CAPSTONE INVESTMENT ADVISORS, LLC Q4 2023 Filing
Filed February 12, 2024
Portfolio Value
$33.2B
Holdings
1,189
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (1,189 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 17,685,709 | $7.2T | 21801.03% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 4,964,284 | $2.4T | 7102.53% | Put |
| 3 | MSFTMICROSOFT CORP | 3,851,005 | $1.4T | 4359.00% | Put |
| 4 | AAPLAPPLE INC | 7,319,812 | $1.4T | 4242.07% | Put |
| 5 | AMZNAMAZON COM INC | 8,116,291 | $1.2T | 3712.01% | Put |
| 6 | NVDANVIDIA CORPORATION | 1,765,408 | $874.3B | 2631.61% | Put |
| 7 | IWMISHARES TR | 4,222,300 | $847.5B | 2550.92% | Put |
| 8 | TSLATESLA INC | 2,698,278 | $670.5B | 2018.16% | Put |
| 9 | METAMETA PLATFORMS INC | 1,743,773 | $617.2B | 1857.90% | Put |
| 10 | GOOGLALPHABET INC | 3,942,743 | $550.8B | 1657.84% | Put |
| 11 | GOOGALPHABET INC | 2,972,182 | $418.9B | 1260.83% | Put |
| 12 | HYGISHARES TR | 5,396,701 | $417.6B | 1257.16% | Put |
| 13 | EEMISHARES TR | 9,950,600 | $400.1B | 1204.37% | Put |
| 14 | XLFSELECT SECTOR SPDR TR | 8,726,800 | $328.1B | 987.69% | Put |
| 15 | AVGOBROADCOM INC | 263,369 | $294.0B | 884.92% | Put |
| 16 | JPMJPMORGAN CHASE & CO | 1,663,722 | $283.0B | 851.85% | Put |
| 17 | COSTCOSTCO WHSL CORP NEW | 371,894 | $245.5B | 738.91% | Put |
| 18 | NFLXNETFLIX INC | 452,995 | $220.6B | 663.88% | Put |
| 19 | CRMSALESFORCE INC | 802,768 | $211.2B | 635.85% | Put |
| 20 | XLVSELECT SECTOR SPDR TR | 1,417,800 | $193.4B | 582.03% | Put |
| 21 | GSGOLDMAN SACHS GROUP INC | 481,270 | $185.7B | 558.85% | Put |
| 22 | EFAISHARES TR | 2,463,903 | $185.7B | 558.83% | Put |
| 23 | UNHUNITEDHEALTH GROUP INC | 339,894 | $178.9B | 538.63% | Put |
| 24 | HDHOME DEPOT INC | 513,984 | $178.1B | 536.16% | Put |
| 25 | XOMEXXON MOBIL CORP | 1,700,520 | $170.0B | 511.77% | Put |
| 26 | JNJJOHNSON & JOHNSON | 1,055,675 | $165.5B | 498.06% | Put |
| 27 | INTCINTEL CORP | 3,053,615 | $153.4B | 461.88% | Put |
| 28 | LQDISHARES TR | 1,382,801 | $153.0B | 460.60% | Put |
| 29 | ADBEADOBE INC | 256,013 | $152.7B | 459.75% | Put |
| 30 | BACBANK AMERICA CORP | 4,385,700 | $147.7B | 444.48% | Put |
| 31 | GQ9SPDR GOLD TR | 755,554 | $144.4B | 434.77% | Put |
| 32 | GDXVANECK ETF TRUST | 4,651,105 | $144.2B | 434.14% | Put |
| 33 | VVISA INC | 543,973 | $141.6B | 426.29% | Put |
| 34 | XLISELECT SECTOR SPDR TR | 1,151,109 | $131.2B | 394.97% | Put |
| 35 | LLYELI LILLY & CO | 223,700 | $130.4B | 392.51% | Put |
| 36 | WMTWALMART INC | 804,500 | $126.8B | 381.76% | Put |
| 37 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 45,320,000 | $117.9B | 354.82% | |
| 38 | ABBVABBVIE INC | 744,421 | $115.4B | 347.25% | Put |
| 39 | MDB 0.25 01/15/26MONGODB INC | 57,300,000 | $113.4B | 341.29% | |
| 40 | MAMASTERCARD INCORPORATED | 264,561 | $112.8B | 339.65% | Put |
| 41 | ORCLORACLE CORP | 1,070,100 | $112.8B | 339.60% | Put |
| 42 | NVMI 0 10/15/25NOVA LTD | 58,993,000 | $109.0B | 328.16% | |
| 43 | NKENIKE INC | 995,886 | $108.1B | 325.45% | Put |
| 44 | BABOEING CO | 412,906 | $107.6B | 323.97% | Put |
| 45 | ZS 0.125 07/01/25ZSCALER INC | 70,200,000 | $106.7B | 321.29% | |
| 46 | PGPROCTER AND GAMBLE CO | 689,503 | $101.0B | 304.14% | Put |
| 47 | DISDISNEY WALT CO | 1,093,361 | $98.7B | 297.15% | Put |
| 48 | CSCOCISCO SYS INC | 1,946,246 | $98.3B | 295.96% | Put |
| 49 | OREALTY INCOME CORP | 1,653,888 | $95.0B | 285.85% | Put |
| 50 | DWDMORGAN STANLEY | 1,017,217 | $94.9B | 285.52% | Put |
