CAPSTONE INVESTMENT ADVISORS, LLC Q2 2022 Filing

Filed August 15, 2022

Portfolio Value

$20.5B

Holdings

1,017

Report Date

Q2 2022

Filing Type

13F-HR

All Holdings (1,017 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	IWMISHARES TR	15,536,423	$2.6B	12.84%	Put
2	NDQINVESCO QQQ TR	8,314,100	$2.3B	11.37%	Put
3	EFAISHARES TR	29,069,500	$1.8B	8.86%	Put
4	EEMISHARES TR	32,694,681	$1.3B	6.40%	Put
5	SPYSPDR S&P 500 ETF TR	2,885,000	$1.1B	5.31%	Put
6	AMZNAMAZON COM INC	5,154,802	$547.5M	2.67%	Put
7	FXIISHARES TR	14,159,426	$480.1M	2.34%	Put
8	AAPLAPPLE INC	3,114,344	$425.8M	2.08%	Put
9	MSFTMICROSOFT CORP	1,315,920	$338.0M	1.65%	Put
10	HYGISHARES TR	4,500,000	$331.2M	1.62%	Put
11	LQDISHARES TR	2,260,000	$248.7M	1.21%	Put
12	BRK/BBERKSHIRE HATHAWAY INC DEL	654,370	$178.7M	0.87%	Put
13	METAMETA PLATFORMS INC	1,092,339	$176.1M	0.86%	Put
14	DYHTARGET CORP	1,026,735	$145.0M	0.71%	Put
15	NVDANVIDIA CORPORATION	949,277	$143.9M	0.70%	Put
16	PYPLPAYPAL HLDGS INC	1,957,500	$136.7M	0.67%	Put
17	NFLXNETFLIX INC	716,505	$125.3M	0.61%	Put
18	XOMEXXON MOBIL CORP	1,402,352	$120.1M	0.59%	Put
19	JNJJOHNSON & JOHNSON	675,800	$120.0M	0.59%	Put
20	GOOGLALPHABET INC	51,316	$111.8M	0.55%	Put
21	UNHUNITEDHEALTH GROUP INC	202,965	$104.2M	0.51%	Put
22	USMVISHARES TR	1,347,200	$94.6M	0.46%
23	GOOGALPHABET INC	37,471	$82.0M	0.40%	Put
24	TSLATESLA INC	119,276	$80.3M	0.39%	Put
25	HDHOME DEPOT INC	281,513	$77.2M	0.38%	Put
26	JPMJPMORGAN CHASE & CO	669,898	$75.4M	0.37%	Put
27	DISDISNEY WALT CO	761,742	$71.9M	0.35%	Put
28	CVXCHEVRON CORP NEW	485,271	$70.3M	0.34%	Put
29	LITE 0.25 03/15/24LUMENTUM HLDGS INC	49,010,000	$68.1M	0.33%
30	FCN 2 08/15/23FTI CONSULTING INC	37,500,000	$67.7M	0.33%
31	PGPROCTER AND GAMBLE CO	465,985	$67.0M	0.33%	Put
32	KBR 2.5 11/01/23KBR INC	34,478,000	$66.6M	0.33%
33	CRMSALESFORCE INC	394,984	$65.2M	0.32%	Put
34	CSCOCISCO SYS INC	1,435,098	$61.2M	0.30%	Put
35	MDB 0.25 01/15/26MONGODB INC	42,800,000	$60.0M	0.29%
36	XLESELECT SECTOR SPDR TR	829,999	$59.4M	0.29%	Put
37	VTVVANGUARD INDEX FDS	441,440	$58.2M	0.28%
38	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	32,850,000	$56.5M	0.28%
39	LLYLILLY ELI & CO	174,012	$56.4M	0.28%	Put
40	Z 1.375 09/01/26ZILLOW GROUP INC	54,222,000	$54.7M	0.27%
41	ABBVABBVIE INC	347,998	$53.3M	0.26%	Put
42	BACBK OF AMERICA CORP	1,709,095	$53.2M	0.26%	Put
43	PFEPFIZER INC	1,010,384	$53.0M	0.26%	Put
44	INSM 0.75 06/01/28INSMED INC	61,877,000	$51.8M	0.25%
45	BILL 0 12/01/25BILL COM HLDGS INC	51,294,000	$51.6M	0.25%
46	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	38,320,000	$51.2M	0.25%
47	ECPG 3.25 10/01/25ENCORE CAP GROUP INC	33,424,000	$50.9M	0.25%
48	XLFSELECT SECTOR SPDR TR	1,603,949	$50.4M	0.25%	Put
49	KOCOCA COLA CO	780,925	$49.1M	0.24%	Put
