CAPSTONE INVESTMENT ADVISORS, LLC Q3 2022 Filing

Filed November 10, 2022

Portfolio Value

$16.6B

Holdings

864

Report Date

Q3 2022

Filing Type

13F-HR

All Holdings (864 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	NDQINVESCO QQQ TR	12,545,945	$3.4B	20.24%	Put
2	IWMISHARES TR	14,717,761	$2.4B	14.65%	Put
3	EFAISHARES TR	14,554,500	$815.2M	4.92%	Put
4	EEMISHARES TR	15,674,186	$546.7M	3.30%	Put
5	SPYSPDR S&P 500 ETF TR	972,951	$347.5M	2.10%	Put
6	MSFTMICROSOFT CORP	1,400,167	$326.1M	1.97%	Put
7	AMZNAMAZON COM INC	2,876,590	$325.1M	1.96%	Put
8	HYGISHARES TR	4,500,000	$321.3M	1.94%	Put
9	AAPLAPPLE INC	2,127,513	$294.0M	1.78%	Put
10	FXIISHARES TR	4,691,034	$121.3M	0.73%	Put
11	BRK/BBERKSHIRE HATHAWAY INC DEL	408,634	$109.1M	0.66%	Put
12	LQDISHARES TR	1,025,000	$105.0M	0.63%	Put
13	METAMETA PLATFORMS INC	720,111	$97.7M	0.59%	Put
14	GOOGLALPHABET INC	1,020,897	$97.6M	0.59%	Put
15	XOMEXXON MOBIL CORP	1,039,500	$90.8M	0.55%	Put
16	JPMJPMORGAN CHASE & CO	817,261	$85.4M	0.52%	Put
17	HDHOME DEPOT INC	301,571	$83.2M	0.50%	Put
18	TSLATESLA INC	300,432	$79.7M	0.48%	Put
19	GOOGALPHABET INC	820,945	$78.9M	0.48%	Put
20	LITE 0.25 03/15/24LUMENTUM HLDGS INC	59,010,000	$72.7M	0.44%
21	UNHUNITEDHEALTH GROUP INC	130,800	$66.1M	0.40%	Put
22	TLTISHARES TR	628,700	$64.4M	0.39%	Call
23	PANW 0.375 06/01/25PALO ALTO NETWORKS INC	37,850,000	$64.2M	0.39%
24	FCN 2 08/15/23FTI CONSULTING INC	37,500,000	$62.0M	0.37%
25	LTHM 4.125 07/15/25LIVENT CORP	16,973,000	$61.2M	0.37%
26	INSM 0.75 06/01/28INSMED INC	66,377,000	$60.8M	0.37%
27	KBR 2.5 11/01/23KBR INC	34,478,000	$60.1M	0.36%
28	PGPROCTER AND GAMBLE CO	474,268	$59.9M	0.36%	Put
29	CSCOCISCO SYS INC	1,490,853	$59.6M	0.36%	Put
30	BACBK OF AMERICA CORP	1,970,852	$59.5M	0.36%	Put
31	EMBISHARES TR	715,000	$56.8M	0.34%	Call
32	MDB 0.25 01/15/26MONGODB INC	47,800,000	$55.9M	0.34%
33	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	32,264,000	$51.8M	0.31%
34	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	38,320,000	$49.0M	0.30%
35	JNJJOHNSON & JOHNSON	287,875	$47.0M	0.28%	Put
36	AVGOBROADCOM INC	103,202	$45.8M	0.28%	Put
37	XLESELECT SECTOR SPDR TR	594,409	$42.8M	0.26%	Put
38	ECPG 3.25 10/01/25ENCORE CAP GROUP INC	33,424,000	$42.1M	0.25%
39	ACNACCENTURE PLC IRELAND	161,487	$41.6M	0.25%	Put
40	NVMI 0 10/15/25NOVA LTD	33,000,000	$41.3M	0.25%
41	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	39,514,000	$40.3M	0.24%
42	INTUINTUIT	104,037	$40.3M	0.24%	Put
43	DXCM 0.75 12/01/23DEXCOM INC	20,000,000	$39.7M	0.24%
44	LLYLILLY ELI & CO	121,800	$39.4M	0.24%	Put
45	ABBVABBVIE INC	292,159	$39.2M	0.24%	Put
46	PSTG 0.125 04/15/23PURE STORAGE INC	34,500,000	$39.0M	0.24%
47	VTVVANGUARD INDEX FDS	314,040	$38.8M	0.23%
48	WOLF 1.75 05/01/26WOLFSPEED INC	17,080,000	$38.7M	0.23%
49	BLKCHFBLACKROCK INC	69,961	$38.5M	0.23%	Put
