CAPSTONE INVESTMENT ADVISORS, LLC Q3 2023 Filing
Filed November 13, 2023
Portfolio Value
$22.2B
Holdings
1,153
Report Date
Q3 2023
Filing Type
13F-HR
All Holdings (1,153 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 14,406,756 | $5.2T | 23231.14% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 5,200,425 | $2.2T | 10005.72% | Put |
| 3 | EEMISHARES TR | 18,687,700 | $709.2B | 3191.98% | Put |
| 4 | EFAISHARES TR | 10,147,633 | $699.4B | 3147.77% | Put |
| 5 | AAPLAPPLE INC | 4,055,787 | $694.4B | 3125.34% | Put |
| 6 | MSFTMICROSOFT CORP | 2,164,888 | $683.6B | 3076.60% | Put |
| 7 | NVDANVIDIA CORPORATION | 945,316 | $411.2B | 1850.76% | Put |
| 8 | AMZNAMAZON COM INC | 3,116,719 | $396.2B | 1783.22% | Put |
| 9 | XLFSELECT SECTOR SPDR TR | 10,469,615 | $347.3B | 1563.03% | Put |
| 10 | TSLATESLA INC | 1,264,091 | $316.3B | 1423.61% | Put |
| 11 | METAMETA PLATFORMS INC | 935,746 | $280.9B | 1264.37% | Put |
| 12 | GOOGLALPHABET INC | 2,123,869 | $277.9B | 1250.91% | Put |
| 13 | HYGISHARES TR | 3,700,001 | $272.8B | 1227.67% | Put |
| 14 | GOOGALPHABET INC | 1,848,199 | $243.7B | 1096.78% | Put |
| 15 | GQ9SPDR GOLD TR | 1,307,213 | $224.1B | 1008.73% | Put |
| 16 | XLISELECT SECTOR SPDR TR | 1,849,121 | $187.5B | 843.74% | Put |
| 17 | UNHUNITEDHEALTH GROUP INC | 280,098 | $141.2B | 635.61% | Put |
| 18 | JPMJPMORGAN CHASE & CO | 972,936 | $141.1B | 635.04% | Put |
| 19 | XLKSELECT SECTOR SPDR TR | 721,097 | $118.2B | 532.04% | Put |
| 20 | CRMSALESFORCE INC | 580,318 | $117.7B | 529.64% | Put |
| 21 | CSCOCISCO SYS INC | 2,132,297 | $114.6B | 515.94% | Put |
| 22 | BACBANK AMERICA CORP | 3,846,542 | $105.3B | 474.02% | Put |
| 23 | HDHOME DEPOT INC | 341,224 | $103.1B | 464.05% | Put |
| 24 | NFLXNETFLIX INC | 263,111 | $99.3B | 447.16% | Put |
| 25 | LQDISHARES TR | 960,001 | $97.9B | 440.81% | Put |
| 26 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 45,320,000 | $96.7B | 435.08% | |
| 27 | COSTCOSTCO WHSL CORP NEW | 170,987 | $96.6B | 434.78% | Put |
| 28 | WMTWALMART INC | 601,276 | $96.2B | 432.81% | Put |
| 29 | ATVIEURACTIVISION BLIZZARD INC | 1,020,500 | $95.5B | 430.05% | Put |
| 30 | ORCLORACLE CORP | 893,620 | $94.7B | 426.00% | Put |
| 31 | AVGOBROADCOM INC | 111,980 | $93.0B | 418.61% | Put |
| 32 | NVMI 0 10/15/25NOVA LTD | 58,993,000 | $90.9B | 409.24% | |
| 33 | ABBVABBVIE INC | 595,163 | $88.7B | 399.29% | Put |
| 34 | LLYELI LILLY & CO | 161,700 | $86.9B | 390.91% | Put |
| 35 | BRK/BBERKSHIRE HATHAWAY INC DEL | 242,900 | $85.1B | 382.96% | Put |
| 36 | VVISA INC | 364,560 | $83.9B | 377.40% | Put |
| 37 | GDXVANECK ETF TRUST | 3,078,111 | $82.8B | 372.81% | Put |
| 38 | JNJJOHNSON & JOHNSON | 526,068 | $81.9B | 368.77% | Put |
| 39 | MDB 0.25 01/15/26MONGODB INC | 47,300,000 | $81.0B | 364.63% | |
| 40 | XOMEXXON MOBIL CORP | 687,276 | $80.8B | 363.71% | Put |
| 41 | MAMASTERCARD INCORPORATED | 202,188 | $80.0B | 360.28% | Put |
| 42 | XOPSPDR SER TR | 533,060 | $78.8B | 354.86% | Put |
| 43 | DISDISNEY WALT CO | 955,803 | $77.5B | 348.66% | Put |
| 44 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 885,656 | $77.0B | 346.40% | Call |
| 45 | DXJWISDOMTREE TR | 825,027 | $72.8B | 327.69% | Put |
| 46 | PGPROCTER AND GAMBLE CO | 489,338 | $71.4B | 321.24% | Put |
| 47 | GSGOLDMAN SACHS GROUP INC | 214,538 | $69.4B | 312.43% | Put |
| 48 | INTCINTEL CORP | 1,866,809 | $66.4B | 298.69% | Put |
| 49 | ADBEADOBE INC | 122,387 | $62.4B | 280.87% | Put |
