 | $42.6B | 116.96% | Put |
| 134 | FCXFREEPORT-MCMORAN INC | 841,200 | $41.8B | 114.99% | Put |
| 135 | SPGIS&P GLOBAL INC | 101,736 | $41.7B | 114.69% | Put |
| 136 | MOALTRIA GROUP INC | 791,291 | $41.3B | 113.63% | Put |
| 137 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 26,764,000 | $40.3B | 110.66% | |
| 138 | ZTSZOETIS INC | 213,379 | $40.2B | 110.60% | Put |
| 139 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 23,424,000 | $38.8B | 106.51% | |
| 140 | ATVIEURACTIVISION BLIZZARD INC | 482,518 | $38.7B | 106.24% | Put |
| 141 | FDXFEDEX CORP | 166,998 | $38.6B | 106.20% | Put |
| 142 | PODD 0.375 09/01/26INSULET CORP | 28,835,000 | $38.4B | 105.44% | |
| 143 | GDXVANECK ETF TRUST | 1,000,000 | $38.4B | 105.40% | Call |
| 144 | Z 0.75 09/01/24ZILLOW GROUP INC | 29,646,000 | $37.9B | 104.24% | |
| 145 | COFCAPITAL ONE FINL CORP | 287,378 | $37.7B | 103.69% | Put |
| 146 | ADPAUTOMATIC DATA PROCESSING IN | 162,127 | $36.9B | 101.39% | Put |
| 147 | FISVFISERV INC | 359,212 | $36.4B | 100.11% | Put |
| 148 | —ARBOR REALTY TRUST INC | 34,500,000 | $35.9B | 98.61% | |
| 149 | FISFIDELITY NATL INFORMATION SV | 357,234 | $35.9B | 98.59% | Put |
| 150 | OXYOCCIDENTAL PETE CORP | 626,081 | $35.5B | 97.63% | Put |
| 151 | WOLF 1.75 05/01/26WOLFSPEED INC | 14,150,000 | $35.3B | 96.99% | |
| 152 | FFORD MTR CO DEL | 2,070,951 | $35.0B | 96.25% | Put |
| 153 | RPD 0.25 03/15/27RAPID7 INC | 27,907,000 | $34.8B | 95.76% | |
| 154 | 0VVBPARAMOUNT GLOBAL | 891,700 | $33.7B | 92.66% | Put |
| 155 | KLACKLA CORP | 91,025 | $33.3B | 91.57% | Put |
| 156 | PXDEURPIONEER NAT RES CO | 132,100 | $33.0B | 90.78% | Put |
| 157 | SLBSCHLUMBERGER LTD | 797,278 | $32.9B | 90.52% | Put |
| 158 | CYTK 4 11/15/26CYTOKINETICS INC | 9,000,000 | $32.9B | 90.52% | |
| 159 | INSM 0.75 06/01/28INSMED INC | 33,877,000 | $32.8B | 90.22% | |
| 160 | NVRO 2.75 04/01/25NEVRO CORP | 30,167,000 | $32.6B | 89.63% | |
| 161 | PRUPRUDENTIAL FINL INC | 271,200 | $32.0B | 88.08% | Put |
| 162 | KMBKIMBERLY-CLARK CORP | 255,785 | $31.5B | 86.58% | Put |
| 163 | SOSOUTHERN CO | 433,500 | $31.4B | 86.39% | Put |
| 164 | COPCONOCOPHILLIPS | 311,800 | $31.2B | 85.69% | Put |
| 165 | CLCOLGATE PALMOLIVE CO | 410,472 | $31.1B | 85.55% | Put |
| 166 | —ISTAR INC | 17,929,000 | $30.5B | 83.92% | |
| 167 | PAYXPAYCHEX INC | 222,600 | $30.4B | 83.49% | Put |
| 168 | XYZBLOCK INC | 221,956 | $30.1B | 82.72% | Put |
| 169 | EXAS 0.375 03/01/28EXACT SCIENCES CORP | 34,000,000 | $30.1B | 82.60% | |
| 170 | NTRA 2.25 05/01/27NATERA INC | 22,395,000 | $29.7B | 81.58% | |
| 171 | PNCPNC FINL SVCS GROUP INC | 160,042 | $29.5B | 81.13% | Put |
| 172 | MDLZMONDELEZ INTL INC | 461,410 | $29.0B | 79.61% | Put |
| 173 | 8CWCROWN CASTLE INTL CORP NEW | 156,600 | $28.9B | 79.45% | Put |
| 174 | ADMARCHER DANIELS MIDLAND CO | 319,852 | $28.9B | 79.34% | Put |
| 175 | CHTRCHARTER COMMUNICATIONS INC N | 52,515 | $28.6B | 78.73% | Put |
| 176 | VRTXVERTEX PHARMACEUTICALS INC | 109,201 | $28.5B | 78.32% | Put |
| 177 | CALY 2.75 05/01/26CALLAWAY GOLF COMPANY | 18,847,000 | $28.5B | 78.28% | |
| 178 | OMCL 0.25 09/15/25OMNICELL COM | 20,000,000 | $28.3B | 77.75% | |
| 179 | SNPSSYNOPSYS INC | 84,604 | $28.2B | 77.49% | Put |
| 180 | BKBANK NEW YORK MELLON CORP | 567,350 | $28.2B | 77.39% | Put |
| 181 | CBCHUBB LIMITED | 131,600 | $28.1B | 77.37% | Put |
| 182 | NVMI 0 10/15/25NOVA LTD | 18,000,000 | $28.0B | 76.98% | |
| 183 | WELLWELLTOWER INC | 291,253 | $28.0B | 76.96% | Put |
| 184 | DGDOLLAR GEN CORP NEW | 122,500 | $27.3B | 74.95% | Put |
| 185 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 22,674,000 | $26.9B | 74.06% | |
| 186 | PSXPHILLIPS 66 | 310,393 | $26.8B | 73.70% | Put |
| 187 | MCHPMICROCHIP TECHNOLOGY INC. | 356,751 | $26.8B | 73.67% | Put |
| 188 | FTNTFORTINET INC | 78,100 | $26.7B | 73.35% | Put |
| 189 | MARMARRIOTT INTL INC NEW | 150,090 | $26.4B | 72.50% | Put |
| 190 | CSXCSX CORP | 697,300 | $26.1B | 71.77% | Put |
| 191 | ROKUROKU INC | 207,119 | $25.9B | 71.31% | Put |
| 192 | TRVTRAVELERS COMPANIES INC | 139,700 | $25.5B | 70.16% | Put |
| 193 | EAELECTRONIC ARTS INC | 201,026 | $25.4B | 69.90% | Put |
| 194 | AEPAMERICAN ELEC PWR CO INC | 253,300 | $25.3B | 69.46% | Put |
| 195 | EXPEEXPEDIA GROUP INC | 129,112 | $25.3B | 69.43% | Put |
| 196 | VECO 3.75 06/01/27VEECO INSTRS INC DEL | 12,000,000 | $25.3B | 69.40% | |
| 197 | EWEDWARDS LIFESCIENCES CORP | 209,700 | $24.7B | 67.85% | Put |
| 198 | DISH 0 12/15/25DISH NETWORK CORPORATION | 25,200,000 | $24.6B | 67.54% | |
| 199 | BSXBOSTON SCIENTIFIC CORP | 550,700 | $24.4B | 67.03% | Put |
| 200 | SPGSIMON PPTY GROUP INC NEW | 185,124 | $24.4B | 66.94% | Put |