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	$6.7B	23.98%	Put
2	GOSS 5 06/01/27GOSSAMER BIO INC	10,000,000	$4.0B	14.41%
3	TWOU2U INC	7,100,000	$3.0B	10.81%
4	SAVE 1 05/15/26SPIRIT AIRLS INC	6,000,000	$2.0B	7.20%
5	VERI 1.75 11/15/26VERITONE INC	6,000,000	$2.0B	7.20%
6	RDFN 0.5 04/01/27REDFIN CORP	3,000,000	$1.0B	3.60%
7	MSFTMICROSOFT CORP	2,366,252	$995.0M	3.58%	Put
8	IWMISHARES TR	3,802,910	$798.0M	2.87%	Put
9	METAMETA PLATFORMS INC	1,251,473	$606.0M	2.18%	Put
10	AMZNAMAZON COM INC	3,280,038	$590.0M	2.13%	Put
11	AAPLAPPLE INC	3,304,982	$565.0M	2.04%	Put
12	TSLATESLA INC	3,060,017	$536.0M	1.93%	Put
13	EEMISHARES TR	8,949,300	$367.0M	1.32%	Put
14	XLFSELECT SECTOR SPDR TR	8,629,000	$362.0M	1.30%	Put
15	GOOGLALPHABET INC	2,394,220	$359.0M	1.29%	Put
16	HYGISHARES TR	3,541,301	$274.0M	0.99%	Put
17	GOOGALPHABET INC	1,738,816	$264.0M	0.95%	Put
18	JPMJPMORGAN CHASE & CO	1,044,338	$208.3M	0.75%	Put
19	XLVSELECT SECTOR SPDR TR	1,310,401	$192.0M	0.69%	Put
20	GQ9SPDR GOLD TR	911,401	$187.0M	0.67%	Call
21	LQDISHARES TR	1,291,301	$140.0M	0.50%	Put
22	NVMI 0 10/15/25NOVA LTD	58,993,000	$140.0M	0.50%
23	CRMSALESFORCE INC	463,398	$138.0M	0.50%	Put
24	GDXVANECK ETF TRUST	4,184,750	$132.3M	0.48%	Call
25	BACBANK AMERICA CORP	3,442,122	$129.0M	0.46%	Put
26	XOMEXXON MOBIL CORP	1,112,800	$129.0M	0.46%	Put
27	XLISELECT SECTOR SPDR TR	1,010,454	$126.3M	0.45%	Put
28	JNJJOHNSON & JOHNSON	789,307	$123.0M	0.44%	Put
29	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	45,320,000	$123.0M	0.44%
30	ADBEADOBE INC	232,722	$115.0M	0.41%	Put
31	DXJWISDOMTREE TR	1,039,401	$112.0M	0.40%	Put
32	HDBHDFC BANK LTD	1,999,351	$111.0M	0.40%
33	ARMARM HOLDINGS PLC	813,612	$101.0M	0.36%
34	MDB 0.25 01/15/26MONGODB INC	57,300,000	$100.0M	0.36%
35	EFAISHARES TR	1,242,213	$98.7M	0.36%	Put
36	WMTWALMART INC	1,638,445	$98.0M	0.35%	Put
37	HDHOME DEPOT INC	257,430	$97.0M	0.35%	Put
38	MRKMERCK & CO INC	731,000	$96.0M	0.35%	Put
39	WFCWELLS FARGO CO NEW	1,634,627	$93.0M	0.34%	Put
40	DISDISNEY WALT CO	750,300	$91.0M	0.33%	Put
41	NKENIKE INC	949,688	$88.0M	0.32%	Put
42	VVISA INC	307,928	$85.0M	0.31%	Put
43	MAMASTERCARD INCORPORATED	172,161	$81.0M	0.29%	Put
44	INTCINTEL CORP	1,859,189	$80.0M	0.29%	Put
45	NTRA 2.25 05/01/27NATERA INC	31,918,000	$78.0M	0.28%
46	GMGENERAL MTRS CO	1,734,955	$78.0M	0.28%	Put
47	DWDMORGAN STANLEY	827,811	$77.0M	0.28%	Put
48	ZS 0.125 07/01/25ZSCALER INC	57,000,000	$77.0M	0.28%
49	ZSZSCALER INC	395,076	$75.2M	0.27%	Put
50	MUMICRON TECHNOLOGY INC	632,611	$73.0M	0.26%	Put
51	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD	73,231,000	$72.0M	0.26%
52	QCOMQUALCOMM INC	427,263	$71.4M	0.26%	Put