| 51 | INTUINTUIT | 146,641 | $91.7B | 275.89% | Put |
| 52 | QCOMQUALCOMM INC | 622,232 | $90.0B | 270.88% | Put |
| 53 | WFCWELLS FARGO CO NEW | 1,824,762 | $89.8B | 270.35% | Put |
| 54 | MRKMERCK & CO INC | 812,800 | $88.6B | 266.72% | Put |
| 55 | GMGENERAL MTRS CO | 2,408,227 | $86.5B | 260.38% | Put |
| 56 | X 5 11/01/26UNITED STATES STL CORP | 23,500,000 | $85.5B | 257.27% | |
| 57 | CATCATERPILLAR INC | 283,591 | $83.8B | 252.39% | Put |
| 58 | HDBHDFC BANK LTD | 1,191,861 | $80.0B | 240.76% | |
| 59 | IBMINTERNATIONAL BUSINESS MACHS | 482,994 | $79.0B | 237.77% | Put |
| 60 | IEFISHARES TR | 800,001 | $77.1B | 232.11% | Call |
| 61 | BRK/BBERKSHIRE HATHAWAY INC DEL | 213,700 | $76.2B | 229.42% | Put |
| 62 | NTRA 2.25 05/01/27NATERA INC | 44,418,000 | $76.2B | 229.30% | |
| 63 | CVXCHEVRON CORP NEW | 491,409 | $73.3B | 220.63% | Put |
| 64 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD | 73,231,000 | $71.4B | 214.86% | |
| 65 | BACVERIZON COMMUNICATIONS INC | 1,885,823 | $71.1B | 214.00% | Put |
| 66 | CYTK 4 11/15/26CYTOKINETICS INC | 8,631,000 | $68.7B | 206.93% | |
| 67 | ARMARM HOLDINGS PLC | 902,000 | $67.8B | 204.02% | |
| 68 | NOWSERVICENOW INC | 95,671 | $67.6B | 203.45% | Put |
| 69 | TXNTEXAS INSTRS INC | 394,700 | $67.3B | 202.52% | Put |
| 70 | XOPSPDR SER TR | 484,174 | $66.3B | 199.53% | Put |
| 71 | LULULULULEMON ATHLETICA INC | 126,100 | $64.5B | 194.07% | Put |
| 72 | TMOTHERMO FISHER SCIENTIFIC INC | 119,115 | $63.2B | 190.31% | Put |
| 73 | MUMICRON TECHNOLOGY INC | 716,991 | $61.2B | 184.18% | Put |
| 74 | DHRDANAHER CORPORATION | 261,500 | $60.5B | 182.10% | Put |
| 75 | EXASEXACT SCIENCES CORP | 52,371,000 | $60.3B | 181.60% | |
| 76 | DDOG 0.125 06/15/25DATADOG INC | 43,000,000 | $60.2B | 181.34% | |
| 77 | MCDMCDONALDS CORP | 200,678 | $59.5B | 179.10% | Put |
| 78 | KOCOCA COLA CO | 1,009,650 | $59.5B | 179.09% | Put |
| 79 | PYPLPAYPAL HLDGS INC | 956,266 | $58.7B | 176.76% | Put |
| 80 | DXJWISDOMTREE TR | 662,056 | $58.2B | 175.33% | Call |
| 81 | TRVCCITIGROUP INC | 1,089,343 | $56.0B | 168.67% | Put |
| 82 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 39,345,000 | $55.9B | 168.29% | |
| 83 | UPSUNITED PARCEL SERVICE INC | 355,278 | $55.9B | 168.14% | Put |
| 84 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 536,620 | $55.8B | 167.99% | Call |
| 85 | ACNACCENTURE PLC IRELAND | 155,800 | $54.7B | 164.56% | Put |
| 86 | CVSCVS HEALTH CORP | 676,084 | $53.4B | 160.68% | Put |
| 87 | GTLS 1 11/15/24CHART INDS INC | 22,880,000 | $53.3B | 160.38% | |
| 88 | VRNS 1.25 08/15/25VARONIS SYS INC | 34,723,000 | $53.2B | 160.12% | |
| 89 | AXPAMERICAN EXPRESS CO | 281,429 | $52.7B | 158.70% | Put |
| 90 | ADIANALOG DEVICES INC | 257,117 | $51.1B | 153.67% | Put |
| 91 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 39,914,000 | $50.9B | 153.18% | |
| 92 | —IRONWOOD PHARMACEUTICALS INC | 47,700,000 | $50.2B | 151.12% | |
| 93 | GEGENERAL ELECTRIC CO | 390,400 | $49.8B | 149.98% | Put |
| 94 | SBUXSTARBUCKS CORP | 516,687 | $49.6B | 149.32% | Put |
| 95 | PFEPFIZER INC | 1,720,023 | $49.5B | 149.06% | Put |
| 96 | Z 0.75 09/01/24ZILLOW GROUP INC | 36,146,000 | $48.9B | 147.26% | |
| 97 | PEPPEPSICO INC | 286,043 | $48.6B | 146.23% | Put |
| 98 | USMVISHARES TR | 622,029 | $48.5B | 146.10% | |
| 99 | AMDADVANCED MICRO DEVICES INC | 318,602 | $47.0B | 141.36% | Put |
| 100 | BMYBRISTOL-MYERS SQUIBB CO | 914,096 | $46.9B | 141.18% | Put |
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