CAPSTONE INVESTMENT ADVISORS, LLC Q1 2024 Filing
Filed May 1, 2024
Portfolio Value
$27.8B
Holdings
1,371
Report Date
Q1 2024
Filing Type
13F-HR
All Holdings (1,371 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | NDQINVESCO QQQ TR | 14,996,438 | $6.7T | 23985.54% | Put |
| 2 | SPYSPDR S&P 500 ETF TR | 4,315,118 | $2.3T | 8130.57% | Put |
| 3 | NVDANVIDIA CORPORATION | 1,218,369 | $1.1T | 3965.55% | Put |
| 4 | MSFTMICROSOFT CORP | 2,366,252 | $995.5B | 3586.10% | Put |
| 5 | IWMISHARES TR | 3,802,910 | $799.8B | 2880.86% | Put |
| 6 | METAMETA PLATFORMS INC | 1,251,473 | $607.7B | 2189.02% | Put |
| 7 | AMZNAMAZON COM INC | 3,280,038 | $591.7B | 2131.25% | Put |
| 8 | AAPLAPPLE INC | 3,304,982 | $566.7B | 2041.50% | Put |
| 9 | TSLATESLA INC | 3,060,017 | $537.9B | 1937.70% | Put |
| 10 | EEMISHARES TR | 8,949,300 | $367.6B | 1324.30% | Put |
| 11 | XLFSELECT SECTOR SPDR TR | 8,629,000 | $363.5B | 1309.23% | Put |
| 12 | GOOGLALPHABET INC | 2,394,220 | $361.4B | 1301.69% | Put |
| 13 | HYGISHARES TR | 3,541,301 | $275.3B | 991.56% | Put |
| 14 | GOOGALPHABET INC | 1,738,816 | $264.8B | 953.69% | Put |
| 15 | AVGOBROADCOM INC | 189,067 | $250.6B | 902.68% | Put |
| 16 | JPMJPMORGAN CHASE & CO | 1,044,338 | $209.2B | 753.51% | Put |
| 17 | IVVISHARES TR | 380,001 | $199.8B | 719.64% | |
| 18 | XLVSELECT SECTOR SPDR TR | 1,310,401 | $193.6B | 697.33% | Put |
| 19 | GQ9SPDR GOLD TR | 911,401 | $187.5B | 675.39% | Call |
| 20 | NFLXNETFLIX INC | 240,688 | $146.2B | 526.56% | Put |
| 21 | LQDISHARES TR | 1,291,301 | $140.6B | 506.64% | Put |
| 22 | NVMI 0 10/15/25NOVA LTD | 58,993,000 | $140.3B | 505.39% | |
| 23 | CRMSALESFORCE INC | 463,398 | $139.6B | 502.74% | Put |
| 24 | GDXVANECK ETF TRUST | 4,184,750 | $132.3B | 476.65% | Call |
| 25 | BACBANK AMERICA CORP | 3,442,122 | $130.5B | 470.17% | Put |
| 26 | XOMEXXON MOBIL CORP | 1,112,800 | $129.4B | 465.95% | Put |
| 27 | COSTCOSTCO WHSL CORP NEW | 175,465 | $128.6B | 463.06% | Put |
| 28 | XLISELECT SECTOR SPDR TR | 1,010,454 | $127.3B | 458.47% | Put |
| 29 | JNJJOHNSON & JOHNSON | 789,307 | $124.9B | 449.77% | Put |
| 30 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 45,320,000 | $123.3B | 444.13% | |
| 31 | ADBEADOBE INC | 232,722 | $117.4B | 423.01% | Put |
| 32 | DXJWISDOMTREE TR | 1,039,401 | $112.8B | 406.24% | Put |
| 33 | HDBHDFC BANK LTD | 1,999,351 | $111.9B | 403.10% | |
| 34 | LLYELI LILLY & CO | 133,331 | $103.7B | 373.64% | Put |
| 35 | ARMARM HOLDINGS PLC | 813,612 | $101.7B | 366.32% | |
| 36 | MDB 0.25 01/15/26MONGODB INC | 57,300,000 | $100.6B | 362.38% | |
| 37 | EFAISHARES TR | 1,242,213 | $99.2B | 357.34% | Put |
| 38 | HDHOME DEPOT INC | 257,430 | $98.7B | 355.71% | Put |
| 39 | WMTWALMART INC | 1,638,445 | $98.6B | 355.12% | Put |
| 40 | MRKMERCK & CO INC | 731,000 | $96.5B | 347.45% | Put |
| 41 | WFCWELLS FARGO CO NEW | 1,634,627 | $94.7B | 341.28% | Put |
| 42 | DISDISNEY WALT CO | 750,300 | $91.8B | 330.70% | Put |
| 43 | NKENIKE INC | 949,688 | $89.3B | 321.50% | Put |
| 44 | VVISA INC | 307,928 | $85.9B | 309.56% | Put |
| 45 | MAMASTERCARD INCORPORATED | 172,161 | $82.9B | 298.64% | Put |
| 46 | INTCINTEL CORP | 1,859,189 | $82.1B | 295.81% | Put |
| 47 | GMGENERAL MTRS CO | 1,734,955 | $78.7B | 283.41% | Put |
| 48 | NTRA 2.25 05/01/27NATERA INC | 31,918,000 | $78.1B | 281.37% | |
| 49 | DWDMORGAN STANLEY | 827,811 | $77.9B | 280.77% | Put |
| 50 | ZS 0.125 07/01/25ZSCALER INC | 57,000,000 | $77.9B | 280.77% | |
| 51 | ZSZSCALER INC | 395,076 | $76.1B | 274.14% | Put |