| 50 | NKENIKE INC | 629,356 | $60.2B | 270.85% | Put |
| 51 | KBR 2.5 11/01/23KBR INC | 24,478,000 | $57.6B | 259.34% | |
| 52 | IWMISHARES TR | 298,583 | $52.8B | 237.51% | Put |
| 53 | BACVERIZON COMMUNICATIONS INC | 1,567,544 | $50.8B | 228.66% | Put |
| 54 | XLCSELECT SECTOR SPDR TR | 772,708 | $50.7B | 228.04% | Put |
| 55 | TXNTEXAS INSTRS INC | 317,652 | $50.5B | 227.33% | Put |
| 56 | CATCATERPILLAR INC | 184,542 | $50.4B | 226.74% | Put |
| 57 | TMOTHERMO FISHER SCIENTIFIC INC | 99,177 | $50.2B | 225.94% | Put |
| 58 | PFEPFIZER INC | 1,469,213 | $48.7B | 219.34% | Put |
| 59 | DHRDANAHER CORPORATION | 195,600 | $48.5B | 218.42% | Put |
| 60 | INTUINTUIT | 89,413 | $45.7B | 205.62% | Put |
| 61 | IBMINTERNATIONAL BUSINESS MACHS | 325,464 | $45.7B | 205.51% | Put |
| 62 | X 5 11/01/26UNITED STATES STL CORP | 18,500,000 | $45.7B | 205.50% | |
| 63 | USMVISHARES TR | 622,029 | $45.0B | 202.64% | |
| 64 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD | 46,481,000 | $45.0B | 202.35% | |
| 65 | Z 0.75 09/01/24ZILLOW GROUP INC | 38,146,000 | $44.6B | 200.96% | |
| 66 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $43.6B | 196.39% | |
| 67 | MRKMERCK & CO INC | 420,963 | $43.3B | 195.05% | Put |
| 68 | ZS 0.125 07/01/25ZSCALER INC | 35,200,000 | $42.5B | 191.07% | |
| 69 | PEPPEPSICO INC | 249,234 | $42.2B | 190.07% | Put |
| 70 | NTRA 2.25 05/01/27NATERA INC | 31,752,000 | $42.1B | 189.71% | |
| 71 | EXASEXACT SCIENCES CORP | 37,371,000 | $41.0B | 184.60% | |
| 72 | CVXCHEVRON CORP NEW | 240,498 | $40.6B | 182.51% | Put |
| 73 | HZNPHORIZON THERAPEUTICS PUB L | 350,000 | $40.5B | 182.24% | Put |
| 74 | XLVSELECT SECTOR SPDR TR | 313,000 | $40.3B | 181.36% | Put |
| 75 | —IRONWOOD PHARMACEUTICALS INC | 40,200,000 | $39.9B | 179.68% | |
| 76 | RTXRTX CORPORATION | 550,474 | $39.6B | 178.31% | Put |
| 77 | ACNACCENTURE PLC IRELAND | 127,158 | $39.0B | 175.76% | Put |
| 78 | XLYSELECT SECTOR SPDR TR | 241,700 | $38.9B | 175.12% | Put |
| 79 | DWDMORGAN STANLEY | 476,329 | $38.9B | 175.09% | Put |
| 80 | NOWSERVICENOW INC | 69,410 | $38.8B | 174.61% | Put |
| 81 | QCOMQUALCOMM INC | 347,526 | $38.6B | 173.71% | Put |
| 82 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 32,514,000 | $38.5B | 173.32% | |
| 83 | KOCOCA COLA CO | 686,188 | $38.4B | 172.89% | Put |
| 84 | HDBHDFC BANK LTD | 650,756 | $38.4B | 172.84% | |
| 85 | PYPLPAYPAL HLDGS INC | 651,037 | $38.1B | 171.29% | Put |
| 86 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 25,788,000 | $37.8B | 170.04% | |
| 87 | —CONMED CORP | 32,244,000 | $37.3B | 167.98% | |
| 88 | LTHM 4.125 07/15/25LIVENT CORP | 16,973,000 | $36.8B | 165.85% | |
| 89 | UPSUNITED PARCEL SERVICE INC | 234,711 | $36.6B | 164.65% | Put |
| 90 | ADIANALOG DEVICES INC | 205,495 | $36.0B | 161.94% | Put |
| 91 | SBUXSTARBUCKS CORP | 388,541 | $35.5B | 159.60% | Put |
| 92 | CVSCVS HEALTH CORP | 505,680 | $35.3B | 158.90% | Put |
| 93 | VMWEURVMWARE INC | 205,000 | $34.1B | 153.60% | Put |
| 94 | DYHTARGET CORP | 304,511 | $33.7B | 151.54% | Put |
| 95 | TAT&T INC | 2,178,443 | $32.7B | 147.26% | Put |
| 96 | MCDMCDONALDS CORP | 124,120 | $32.7B | 147.16% | Put |
| 97 | BABOEING CO | 168,545 | $32.3B | 145.40% | Put |
| 98 | BMYBRISTOL-MYERS SQUIBB CO | 555,712 | $32.3B | 145.16% | Put |
| 99 | GTLS 1 11/15/24CHART INDS INC | 11,000,000 | $32.0B | 144.02% | |
| 100 | WFCWELLS FARGO CO NEW | 775,503 | $31.7B | 142.61% | Put |
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