CAPSTONE INVESTMENT ADVISORS, LLC Q2 2023 Filing
Filed August 10, 2023
Portfolio Value
$20.2T
Holdings
971
Report Date
Q2 2023
Filing Type
13F-HR
All Holdings (971 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 16,882,702 | $6.2T | 30.82% | Put |
| 2 | AAPLAPPLE INC | 5,341,701 | $1.0T | 5.12% | Put |
| 3 | SPYSPDR S&P 500 ETF TR | 2,310,000 | $1.0T | 5.06% | Put |
| 4 | MSFTMICROSOFT CORP | 1,753,067 | $597.0B | 2.95% | Put |
| 5 | AMZNAMAZON COM INC | 3,487,125 | $454.6B | 2.25% | Put |
| 6 | NVDANVIDIA CORPORATION | 859,288 | $363.5B | 1.80% | Put |
| 7 | HYGISHARES TR | 4,813,120 | $361.3B | 1.79% | Put |
| 8 | XLKSELECT SECTOR SPDR TR | 1,916,000 | $333.1B | 1.65% | Put |
| 9 | GQ9SPDR GOLD TR | 1,609,989 | $287.0B | 1.42% | Put |
| 10 | METAMETA PLATFORMS INC | 974,656 | $279.7B | 1.38% | Put |
| 11 | EEMISHARES TR | 6,842,100 | $270.7B | 1.34% | Put |
| 12 | TSLATESLA INC | 1,011,763 | $264.8B | 1.31% | Put |
| 13 | GOOGLALPHABET INC | 1,721,986 | $206.1B | 1.02% | Put |
| 14 | GOOGALPHABET INC | 1,567,855 | $189.7B | 0.94% | Put |
| 15 | XLCSELECT SECTOR SPDR TR | 2,143,000 | $139.5B | 0.69% | Put |
| 16 | XLVSELECT SECTOR SPDR TR | 928,000 | $123.2B | 0.61% | Put |
| 17 | UNHUNITEDHEALTH GROUP INC | 242,700 | $116.7B | 0.58% | Put |
| 18 | XLYSELECT SECTOR SPDR TR | 648,700 | $110.2B | 0.54% | Put |
| 19 | XLFSELECT SECTOR SPDR TR | 2,898,400 | $97.7B | 0.48% | Put |
| 20 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 45,320,000 | $97.2B | 0.48% | |
| 21 | JPMJPMORGAN CHASE & CO | 656,439 | $95.5B | 0.47% | Put |
| 22 | USMVISHARES TR | 1,256,000 | $93.4B | 0.46% | |
| 23 | ORCLORACLE CORP | 749,200 | $89.2B | 0.44% | Put |
| 24 | NVMI 0 10/15/25NOVA LTD | 55,544,000 | $89.0B | 0.44% | |
| 25 | CSCOCISCO SYS INC | 1,676,200 | $86.7B | 0.43% | Put |
| 26 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 843,967 | $85.2B | 0.42% | Call |
| 27 | COSTCOSTCO WHSL CORP NEW | 145,833 | $78.5B | 0.39% | Put |
| 28 | LQDISHARES TR | 707,500 | $76.5B | 0.38% | Put |
| 29 | IWMISHARES TR | 408,476 | $76.5B | 0.38% | Put |
| 30 | BRK/BBERKSHIRE HATHAWAY INC DEL | 223,800 | $76.3B | 0.38% | Put |
| 31 | HDHOME DEPOT INC | 244,300 | $75.9B | 0.37% | Put |
| 32 | NFLXNETFLIX INC | 172,092 | $75.8B | 0.37% | Put |
| 33 | CRMSALESFORCE INC | 357,511 | $75.5B | 0.37% | Put |
| 34 | MDB 0.25 01/15/26MONGODB INC | 37,800,000 | $75.3B | 0.37% | |
| 35 | XLISELECT SECTOR SPDR TR | 699,600 | $75.1B | 0.37% | Put |
| 36 | AVGOBROADCOM INC | 85,120 | $73.8B | 0.36% | Put |
| 37 | DISDISNEY WALT CO | 823,978 | $73.6B | 0.36% | Put |
| 38 | FCN 2 08/15/23FTI CONSULTING INC | 37,500,000 | $70.6B | 0.35% | |
| 39 | BACBANK AMERICA CORP | 2,420,697 | $69.4B | 0.34% | Put |
| 40 | TXNTEXAS INSTRS INC | 383,700 | $69.1B | 0.34% | Put |
| 41 | XLFISELECT SECTOR SPDR TR | 901,100 | $66.8B | 0.33% | Put |
| 42 | ABBVABBVIE INC | 477,673 | $64.4B | 0.32% | Put |
| 43 | GSGOLDMAN SACHS GROUP INC | 197,534 | $63.7B | 0.31% | Put |
| 44 | KBR 2.5 11/01/23KBR INC | 24,478,000 | $62.7B | 0.31% | |
| 45 | MAMASTERCARD INCORPORATED | 157,845 | $62.1B | 0.31% | Put |
| 46 | PGPROCTER AND GAMBLE CO | 401,184 | $60.9B | 0.30% | Put |
| 47 | LLYLILLY ELI & CO | 128,300 | $60.2B | 0.30% | Put |
| 48 | INSM 0.75 06/01/28INSMED INC | 69,981,000 | $59.0B | 0.29% | |
| 49 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 22,850,000 | $58.9B | 0.29% | |
| 50 | VVISA INC | 246,521 | $58.5B | 0.29% | Put |
