CAPSTONE INVESTMENT ADVISORS, LLC Q1 2023 Filing
Filed May 9, 2023
Portfolio Value
$19.8B
Holdings
702
Report Date
Q1 2023
Filing Type
13F-HR
All Holdings (702 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 26,511,480 | $8.5T | 43021.57% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 1,900,773 | $778.2B | 3934.67% | Put |
| 3 | AAPLAPPLE INC | 3,031,700 | $499.9B | 2527.83% | Put |
| 4 | AMZNAMAZON COM INC | 4,117,380 | $425.3B | 2150.40% | Put |
| 5 | MSFTMICROSOFT CORP | 1,322,749 | $381.3B | 1928.25% | Put |
| 6 | GQ9SPDR GOLD TR | 1,706,061 | $312.6B | 1580.54% | Put |
| 7 | HYGISHARES TR | 4,000,000 | $302.2B | 1528.05% | Put |
| 8 | METAMETA PLATFORMS INC | 1,050,100 | $222.6B | 1125.34% | Put |
| 9 | XLKSELECT SECTOR SPDR TR | 1,271,100 | $191.9B | 970.56% | Put |
| 10 | TSLATESLA INC | 864,330 | $179.3B | 906.67% | Put |
| 11 | EEMISHARES TR | 4,198,172 | $165.7B | 837.64% | Put |
| 12 | NVDANVIDIA CORPORATION | 546,500 | $151.8B | 767.56% | Put |
| 13 | GOOGALPHABET INC | 1,256,260 | $130.7B | 660.62% | Put |
| 14 | GOOGLALPHABET INC | 1,178,462 | $122.2B | 618.10% | Put |
| 15 | UNHUNITEDHEALTH GROUP INC | 257,482 | $121.7B | 615.27% | Put |
| 16 | IWMISHARES TR | 660,172 | $117.8B | 595.51% | Put |
| 17 | FXIISHARES TR | 3,965,549 | $117.1B | 592.12% | Put |
| 18 | EFAISHARES TR | 1,332,588 | $95.3B | 481.91% | Put |
| 19 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 45,320,000 | $95.1B | 481.09% | |
| 20 | XLVSELECT SECTOR SPDR TR | 697,400 | $90.3B | 456.52% | Put |
| 21 | CSCOCISCO SYS INC | 1,636,800 | $85.6B | 432.64% | Put |
| 22 | CRMSALESFORCE INC | 416,723 | $83.3B | 420.95% | Put |
| 23 | TKO 3.375 12/15/23WORLD WRESTLING ENTMT INC | 21,874,000 | $79.8B | 403.37% | |
| 24 | LQDISHARES TR | 700,000 | $76.7B | 387.96% | Put |
| 25 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 37,850,000 | $76.5B | 386.88% | |
| 26 | KBR 2.5 11/01/23KBR INC | 34,478,000 | $75.0B | 379.44% | |
| 27 | TXNTEXAS INSTRS INC | 401,200 | $74.6B | 377.34% | Put |
| 28 | FCN 2 08/15/23FTI CONSULTING INC | 37,500,000 | $73.2B | 370.22% | |
| 29 | HDHOME DEPOT INC | 237,095 | $70.0B | 353.80% | Put |
| 30 | XLFSELECT SECTOR SPDR TR | 2,164,293 | $69.6B | 351.83% | Put |
| 31 | XLYSELECT SECTOR SPDR TR | 461,800 | $69.1B | 349.18% | Put |
| 32 | NVMI 0 10/15/25NOVA LTD | 46,544,000 | $67.7B | 342.31% | |
| 33 | JPMJPMORGAN CHASE & CO | 511,300 | $66.6B | 336.89% | Put |
| 34 | ABBVABBVIE INC | 395,000 | $63.0B | 318.30% | Put |
| 35 | BACBANK AMERICA CORP | 2,191,959 | $62.7B | 316.98% | Put |
| 36 | MDB 0.25 01/15/26MONGODB INC | 48,300,000 | $62.6B | 316.45% | |
| 37 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 59,510,000 | $62.5B | 316.10% | |
| 38 | DISDISNEY WALT CO | 616,721 | $61.8B | 312.23% | Put |
| 39 | COSTCOSTCO WHSL CORP NEW | 123,314 | $61.3B | 309.80% | Put |
| 40 | BRK/BBERKSHIRE HATHAWAY INC DEL | 193,905 | $59.9B | 302.73% | Put |
| 41 | XLISELECT SECTOR SPDR TR | 570,500 | $57.7B | 291.87% | Put |
| 42 | DXCM 0.75 12/01/23DEXCOM INC | 20,000,000 | $56.6B | 286.14% | |
| 43 | GSGOLDMAN SACHS GROUP INC | 172,565 | $56.4B | 285.41% | Put |
| 44 | CATCATERPILLAR INC | 237,151 | $54.3B | 274.40% | Put |
| 45 | ORCLORACLE CORP | 580,200 | $53.9B | 272.60% | Put |
| 46 | XLFISELECT SECTOR SPDR TR | 715,300 | $53.4B | 270.21% | Put |
| 47 | XLCSELECT SECTOR SPDR TR | 867,900 | $50.3B | 254.39% | Put |
| 48 | ATVIEURACTIVISION BLIZZARD INC | 587,600 | $50.3B | 254.29% | Put |
| 49 | NFLXNETFLIX INC | 144,739 | $50.0B | 252.84% | Put |
