CAPSTONE INVESTMENT ADVISORS, LLC Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$31.9B

Holdings

1,057

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (1,057 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	10,857,582	$5.9B	18.51%	Put
2	NDQINVESCO QQQ TR	8,976,953	$4.3B	13.47%	Put
3	NVDANVIDIA CORPORATION	16,149,352	$2.0B	6.25%	Put
4	MSFTMICROSOFT CORP	2,633,178	$1.2B	3.69%	Put
5	AAPLAPPLE INC	5,209,405	$1.1B	3.44%	Put
6	IWMISHARES TR	3,977,530	$807.0M	2.53%	Put
7	AMZNAMAZON COM INC	4,039,512	$780.6M	2.45%	Put
8	METAMETA PLATFORMS INC	1,451,708	$732.0M	2.29%	Put
9	HYGISHARES TR	7,425,101	$572.8M	1.79%	Put
10	GOOGLALPHABET INC	3,008,678	$548.0M	1.72%	Put
11	TSLATESLA INC	2,526,412	$499.9M	1.57%	Put
12	GOOGALPHABET INC	2,245,533	$411.9M	1.29%	Put
13	EFAISHARES TR	4,585,301	$359.2M	1.13%	Put
14	AVGOBROADCOM INC	195,053	$313.2M	0.98%	Put
15	IVVISHARES TR	455,571	$249.3M	0.78%
16	JPMJPMORGAN CHASE & CO.	1,200,728	$242.9M	0.76%	Put
17	XLFSELECT SECTOR SPDR TR	5,617,327	$230.9M	0.72%	Put
18	COSTCOSTCO WHSL CORP NEW	235,174	$199.9M	0.63%	Put
19	NFLXNETFLIX INC	293,659	$198.2M	0.62%	Put
20	NVMI 0 10/15/25NOVA LTD	58,993,000	$185.4M	0.58%
21	XOMEXXON MOBIL CORP	1,430,506	$164.7M	0.52%	Put
22	LLYELI LILLY & CO	174,906	$158.4M	0.50%	Put
23	GMGENERAL MTRS CO	3,218,868	$149.5M	0.47%	Put
24	GQ9SPDR GOLD TR	690,401	$148.4M	0.47%	Call
25	XLVSELECT SECTOR SPDR TR	990,370	$144.3M	0.45%	Put
26	GDXVANECK ETF TRUST	4,214,736	$143.0M	0.45%	Put
27	QCOMQUALCOMM INC	716,797	$142.8M	0.45%	Put
28	ADBEADOBE INC	248,412	$138.0M	0.43%	Put
29	BACBANK AMERICA CORP	3,429,096	$136.4M	0.43%	Put
30	EEMISHARES TR	3,153,544	$134.3M	0.42%	Put
31	CRMSALESFORCE INC	516,059	$132.7M	0.42%	Put
32	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	45,320,000	$131.8M	0.41%
33	XOPSPDR SER TR	899,558	$130.9M	0.41%	Put
34	XLISELECT SECTOR SPDR TR	1,029,141	$125.4M	0.39%	Put
35	WMTWALMART INC	1,748,491	$118.4M	0.37%	Put
36	IEFISHARES TR	1,250,001	$117.1M	0.37%	Call
37	LQDISHARES TR	1,080,101	$115.7M	0.36%	Put
38	WFCWELLS FARGO CO NEW	1,850,866	$109.9M	0.34%	Put
39	MUMICRON TECHNOLOGY INC	788,916	$103.8M	0.33%	Put
40	JNJJOHNSON & JOHNSON	706,810	$103.3M	0.32%	Put
41	ORCLORACLE CORP	685,263	$96.8M	0.30%	Put
42	MRKMERCK & CO INC	771,127	$95.5M	0.30%	Put
43	DWDMORGAN STANLEY	969,609	$94.2M	0.30%	Put
44	HDHOME DEPOT INC	266,432	$91.7M	0.29%	Put
45	NTRA 2.25 05/01/27NATERA INC	31,518,000	$89.6M	0.28%
46	EMBISHARES TR	1,004,401	$88.9M	0.28%	Put
47	MAMASTERCARD INCORPORATED	200,265	$88.3M	0.28%	Put
48	VVISA INC	326,253	$85.6M	0.27%	Put
49	INTUINTUIT	127,363	$83.7M	0.26%	Put
50	AMDADVANCED MICRO DEVICES INC	506,780	$82.2M	0.26%	Put
51	INTCINTEL CORP	2,645,832	$81.9M	0.26%	Put