| 51 | EFAISHARES TR | 800,000 | $58.0B | 0.29% | Put |
| 52 | XOMEXXON MOBIL CORP | 522,495 | $56.0B | 0.28% | Put |
| 53 | WMTWALMART INC | 350,400 | $55.1B | 0.27% | Put |
| 54 | CATCATERPILLAR INC | 222,033 | $54.6B | 0.27% | Put |
| 55 | JNJJOHNSON & JOHNSON | 328,986 | $54.5B | 0.27% | Put |
| 56 | LTHM 4.125 07/15/25LIVENT CORP | 16,973,000 | $54.4B | 0.27% | |
| 57 | PFEPFIZER INC | 1,410,763 | $51.7B | 0.26% | Put |
| 58 | CVXCHEVRON CORP NEW | 316,621 | $49.8B | 0.25% | Put |
| 59 | TMOTHERMO FISHER SCIENTIFIC INC | 94,548 | $49.3B | 0.24% | Put |
| 60 | —COPA HOLDINGS SA | 21,900,000 | $48.5B | 0.24% | |
| 61 | Z 0.75 09/01/24ZILLOW GROUP INC | 38,146,000 | $47.2B | 0.23% | |
| 62 | DHRDANAHER CORPORATION | 193,177 | $46.4B | 0.23% | Put |
| 63 | ATVIEURACTIVISION BLIZZARD INC | 543,900 | $45.9B | 0.23% | Put |
| 64 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $44.2B | 0.22% | |
| 65 | VMWEURVMWARE INC | 295,000 | $42.4B | 0.21% | Put |
| 66 | PEPPEPSICO INC | 228,471 | $42.3B | 0.21% | Put |
| 67 | ZS 0.125 07/01/25ZSCALER INC | 35,200,000 | $41.2B | 0.20% | |
| 68 | NKENIKE INC | 368,522 | $40.7B | 0.20% | Put |
| 69 | —IRONWOOD PHARMACEUTICALS INC | 40,200,000 | $40.6B | 0.20% | |
| 70 | ADBEADOBE SYSTEMS INCORPORATED | 76,415 | $37.4B | 0.18% | Put |
| 71 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 34,514,000 | $37.0B | 0.18% | |
| 72 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 44,393,000 | $35.7B | 0.18% | |
| 73 | XLESELECT SECTOR SPDR TR | 419,647 | $34.1B | 0.17% | Put |
| 74 | BACVERIZON COMMUNICATIONS INC | 915,142 | $34.0B | 0.17% | Put |
| 75 | CVSCVS HEALTH CORP | 491,699 | $34.0B | 0.17% | Put |
| 76 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 32,235,000 | $33.8B | 0.17% | |
| 77 | —CONMED CORP | 21,744,000 | $33.5B | 0.17% | |
| 78 | AMDADVANCED MICRO DEVICES INC | 292,600 | $33.3B | 0.16% | Put |
| 79 | KOCOCA COLA CO | 548,600 | $33.0B | 0.16% | Put |
| 80 | QCOMQUALCOMM INC | 276,484 | $32.9B | 0.16% | Put |
| 81 | DXCM 0.75 12/01/23DEXCOM INC | 10,000,000 | $31.2B | 0.15% | |
| 82 | DWDMORGAN STANLEY | 361,880 | $30.9B | 0.15% | Put |
| 83 | SBUXSTARBUCKS CORP | 310,941 | $30.8B | 0.15% | Put |
| 84 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD | 31,500,000 | $30.1B | 0.15% | |
| 85 | ACNACCENTURE PLC IRELAND | 96,685 | $29.8B | 0.15% | Put |
| 86 | UPSUNITED PARCEL SERVICE INC | 166,203 | $29.8B | 0.15% | Put |
| 87 | FXIISHARES TR | 1,090,148 | $29.6B | 0.15% | Put |
| 88 | X 5 11/01/26UNITED STATES STL CORP | 15,000,000 | $29.4B | 0.15% | |
| 89 | INTCINTEL CORP | 871,143 | $29.1B | 0.14% | Put |
| 90 | SCHWSCHWAB CHARLES CORP | 506,860 | $28.7B | 0.14% | Put |
| 91 | DDOG 0.125 06/15/25DATADOG INC | 23,000,000 | $28.7B | 0.14% | |
| 92 | ADIANALOG DEVICES INC | 146,500 | $28.5B | 0.14% | Put |
| 93 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 26,510,000 | $28.2B | 0.14% | |
| 94 | IBMINTERNATIONAL BUSINESS MACHS | 208,300 | $27.9B | 0.14% | Put |
| 95 | NOWSERVICENOW INC | 49,258 | $27.7B | 0.14% | Put |
| 96 | PRGSPROGRESS SOFTWARE CORP | 25,000,000 | $27.5B | 0.14% | |
| 97 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 20,000,000 | $27.4B | 0.14% | |
| 98 | NTRA 2.25 05/01/27NATERA INC | 18,857,000 | $27.3B | 0.13% | |
| 99 | BMYBRISTOL-MYERS SQUIBB CO | 421,075 | $26.9B | 0.13% | Put |
| 100 | LVLNSPDR SER TR | 657,223 | $26.8B | 0.13% |
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