CAPSTONE INVESTMENT ADVISORS, LLC Q2 2023 Filing
Filed August 10, 2023
Portfolio Value
$20.2B
Holdings
971
Report Date
Q2 2023
Filing Type
13F-HR
All Holdings (971 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | MCDMCDONALDS CORP | 89,431 | $26.7B | 131.86% | Put |
| 102 | CYTK 4 11/15/26CYTOKINETICS INC | 8,020,000 | $25.4B | 125.63% | |
| 103 | BABOEING CO | 117,456 | $24.8B | 122.55% | Put |
| 104 | TAT&T INC | 1,554,314 | $24.8B | 122.50% | Put |
| 105 | GTLS 1 11/15/24CHART INDS INC | 9,000,000 | $24.7B | 122.14% | |
| 106 | NOCNORTHROP GRUMMAN CORP | 54,202 | $24.7B | 122.07% | Put |
| 107 | DUKDUKE ENERGY CORP NEW | 275,002 | $24.7B | 121.94% | Put |
| 108 | WFCWELLS FARGO CO NEW | 565,546 | $24.1B | 119.27% | Put |
| 109 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 12,507,000 | $24.1B | 119.21% | |
| 110 | TRVCCITIGROUP INC | 517,375 | $23.8B | 117.69% | Put |
| 111 | IDCC 3.5 06/01/27INTERDIGITAL INC | 17,500,000 | $23.7B | 117.01% | |
| 112 | UNPUNION PAC CORP | 115,609 | $23.7B | 116.88% | Put |
| 113 | GH 0 11/15/27GUARDANT HEALTH INC | 32,700,000 | $23.5B | 116.33% | |
| 114 | NEENEXTERA ENERGY INC | 307,633 | $22.8B | 112.79% | Put |
| 115 | LYBLYONDELLBASELL INDUSTRIES N | 243,085 | $22.3B | 110.30% | Put |
| 116 | LINLINDE PLC | 56,992 | $21.7B | 107.31% | Put |
| 117 | MRKMERCK & CO INC | 188,059 | $21.7B | 107.22% | Put |
| 118 | INTUINTUIT | 46,956 | $21.5B | 106.30% | Put |
| 119 | LMTLOCKHEED MARTIN CORP | 46,640 | $21.5B | 106.10% | Put |
| 120 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 17,750,000 | $21.3B | 105.25% | |
| 121 | XLUSELECT SECTOR SPDR TR | 317,100 | $20.8B | 102.53% | Put |
| 122 | HZNPHORIZON THERAPEUTICS PUB L | 200,100 | $20.6B | 101.69% | Put |
| 123 | LI 0.25 05/01/28LI AUTO INC | 15,000,000 | $20.5B | 101.40% | |
| 124 | AEPAMERICAN ELEC PWR CO INC | 242,700 | $20.4B | 100.97% | Put |
| 125 | —HARMONIC INC | 10,700,000 | $20.3B | 100.16% | |
| 126 | EXASEXACT SCIENCES CORP | 14,700,000 | $20.3B | 100.16% | |
| 127 | IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C | 22,000,000 | $20.2B | 99.80% | |
| 128 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 19,674,000 | $20.2B | 99.73% | |
| 129 | VRNS 1.25 08/15/25VARONIS SYS INC | 17,723,000 | $19.7B | 97.34% | |
| 130 | SPGIS&P GLOBAL INC | 48,926 | $19.6B | 96.91% | Put |
| 131 | BILL 0 12/01/25BILL HOLDINGS INC | 18,394,000 | $19.3B | 95.48% | |
| 132 | HCI 4.75 06/01/42HCI GROUP INC | 19,500,000 | $19.3B | 95.25% | |
| 133 | MOALTRIA GROUP INC | 424,008 | $19.2B | 94.91% | Put |
| 134 | MGPI 1.875 11/15/41MGP INGREDIENTS INC NEW | 15,500,000 | $19.2B | 94.74% | |
| 135 | IWNISHARES TR | 135,297 | $19.0B | 94.13% | |
| 136 | FISVFISERV INC | 150,535 | $19.0B | 93.83% | Put |
| 137 | PYPLPAYPAL HLDGS INC | 279,888 | $18.7B | 92.29% | Put |
| 138 | URIUNITED RENTALS INC | 41,601 | $18.5B | 91.54% | Put |
| 139 | MLAB 1.375 08/15/25MESA LABS INC | 20,500,000 | $18.4B | 90.90% | |
| 140 | PEOEXELON CORP | 449,600 | $18.3B | 90.51% | Put |
| 141 | PGRPROGRESSIVE CORP | 138,347 | $18.3B | 90.49% | Put |
| 142 | ELVELEVANCE HEALTH INC | 41,163 | $18.3B | 90.36% | Put |
| 143 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 15,845,000 | $18.0B | 89.06% | |
| 144 | RPD 2.25 05/01/25RAPID7 INC | 17,550,000 | $18.0B | 88.76% | |
| 145 | RGENREPLIGEN CORP | 13,500,000 | $17.8B | 87.78% | |
| 146 | RTXRAYTHEON TECHNOLOGIES CORP | 179,900 | $17.6B | 87.08% | Put |
| 147 | AMATAPPLIED MATLS INC | 121,611 | $17.6B | 86.85% | Put |
| 148 | DYHTARGET CORP | 129,935 | $17.1B | 84.68% | Put |