| 50 | VVISA INC | 221,100 | $49.8B | 252.05% | Put |
| 51 | DHRDANAHER CORPORATION | 192,301 | $48.5B | 245.06% | Put |
| 52 | CVXCHEVRON CORP NEW | 295,301 | $48.2B | 243.62% | Put |
| 53 | MAMASTERCARD INCORPORATED | 125,319 | $45.5B | 230.27% | Put |
| 54 | —COPA HOLDINGS SA | 24,400,000 | $45.2B | 228.60% | |
| 55 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $45.2B | 228.32% | |
| 56 | PANW 0.75 07/01/23PALO ALTO NETWORKS INC | 20,000,000 | $44.9B | 226.83% | |
| 57 | TMOTHERMO FISHER SCIENTIFIC INC | 77,097 | $44.4B | 224.68% | Put |
| 58 | AVGOBROADCOM INC | 68,798 | $44.1B | 223.17% | Put |
| 59 | XLESELECT SECTOR SPDR TR | 529,383 | $43.8B | 221.71% | Put |
| 60 | LTHM 4.125 07/15/25LIVENT CORP | 16,973,000 | $43.4B | 219.61% | |
| 61 | JNJJOHNSON & JOHNSON | 277,241 | $43.0B | 217.28% | Put |
| 62 | PFEPFIZER INC | 1,046,396 | $42.7B | 215.87% | Put |
| 63 | WMTWALMART INC | 286,000 | $42.2B | 213.23% | Put |
| 64 | INSM 0.75 06/01/28INSMED INC | 50,981,000 | $39.6B | 200.41% | |
| 65 | GMED 1 06/01/23NUVASIVE INC | 38,750,000 | $38.5B | 194.60% | |
| 66 | PEPPEPSICO INC | 197,243 | $36.0B | 181.81% | Put |
| 67 | PSTG 0.125 04/15/23PURE STORAGE INC | 34,500,000 | $34.5B | 174.27% | |
| 68 | CVSCVS HEALTH CORP | 448,929 | $33.4B | 168.67% | Put |
| 69 | EYE 2.5 05/15/25NATIONAL VISION HLDGS INC | 34,235,000 | $32.9B | 166.53% | |
| 70 | —IRONWOOD PHARMACEUTICALS INC | 32,200,000 | $32.6B | 164.78% | |
| 71 | Z 0.75 09/01/24ZILLOW GROUP INC | 27,646,000 | $32.4B | 163.62% | |
| 72 | LLYLILLY ELI & CO | 90,039 | $30.9B | 156.34% | Put |
| 73 | X 5 11/01/26UNITED STATES STL CORP | 15,000,000 | $30.6B | 154.57% | |
| 74 | HZNPHORIZON THERAPEUTICS PUB L | 280,000 | $30.6B | 154.52% | |
| 75 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 30,893,000 | $30.4B | 153.55% | |
| 76 | ADIANALOG DEVICES INC | 153,100 | $30.2B | 152.67% | Put |
| 77 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 29,514,000 | $29.8B | 150.78% | |
| 78 | VMWEURVMWARE INC | 235,200 | $29.4B | 148.47% | Put |
| 79 | BACVERIZON COMMUNICATIONS INC | 753,137 | $29.3B | 148.09% | Put |
| 80 | PGPROCTER AND GAMBLE CO | 196,089 | $29.2B | 147.42% | Put |
| 81 | ZS 0.125 07/01/25ZSCALER INC | 27,200,000 | $28.8B | 145.72% | |
| 82 | INTCINTEL CORP | 873,692 | $28.5B | 144.33% | Put |
| 83 | XOMEXXON MOBIL CORP | 254,881 | $27.9B | 141.33% | Put |
| 84 | UPSUNITED PARCEL SERVICE INC | 143,038 | $27.7B | 140.30% | Put |
| 85 | —NEW RELIC INC | 27,722,000 | $27.6B | 139.81% | |
| 86 | AEPAMERICAN ELEC PWR CO INC | 301,815 | $27.5B | 138.85% | Put |
| 87 | CYTK 4 11/15/26CYTOKINETICS INC | 8,020,000 | $27.3B | 138.24% | |
| 88 | QCOMQUALCOMM INC | 213,921 | $27.3B | 137.99% | Put |
| 89 | IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C | 27,000,000 | $26.4B | 133.46% | |
| 90 | LVLNSPDR SER TR | 599,820 | $26.3B | 133.02% | |
| 91 | PODD 0.375 09/01/26INSULET CORP | 17,335,000 | $26.0B | 131.35% | |
| 92 | IWNISHARES TR | 187,818 | $25.7B | 130.12% | |
| 93 | DWDMORGAN STANLEY | 288,722 | $25.3B | 128.17% | Put |
| 94 | SBUXSTARBUCKS CORP | 242,935 | $25.3B | 127.90% | Put |
| 95 | PEOEXELON CORP | 600,258 | $25.1B | 127.14% | Put |
| 96 | DDOG 0.125 06/15/25DATADOG INC | 23,000,000 | $24.9B | 126.12% | |
| 97 | PRGSPROGRESS SOFTWARE CORP | 22,000,000 | $24.0B | 121.59% | |
| 98 | KOCOCA COLA CO | 386,000 | $23.9B | 121.06% | Put |
| 99 | ASHRDBX ETF TR | 800,000 | $23.6B | 119.25% | Call |
| 100 | VTVVANGUARD INDEX FDS | 170,640 | $23.6B | 119.16% |
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