53	UNHUNITEDHEALTH GROUP INC	147,517	$71.0M	0.26%	Put
54	X 5 11/01/26UNITED STATES STL CORP	23,500,000	$71.0M	0.26%
55	USMVISHARES TR	860,729	$71.0M	0.26%
56	DYHTARGET CORP	394,247	$69.0M	0.25%	Put
57	BABOEING CO	366,281	$69.0M	0.25%	Put
58	ABBVABBVIE INC	380,371	$68.0M	0.24%	Put
59	CRWDCROWDSTRIKE HLDGS INC	216,651	$68.0M	0.24%	Put
60	IBMINTERNATIONAL BUSINESS MACHS	341,094	$64.0M	0.23%	Put
61	GTLS 1 11/15/24CHART INDS INC	22,880,000	$64.0M	0.23%
62	XOPSPDR SER TR	412,266	$62.2M	0.22%	Put
63	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	36,345,000	$62.0M	0.22%
64	CSCOCISCO SYS INC	1,213,451	$60.0M	0.22%	Put
65	CVXCHEVRON CORP NEW	378,952	$58.7M	0.21%	Put
66	EXASEXACT SCIENCES CORP	52,371,000	$58.0M	0.21%
67	CYTK 4 11/15/26CYTOKINETICS INC	8,631,000	$57.0M	0.21%
68	ORCLORACLE CORP	461,395	$56.0M	0.20%	Put
69	GSGOLDMAN SACHS GROUP INC	134,125	$55.0M	0.20%	Put
70	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	44,914,000	$53.0M	0.19%
71	PYPLPAYPAL HLDGS INC	808,589	$53.0M	0.19%	Put
72	TSMTAIWAN SEMICONDUCTOR MFG LTD	392,006	$52.0M	0.19%	Call
73	GEGENERAL ELECTRIC CO	305,400	$52.0M	0.19%	Put
74	—IRONWOOD PHARMACEUTICALS INC	51,700,000	$51.0M	0.18%
75	OREALTY INCOME CORP	931,201	$50.0M	0.18%	Put
76	PR 3.25 04/01/28PERMIAN RESOURCES CORP	16,607,000	$49.0M	0.18%
77	DDOG 0.125 06/15/25DATADOG INC	35,000,000	$49.0M	0.18%
78	GEHCGE HEALTHCARE TECHNOLOGIES I	531,485	$48.0M	0.17%
79	ATI 3.5 06/15/25ATI INC	14,553,000	$48.0M	0.17%
80	AMDADVANCED MICRO DEVICES INC	272,600	$47.0M	0.17%	Put
81	PGPROCTER AND GAMBLE CO	299,500	$47.0M	0.17%	Put
82	INVA 2.5 08/15/25INNOVIVA INC	43,000,000	$46.0M	0.17%
83	SBUXSTARBUCKS CORP	513,216	$46.0M	0.17%	Put
84	BACVERIZON COMMUNICATIONS INC	1,100,549	$45.0M	0.16%	Put
85	VRNS 1.25 08/15/25VARONIS SYS INC	28,773,000	$45.0M	0.16%
86	CNK 4.5 08/15/25CINEMARK HLDGS INC	31,788,000	$44.0M	0.16%
87	TRVCCITIGROUP INC	719,700	$44.0M	0.16%	Put
88	AMATAPPLIED MATLS INC	217,018	$44.0M	0.16%	Put
89	ECPG 3.25 10/01/25ENCORE CAP GROUP INC	33,424,000	$42.0M	0.15%
90	—COLOMBIER ACQUISITION CORP I	91,766	$42.0M	0.15%
91	PANWPALO ALTO NETWORKS INC	143,035	$39.0M	0.14%	Put
92	UPSUNITED PARCEL SERVICE INC	271,751	$39.0M	0.14%	Put
93	PCRX 0.75 08/01/25PACIRA BIOSCIENCES INC	41,012,000	$39.0M	0.14%
94	CATCATERPILLAR INC	106,191	$38.0M	0.14%	Put
95	KOCOCA COLA CO	646,535	$38.0M	0.14%	Put
96	AXPAMERICAN EXPRESS CO	169,646	$38.0M	0.14%	Put
97	NEO 1.25 05/01/25NEOGENOMICS INC	40,019,000	$38.0M	0.14%
98	CNX 2.25 05/01/26CNX RES CORP	20,104,000	$38.0M	0.14%
99	PFEPFIZER INC	1,363,334	$37.0M	0.13%	Put
100	Z 0.75 09/01/24ZILLOW GROUP INC	31,146,000	$36.0M	0.13%

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