| 52 | MUMICRON TECHNOLOGY INC | 632,611 | $74.6B | 268.65% | Put |
| 53 | UNHUNITEDHEALTH GROUP INC | 147,517 | $73.0B | 262.87% | Put |
| 54 | QCOMQUALCOMM INC | 427,263 | $72.3B | 260.56% | Put |
| 55 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD | 73,231,000 | $72.3B | 260.43% | |
| 56 | USMVISHARES TR | 860,729 | $71.9B | 259.14% | |
| 57 | X 5 11/01/26UNITED STATES STL CORP | 23,500,000 | $71.9B | 259.12% | |
| 58 | INTUINTUIT | 109,973 | $71.5B | 257.49% | Put |
| 59 | BABOEING CO | 366,281 | $70.7B | 254.63% | Put |
| 60 | DYHTARGET CORP | 394,247 | $69.9B | 251.66% | Put |
| 61 | CRWDCROWDSTRIKE HLDGS INC | 216,651 | $69.5B | 250.19% | Put |
| 62 | ABBVABBVIE INC | 380,371 | $69.3B | 249.50% | Put |
| 63 | IBMINTERNATIONAL BUSINESS MACHS | 341,094 | $65.1B | 234.63% | Put |
| 64 | GTLS 1 11/15/24CHART INDS INC | 22,880,000 | $64.3B | 231.75% | |
| 65 | XOPSPDR SER TR | 412,266 | $63.9B | 230.08% | Put |
| 66 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 36,345,000 | $62.1B | 223.69% | |
| 67 | CSCOCISCO SYS INC | 1,213,451 | $60.6B | 218.16% | Put |
| 68 | CVXCHEVRON CORP NEW | 378,952 | $59.8B | 215.32% | Put |
| 69 | EXASEXACT SCIENCES CORP | 52,371,000 | $58.7B | 211.57% | |
| 70 | ORCLORACLE CORP | 461,395 | $58.0B | 208.76% | Put |
| 71 | CYTK 4 11/15/26CYTOKINETICS INC | 8,631,000 | $57.4B | 206.64% | |
| 72 | GSGOLDMAN SACHS GROUP INC | 134,125 | $56.0B | 201.80% | Put |
| 73 | PYPLPAYPAL HLDGS INC | 808,589 | $54.2B | 195.11% | Put |
| 74 | GEGENERAL ELECTRIC CO | 305,400 | $53.6B | 193.10% | Put |
| 75 | TSMTAIWAN SEMICONDUCTOR MFG LTD | 392,006 | $53.3B | 192.11% | Call |
| 76 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 44,914,000 | $53.2B | 191.64% | |
| 77 | —IRONWOOD PHARMACEUTICALS INC | 51,700,000 | $51.5B | 185.65% | |
| 78 | OREALTY INCOME CORP | 931,201 | $50.4B | 181.46% | Put |
| 79 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 16,607,000 | $49.7B | 179.12% | |
| 80 | DDOG 0.125 06/15/25DATADOG INC | 35,000,000 | $49.5B | 178.27% | |
| 81 | AMDADVANCED MICRO DEVICES INC | 272,600 | $49.2B | 177.23% | Put |
| 82 | PGPROCTER AND GAMBLE CO | 299,500 | $48.6B | 175.04% | Put |
| 83 | GEHCGE HEALTHCARE TECHNOLOGIES I | 531,485 | $48.3B | 174.05% | |
| 84 | ATI 3.5 06/15/25ATI INC | 14,553,000 | $48.3B | 174.02% | |
| 85 | SBUXSTARBUCKS CORP | 513,216 | $46.9B | 168.95% | Put |
| 86 | INVA 2.5 08/15/25INNOVIVA INC | 43,000,000 | $46.3B | 166.86% | |
| 87 | BACVERIZON COMMUNICATIONS INC | 1,100,549 | $46.2B | 166.34% | Put |
| 88 | VRNS 1.25 08/15/25VARONIS SYS INC | 28,773,000 | $45.6B | 164.38% | |
| 89 | TRVCCITIGROUP INC | 719,700 | $45.5B | 163.95% | Put |
| 90 | NOWSERVICENOW INC | 59,422 | $45.3B | 163.19% | Put |
| 91 | AMATAPPLIED MATLS INC | 217,018 | $44.8B | 161.21% | Put |
| 92 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 31,788,000 | $44.2B | 159.31% | |
| 93 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 33,424,000 | $42.0B | 151.34% | |
| 94 | PANWPALO ALTO NETWORKS INC | 143,035 | $40.6B | 146.39% | Put |
| 95 | UPSUNITED PARCEL SERVICE INC | 271,751 | $40.4B | 145.49% | Put |
| 96 | TMOTHERMO FISHER SCIENTIFIC INC | 68,921 | $40.1B | 144.29% | Put |
| 97 | KOCOCA COLA CO | 646,535 | $39.6B | 142.48% | Put |
| 98 | PCRX 0.75 08/01/25PACIRA BIOSCIENCES INC | 41,012,000 | $39.1B | 140.71% | |
| 99 | CATCATERPILLAR INC | 106,191 | $38.9B | 140.16% | Put |
| 100 | NEO 1.25 05/01/25NEOGENOMICS INC | 40,019,000 | $38.8B | 139.74% |
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