CAPSTONE INVESTMENT ADVISORS, LLC Q4 2022 Filing
Filed February 10, 2023
Portfolio Value
$13.7B
Holdings
763
Report Date
Q4 2022
Filing Type
13F-HR
All Holdings (763 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 101 | GILDGILEAD SCIENCES INC | 267,136 | $22.9B | 166.95% | Put |
| 102 | AKAM 0.375 09/01/27AKAMAI TECHNOLOGIES INC | 23,500,000 | $22.7B | 165.61% | |
| 103 | BABOEING CO | 119,041 | $22.7B | 165.08% | Put |
| 104 | TXNTEXAS INSTRS INC | 134,673 | $22.3B | 161.99% | Put |
| 105 | NTRA 2.25 05/01/27NATERA INC | 17,395,000 | $22.2B | 161.72% | |
| 106 | NFLXNETFLIX INC | 75,103 | $22.1B | 161.22% | Put |
| 107 | BABAALIBABA GROUP HLDG LTD | 251,295 | $22.1B | 161.15% | Call |
| 108 | MGPI 1.875 11/15/41MGP INGREDIENTS INC NEW | 17,500,000 | $22.1B | 161.01% | |
| 109 | KOCOCA COLA CO | 346,700 | $22.1B | 160.55% | Put |
| 110 | ADPAUTOMATIC DATA PROCESSING IN | 90,990 | $21.7B | 158.22% | Put |
| 111 | MRKMERCK & CO INC | 195,628 | $21.7B | 158.01% | Put |
| 112 | GSGOLDMAN SACHS GROUP INC | 63,015 | $21.6B | 157.52% | Put |
| 113 | DISDISNEY WALT CO | 246,969 | $21.5B | 156.20% | Put |
| 114 | VRNS 1.25 08/15/25VARONIS SYS INC | 20,223,000 | $21.3B | 155.18% | |
| 115 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 12,507,000 | $21.2B | 154.66% | |
| 116 | WMTWALMART INC | 149,733 | $21.2B | 154.55% | Put |
| 117 | SHWSHERWIN WILLIAMS CO | 88,598 | $21.0B | 153.07% | Put |
| 118 | MCDMCDONALDS CORP | 79,300 | $20.9B | 152.14% | Put |
| 119 | MRNAMODERNA INC | 116,199 | $20.9B | 151.94% | Put |
| 120 | HCAHCA HEALTHCARE INC | 86,530 | $20.8B | 151.16% | Put |
| 121 | IBMINTERNATIONAL BUSINESS MACHS | 146,038 | $20.6B | 149.79% | Put |
| 122 | BACVERIZON COMMUNICATIONS INC | 518,643 | $20.4B | 148.76% | Put |
| 123 | ZTSZOETIS INC | 137,413 | $20.1B | 146.60% | Put |
| 124 | NEENEXTERA ENERGY INC | 236,626 | $19.8B | 144.01% | Put |
| 125 | AMGNAMGEN INC | 75,300 | $19.8B | 143.97% | Put |
| 126 | LOWLOWES COS INC | 98,388 | $19.6B | 142.71% | Put |
| 127 | IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C | 20,000,000 | $19.5B | 141.89% | |
| 128 | CVSCVS HEALTH CORP | 199,303 | $18.6B | 135.21% | Put |
| 129 | VECO 3.75 06/01/27VEECO INSTRS INC DEL | 12,000,000 | $18.5B | 135.02% | |
| 130 | Z 0.75 09/01/24ZILLOW GROUP INC | 17,646,000 | $18.3B | 133.48% | |
| 131 | APDAIR PRODS & CHEMS INC | 59,400 | $18.3B | 133.30% | Put |
| 132 | TRVCCITIGROUP INC | 403,576 | $18.3B | 132.89% | Put |
| 133 | —CONMED CORP | 15,994,000 | $18.2B | 132.51% | |
| 134 | CVXCHEVRON CORP NEW | 100,901 | $18.1B | 131.84% | Put |
| 135 | AXPAMERICAN EXPRESS CO | 122,070 | $18.0B | 131.29% | Put |
| 136 | MNKD 2.5 03/01/26MANNKIND CORP | 15,000,000 | $17.9B | 130.44% | |
| 137 | SPGIS&P GLOBAL INC | 52,365 | $17.5B | 127.68% | Put |
| 138 | TJXTJX COS INC NEW | 220,200 | $17.5B | 127.60% | Put |
| 139 | PRFT 0.125 11/15/26PERFICIENT INC | 22,500,000 | $17.5B | 127.36% | |
| 140 | RTXRAYTHEON TECHNOLOGIES CORP | 173,003 | $17.5B | 127.10% | Put |
| 141 | GH 0 11/15/27GUARDANT HEALTH INC | 27,700,000 | $17.4B | 126.42% | |
| 142 | ORCLORACLE CORP | 212,390 | $17.4B | 126.38% | Put |
| 143 | PGRPROGRESSIVE CORP | 133,200 | $17.3B | 125.78% | Put |
| 144 | SJR/BEURSHAW COMMUNICATIONS INC | 600,000 | $17.3B | 125.72% | Put |
| 145 | ATEC 0.75 08/01/26ALPHATEC HLDGS INC | 18,520,000 | $17.0B | 123.88% | |
| 146 | —GRANITE CONSTR INC | 14,000,000 | $17.0B | 123.88% | |
| 147 | JDJD.COM INC | 303,000 | $17.0B | 123.82% | Call |
| 148 | DDOG 0.125 06/15/25DATADOG INC | 15,500,000 | $17.0B | 123.70% | |