50	TAT&T INC	2,321,975	$48.7M	0.24%	Put
51	LTHM 4.125 07/15/25LIVENT CORP	16,973,000	$46.4M	0.23%
52	NKENIKE INC	451,117	$46.1M	0.22%	Put
53	MRKMERCK & CO INC	502,591	$45.8M	0.22%	Put
54	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	41,514,000	$45.6M	0.22%
55	PEPPEPSICO INC	263,943	$44.0M	0.21%	Put
56	AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC	43,500,000	$43.4M	0.21%
57	VRNS 1.25 08/15/25VARONIS SYS INC	36,723,000	$43.4M	0.21%
58	ZS 0.125 07/01/25ZSCALER INC	34,700,000	$42.2M	0.21%
59	—ARBOR REALTY TRUST INC	42,500,000	$42.1M	0.21%
60	ADBEADOBE SYSTEMS INCORPORATED	110,971	$40.6M	0.20%	Put
61	PODD 0.375 09/01/26INSULET CORP	34,835,000	$39.9M	0.19%
62	RPD 2.25 05/01/25RAPID7 INC	31,195,000	$39.9M	0.19%
63	LMTLOCKHEED MARTIN CORP	92,700	$39.9M	0.19%	Put
64	ABTABBOTT LABS	356,745	$38.8M	0.19%	Put
65	VVISA INC	194,536	$38.3M	0.19%	Put
66	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	32,264,000	$38.0M	0.19%
67	AVGOBROADCOM INC	77,825	$37.8M	0.18%	Put
68	OMCL 0.25 09/15/25OMNICELL COM	29,500,000	$37.7M	0.18%
69	EXAS 0.375 03/01/28EXACT SCIENCES CORP	54,289,000	$37.6M	0.18%
70	ACNACCENTURE PLC IRELAND	134,085	$37.2M	0.18%	Put
71	DXCM 0.75 12/01/23DEXCOM INC	20,000,000	$36.8M	0.18%
72	BLKCHFBLACKROCK INC	59,209	$36.1M	0.18%	Put
73	NVMI 0 10/15/25NOVA LTD	28,000,000	$35.9M	0.18%
74	INTUINTUIT	91,029	$35.1M	0.17%	Put
75	TMOTHERMO FISHER SCIENTIFIC INC	64,003	$34.8M	0.17%	Put
76	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	30,750,000	$34.6M	0.17%
77	SBUXSTARBUCKS CORP	447,818	$34.2M	0.17%	Put
78	MAMASTERCARD INCORPORATED	108,383	$34.2M	0.17%	Put
79	TRVCCITIGROUP INC	726,685	$33.4M	0.16%	Put
80	MCDMCDONALDS CORP	133,733	$33.0M	0.16%	Put
81	SNAPSNAP INC	2,469,504	$32.4M	0.16%	Put
82	WFCWELLS FARGO CO NEW	823,495	$32.3M	0.16%	Put
83	INTCINTEL CORP	845,613	$31.6M	0.15%	Put
84	DWDMORGAN STANLEY	415,350	$31.6M	0.15%	Put
85	LINLINDE PLC	109,761	$31.6M	0.15%	Put
86	TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC	31,400,000	$31.5M	0.15%
87	COSTCOSTCO WHSL CORP NEW	65,536	$31.4M	0.15%	Put
88	RPD 0.25 03/15/27RAPID7 INC	33,382,000	$30.2M	0.15%
89	CMCSACOMCAST CORP NEW	755,369	$29.6M	0.14%	Put
90	CYTK 4 11/15/26CYTOKINETICS INC	7,500,000	$29.1M	0.14%
91	BMYBRISTOL-MYERS SQUIBB CO	371,100	$28.6M	0.14%	Put
92	—COPA HOLDINGS SA	19,900,000	$28.3M	0.14%
93	ISRGINTUITIVE SURGICAL INC	140,672	$28.2M	0.14%	Put
94	GDXVANECK ETF TRUST	1,029,235	$28.2M	0.14%	Call
95	WMTWALMART INC	227,904	$27.7M	0.14%	Put
96	NTRA 2.25 05/01/27NATERA INC	22,395,000	$27.6M	0.13%
97	AMATAPPLIED MATLS INC	300,554	$27.3M	0.13%	Put
98	USBUS BANCORP DEL	583,063	$26.8M	0.13%	Put
99	BABOEING CO	194,697	$26.6M	0.13%	Put
100	BDXBECTON DICKINSON & CO	107,100	$26.4M	0.13%	Put

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