50	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	30,750,000	$38.2M	0.23%
51	NKENIKE INC	458,507	$38.1M	0.23%	Put
52	ZS 0.125 07/01/25ZSCALER INC	29,700,000	$38.0M	0.23%
53	ABTABBOTT LABS	391,310	$37.9M	0.23%	Put
54	TRVCCITIGROUP INC	889,305	$37.1M	0.22%	Put
55	PFEPFIZER INC	827,730	$36.2M	0.22%	Put
56	BILL 0 12/01/25BILL COM HLDGS INC	32,794,000	$36.1M	0.22%
57	TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC	34,900,000	$35.7M	0.22%
58	CYTK 4 11/15/26CYTOKINETICS INC	7,500,000	$35.5M	0.21%
59	CVXCHEVRON CORP NEW	240,511	$34.6M	0.21%	Put
60	WFCWELLS FARGO CO NEW	852,340	$34.3M	0.21%	Put
61	AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC	36,500,000	$34.1M	0.21%
62	DISDISNEY WALT CO	361,955	$34.1M	0.21%	Put
63	TAT&T INC	2,211,850	$33.9M	0.20%	Put
64	SBUXSTARBUCKS CORP	392,761	$33.1M	0.20%	Put
65	DWDMORGAN STANLEY	413,571	$32.7M	0.20%	Put
66	TMOTHERMO FISHER SCIENTIFIC INC	64,013	$32.5M	0.20%	Put
67	—COPA HOLDINGS SA	22,400,000	$32.3M	0.20%
68	Z 1.375 09/01/26ZILLOW GROUP INC	33,102,000	$32.3M	0.20%
69	LINLINDE PLC	118,466	$31.9M	0.19%	Put
70	GMED 1 06/01/23NUVASIVE INC	32,500,000	$31.5M	0.19%
71	RPD 2.25 05/01/25RAPID7 INC	31,195,000	$31.3M	0.19%
72	TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC	10,834,000	$30.8M	0.19%
73	NFLXNETFLIX INC	127,353	$30.0M	0.18%	Put
74	CUTR 2.25 03/15/26CUTERA INC	19,350,000	$29.8M	0.18%
75	GH 0 11/15/27GUARDANT HEALTH INC	40,200,000	$29.5M	0.18%
76	VRNS 1.25 08/15/25VARONIS SYS INC	26,223,000	$29.1M	0.18%
77	PODD 0.375 09/01/26INSULET CORP	24,335,000	$28.8M	0.17%
78	BDXBECTON DICKINSON & CO	128,240	$28.6M	0.17%	Put
79	SPGIS&P GLOBAL INC	92,963	$28.4M	0.17%	Put
80	QCOMQUALCOMM INC	250,454	$28.3M	0.17%	Put
81	AMATAPPLIED MATLS INC	339,630	$27.8M	0.17%	Put
82	SYKSTRYKER CORPORATION	134,945	$27.3M	0.17%	Put
83	ZTSZOETIS INC	182,971	$27.1M	0.16%	Put
84	OMCL 0.25 09/15/25OMNICELL COM	25,250,000	$26.9M	0.16%
85	EWZISHARES INC	900,284	$26.7M	0.16%	Call
86	VVISA INC	149,699	$26.6M	0.16%	Put
87	MDTMEDTRONIC PLC	324,508	$26.2M	0.16%	Put
88	NVDANVIDIA CORPORATION	214,190	$26.0M	0.16%	Put
89	DYHTARGET CORP	174,921	$26.0M	0.16%	Put
90	ICEINTERCONTINENTAL EXCHANGE IN	285,995	$25.8M	0.16%	Put
91	LMTLOCKHEED MARTIN CORP	65,700	$25.4M	0.15%	Put
92	EXAS 0.375 03/01/28EXACT SCIENCES CORP	39,789,000	$25.4M	0.15%
93	COSTCOSTCO WHSL CORP NEW	52,970	$25.0M	0.15%	Put
94	SCHWSCHWAB CHARLES CORP	345,969	$24.9M	0.15%	Put
95	GILDGILEAD SCIENCES INC	400,563	$24.7M	0.15%	Put
96	MAMASTERCARD INCORPORATED	86,680	$24.6M	0.15%	Put
97	CMCSACOMCAST CORP NEW	833,435	$24.4M	0.15%	Put
98	SHWSHERWIN WILLIAMS CO	118,982	$24.4M	0.15%	Put
99	USBUS BANCORP DEL	603,973	$24.4M	0.15%	Put
100	VRTXVERTEX PHARMACEUTICALS INC	83,800	$24.3M	0.15%	Put

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