| 149 | FISVFISERV INC | 167,257 | $16.9B | 123.07% | Put |
| 150 | DISH 0 12/15/25DISH NETWORK CORPORATION | 26,200,000 | $16.8B | 122.65% | |
| 151 | GEGENERAL ELECTRIC CO | 199,352 | $16.7B | 121.60% | Put |
| 152 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 17,950,000 | $16.7B | 121.28% | |
| 153 | RPD 0.25 03/15/27RAPID7 INC | 21,182,000 | $16.6B | 121.20% | |
| 154 | NKENIKE INC | 141,712 | $16.6B | 120.71% | Put |
| 155 | PRAA 3.5 06/01/23PRA GROUP INC | 16,700,000 | $16.5B | 120.30% | |
| 156 | BSY 0.375 07/01/27BENTLEY SYS INC | 20,002,000 | $16.4B | 119.26% | |
| 157 | PDDPINDUODUO INC | 200,000 | $16.3B | 118.74% | Put |
| 158 | NVCR 0 11/01/25NOVOCURE LTD | 17,908,000 | $16.0B | 116.28% | |
| 159 | PRGSPROGRESS SOFTWARE CORP | 15,500,000 | $15.9B | 115.89% | |
| 160 | W 1 08/15/26WAYFAIR INC | 27,841,000 | $15.9B | 115.79% | |
| 161 | CRMSALESFORCE INC | 118,703 | $15.7B | 114.58% | Put |
| 162 | ADIANALOG DEVICES INC | 95,728 | $15.7B | 114.30% | Put |
| 163 | ICEINTERCONTINENTAL EXCHANGE IN | 152,098 | $15.6B | 113.60% | Put |
| 164 | CALY 2.75 05/01/26TOPGOLF CALLAWAY BRANDS CORP | 11,947,000 | $15.6B | 113.56% | |
| 165 | OXYOCCIDENTAL PETE CORP | 241,056 | $15.2B | 110.53% | Put |
| 166 | LI 0.25 05/01/28LI AUTO INC | 15,000,000 | $15.2B | 110.35% | |
| 167 | PNCPNC FINL SVCS GROUP INC | 95,660 | $15.1B | 109.99% | Put |
| 168 | PLDPROLOGIS INC. | 132,500 | $14.9B | 108.73% | Put |
| 169 | MPCMARATHON PETE CORP | 127,700 | $14.9B | 108.20% | Put |
| 170 | TTGT 0.125 12/15/25TECHTARGET INC | 16,222,000 | $14.8B | 107.40% | |
| 171 | RGENREPLIGEN CORP | 9,000,000 | $14.5B | 105.36% | |
| 172 | ISRGINTUITIVE SURGICAL INC | 54,353 | $14.4B | 104.99% | Put |
| 173 | ETNEATON CORP PLC | 91,663 | $14.4B | 104.73% | Put |
| 174 | MIDD 1 09/01/25MIDDLEBY CORP | 12,094,000 | $14.3B | 103.93% | |
| 175 | —ENCORE CAP EUROPE FIN LTD | 12,000,000 | $14.2B | 103.44% | |
| 176 | 4I1PHILIP MORRIS INTL INC | 140,202 | $14.2B | 103.29% | Put |
| 177 | —EVOLENT HEALTH INC | 8,500,000 | $13.9B | 101.07% | |
| 178 | HONHONEYWELL INTL INC | 64,576 | $13.8B | 100.74% | Put |
| 179 | CLCOLGATE PALMOLIVE CO | 173,972 | $13.7B | 99.78% | Put |
| 180 | NOCNORTHROP GRUMMAN CORP | 24,800 | $13.5B | 98.50% | Put |
| 181 | PRUPRUDENTIAL FINL INC | 135,330 | $13.5B | 97.99% | Put |
| 182 | MDLZMONDELEZ INTL INC | 201,914 | $13.5B | 97.96% | Put |
| 183 | WGO 1.5 04/01/25WINNEBAGO INDS INC | 12,750,000 | $13.4B | 97.81% | |
| 184 | MCKMCKESSON CORP | 35,553 | $13.3B | 97.08% | Put |
| 185 | RPD 2.25 05/01/25RAPID7 INC | 13,195,000 | $12.7B | 92.50% | |
| 186 | CBCHUBB LIMITED | 57,400 | $12.7B | 92.18% | Put |
| 187 | AMATAPPLIED MATLS INC | 128,758 | $12.5B | 91.28% | Put |
| 188 | —PERFICIENT INC | 8,400,000 | $12.5B | 91.06% | |
| 189 | NSCNORFOLK SOUTHN CORP | 50,281 | $12.4B | 90.20% | Put |
| 190 | XLFSELECT SECTOR SPDR TR | 358,064 | $12.2B | 89.14% | Put |
| 191 | AG8AGILENT TECHNOLOGIES INC | 81,697 | $12.2B | 89.00% | Put |
| 192 | PYPLPAYPAL HLDGS INC | 171,016 | $12.2B | 88.66% | Put |
| 193 | —HARMONIC INC | 7,700,000 | $12.2B | 88.62% | |
| 194 | KWEBKRANESHARES TR | 400,000 | $12.1B | 87.95% | Call |
| 195 | CSXCSX CORP | 389,399 | $12.1B | 87.82% | Put |
| 196 | SEALTD 0.25 09/15/26SEA LTD | 16,000,000 | $11.8B | 85.91% | |
| 197 | MUMICRON TECHNOLOGY INC | 234,292 | $11.7B | 85.24% | Put |
| 198 | UNPUNION PAC CORP | 55,183 | $11.4B | 83.19% | Put |
| 199 | ADBEADOBE SYSTEMS INCORPORATED | 33,899 | $11.4B | 83.04% | Put |
| 200 | ATI 3.5 06/15/25ATI INC | 5,655,000 | $11.4B | 82.92% |