52	UNHUNITEDHEALTH GROUP INC	159,381	$81.2M	0.25%	Put
53	CSCOCISCO SYS INC	1,662,532	$79.0M	0.25%	Put
54	BRK/BBERKSHIRE HATHAWAY INC DEL	187,697	$76.4M	0.24%	Put
55	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD	73,231,000	$72.9M	0.23%
56	DISDISNEY WALT CO	722,267	$71.7M	0.22%	Put
57	GSGOLDMAN SACHS GROUP INC	157,623	$71.3M	0.22%	Put
58	PGPROCTER AND GAMBLE CO	429,000	$70.7M	0.22%	Put
59	TXNTEXAS INSTRS INC	363,600	$70.7M	0.22%	Put
60	ZS 0.125 07/01/25ZSCALER INC	52,000,000	$70.1M	0.22%
61	NKENIKE INC	913,040	$68.8M	0.22%	Put
62	EXASEXACT SCIENCES CORP	70,371,000	$68.8M	0.22%
63	AMATAPPLIED MATLS INC	290,617	$68.6M	0.21%	Put
64	BABOEING CO	371,426	$67.6M	0.21%	Put
65	SBUXSTARBUCKS CORP	865,203	$67.4M	0.21%	Put
66	X 5 11/01/26UNITED STATES STL CORP	23,500,000	$67.0M	0.21%
67	PYPLPAYPAL HLDGS INC	1,134,225	$65.8M	0.21%	Put
68	PANWPALO ALTO NETWORKS INC	192,506	$65.3M	0.20%	Put
69	CVXCHEVRON CORP NEW	411,791	$64.4M	0.20%	Put
70	ABBVABBVIE INC	373,300	$64.0M	0.20%	Put
71	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	36,345,000	$63.3M	0.20%
72	CATCATERPILLAR INC	182,654	$60.8M	0.19%	Put
73	GEGE AEROSPACE	380,206	$60.4M	0.19%	Put
74	IBMINTERNATIONAL BUSINESS MACHS	342,329	$59.2M	0.19%	Put
75	PEPPEPSICO INC	353,083	$58.2M	0.18%	Put
76	GTLS 1 11/15/24CHART INDS INC	22,880,000	$56.5M	0.18%
77	PFEPFIZER INC	1,998,634	$55.9M	0.18%	Put
78	MDB 0.25 01/15/26MONGODB INC	42,300,000	$55.9M	0.17%
79	TRVCCITIGROUP INC	872,150	$55.3M	0.17%	Put
80	MCDMCDONALDS CORP	212,643	$54.2M	0.17%	Put
81	ATI 3.5 06/15/25ATI INC	14,553,000	$52.1M	0.16%
82	CMCSACOMCAST CORP NEW	1,318,842	$51.6M	0.16%	Put
83	DDOG 0.125 06/15/25DATADOG INC	35,000,000	$50.8M	0.16%
84	BACVERIZON COMMUNICATIONS INC	1,218,769	$50.3M	0.16%	Put
85	INVA 2.5 08/15/25INNOVIVA INC	44,500,000	$49.2M	0.15%
86	CNK 4.5 08/15/25CINEMARK HLDGS INC	30,788,000	$48.8M	0.15%
87	NOWSERVICENOW INC	60,853	$47.9M	0.15%	Put
88	TMOTHERMO FISHER SCIENTIFIC INC	85,005	$47.0M	0.15%	Put
89	HLTHILTON WORLDWIDE HLDGS INC	211,173	$46.1M	0.14%	Put
90	USMVISHARES TR	547,018	$45.9M	0.14%
91	PR 3.25 04/01/28PERMIAN RESOURCES CORP	16,607,000	$45.8M	0.14%
92	UPSUNITED PARCEL SERVICE INC	326,874	$44.7M	0.14%	Put
93	TAT&T INC	2,340,157	$44.7M	0.14%	Put
94	VRNS 1.25 08/15/25VARONIS SYS INC	27,273,000	$44.4M	0.14%
95	CYTK 4 11/15/26CYTOKINETICS INC	8,631,000	$44.4M	0.14%
96	OMCL 0.25 09/15/25OMNICELL COM	47,040,000	$44.3M	0.14%
97	TMUST-MOBILE US INC	251,000	$44.2M	0.14%	Put
98	ISRGINTUITIVE SURGICAL INC	97,900	$43.5M	0.14%	Put
99	HONHONEYWELL INTL INC	201,063	$42.9M	0.13%	Put
100	ACNACCENTURE PLC IRELAND	138,072	$41.9M	0.13%	Put

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