| 149 | —PERFICIENT INC | 10,043,000 | $16.9B | 83.50% | |
| 150 | PDDPDD HOLDINGS INC | 239,119 | $16.5B | 81.69% | Put |
| 151 | ATI 3.5 06/15/25ATI INC | 5,655,000 | $16.4B | 81.03% | |
| 152 | CUTR 2.25 03/15/26CUTERA INC | 19,350,000 | $16.3B | 80.66% | |
| 153 | ARRY 1 12/01/28ARRAY TECHNOLOGIES INC | 14,000,000 | $16.1B | 79.31% | |
| 154 | MNKD 2.5 03/01/26MANNKIND CORP | 15,000,000 | $16.1B | 79.31% | |
| 155 | VREX 4 06/01/25VAREX IMAGING CORP | 12,500,000 | $16.0B | 79.10% | |
| 156 | VRTXVERTEX PHARMACEUTICALS INC | 45,000 | $15.8B | 78.25% | Put |
| 157 | LRCXEURLAM RESEARCH CORP | 24,520 | $15.8B | 77.88% | Put |
| 158 | HONHONEYWELL INTL INC | 74,641 | $15.5B | 76.52% | Put |
| 159 | NVCR 0 11/01/25NOVOCURE LTD | 17,750,000 | $15.4B | 76.31% | |
| 160 | EWYISHARES INC | 243,401 | $15.4B | 76.23% | Put |
| 161 | MSTR 0.75 12/15/25MICROSTRATEGY INC | 14,110,000 | $15.4B | 76.09% | |
| 162 | DEDEERE & CO | 37,600 | $15.2B | 75.28% | Put |
| 163 | BE 2.5 08/15/25BLOOM ENERGY CORP | 12,400,000 | $15.2B | 75.09% | |
| 164 | W 1 08/15/26WAYFAIR INC | 18,341,000 | $15.2B | 75.00% | |
| 165 | CMCSACOMCAST CORP NEW | 362,300 | $15.1B | 74.38% | Put |
| 166 | BL 0.125 08/01/24BLACKLINE INC | 15,000,000 | $15.0B | 74.17% | |
| 167 | —EVOLENT HEALTH INC | 8,500,000 | $15.0B | 74.03% | |
| 168 | AMTAMERICAN TOWER CORP NEW | 77,164 | $15.0B | 73.94% | Put |
| 169 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 14,000,000 | $14.8B | 73.26% | |
| 170 | WTWWILLIS TOWERS WATSON PLC LTD | 62,772 | $14.8B | 73.04% | Put |
| 171 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 15,450,000 | $14.6B | 72.38% | |
| 172 | NEO 1.25 05/01/25NEOGENOMICS INC | 15,519,000 | $14.6B | 72.04% | |
| 173 | MDTMEDTRONIC PLC | 164,532 | $14.5B | 71.62% | Put |
| 174 | HUBS 0.375 06/01/25HUBSPOT INC | 7,500,000 | $14.4B | 70.91% | |
| 175 | MUMICRON TECHNOLOGY INC | 226,432 | $14.3B | 70.60% | Put |
| 176 | LOWLOWES COS INC | 62,700 | $14.2B | 69.92% | Put |
| 177 | FIVN 0.5 06/01/25FIVE9 INC | 14,635,000 | $14.1B | 69.89% | |
| 178 | MRNAMODERNA INC | 115,012 | $14.0B | 69.04% | Put |
| 179 | ADPAUTOMATIC DATA PROCESSING IN | 63,200 | $13.9B | 68.64% | Put |
| 180 | PI 1.125 05/15/27IMPINJ INC | 12,712,000 | $13.8B | 68.23% | |
| 181 | ABTABBOTT LABS | 126,169 | $13.8B | 67.96% | Put |
| 182 | BLKCHFBLACKROCK INC | 19,794 | $13.7B | 67.60% | Put |
| 183 | 4I1PHILIP MORRIS INTL INC | 139,508 | $13.6B | 67.29% | Put |
| 184 | —ENCORE CAP EUROPE FIN LTD | 12,200,000 | $13.6B | 67.06% | |
| 185 | TXNMPNM RES INC | 300,000 | $13.5B | 66.86% | |
| 186 | SHWSHERWIN WILLIAMS CO | 50,900 | $13.5B | 66.78% | Put |
| 187 | DISH 0 12/15/25DISH NETWORK CORPORATION | 25,000,000 | $13.3B | 65.94% | |
| 188 | RPD 0.25 03/15/27RAPID7 INC | 15,182,000 | $13.3B | 65.50% | |
| 189 | AXPAMERICAN EXPRESS CO | 75,131 | $13.1B | 64.66% | Put |
| 190 | —COHERUS BIOSCIENCES INC | 20,698,000 | $12.9B | 63.67% | |
| 191 | SYKSTRYKER CORPORATION | 41,508 | $12.7B | 62.57% | Put |
| 192 | BDXBECTON DICKINSON & CO | 46,200 | $12.2B | 60.27% | Put |
| 193 | GMGENERAL MTRS CO | 309,380 | $11.9B | 58.94% | Put |
| 194 | INVA 2.5 08/15/25INNOVIVA INC | 12,000,000 | $11.9B | 58.85% | |
| 195 | METMETLIFE INC | 209,904 | $11.9B | 58.63% | Put |
| 196 | GILDGILEAD SCIENCES INC | 151,603 | $11.7B | 57.73% | Put |
| 197 | PNCPNC FINL SVCS GROUP INC | 90,316 | $11.4B | 56.20% | Put |
| 198 | CDLX 1 09/15/25CARDLYTICS INC | 20,160,000 | $11.4B | 56.16% | |
| 199 | AMGNAMGEN INC | 50,419 | $11.2B | 55.31% | Put |
| 200 | JDJD.COM INC | 323,576 | $11.0B | 54.57% | Call |