CAPSTONE INVESTMENT ADVISORS, LLC Q2 2024 Filing
Filed August 14, 2024
Portfolio Value
$31918.2T
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 | $5908.9T | 18.51% | Put |
| 2 | NDQINVESCO QQQ TR | 8,976,953 | $4300.9T | 13.47% | Put |
| 3 | NVDANVIDIA CORPORATION | 16,149,352 | $1995.1T | 6.25% | Put |
| 4 | MSFTMICROSOFT CORP | 2,633,178 | $1176.9T | 3.69% | Put |
| 5 | AAPLAPPLE INC | 5,209,405 | $1097.2T | 3.44% | Put |
| 6 | IWMISHARES TR | 3,977,530 | $807.0T | 2.53% | Put |
| 7 | AMZNAMAZON COM INC | 4,039,512 | $780.6T | 2.45% | Put |
| 8 | METAMETA PLATFORMS INC | 1,451,708 | $732.0T | 2.29% | Put |
| 9 | HYGISHARES TR | 7,425,101 | $572.8T | 1.79% | Put |
| 10 | GOOGLALPHABET INC | 3,008,678 | $548.0T | 1.72% | Put |
| 11 | TSLATESLA INC | 2,526,412 | $499.9T | 1.57% | Put |
| 12 | GOOGALPHABET INC | 2,245,533 | $411.9T | 1.29% | Put |
| 13 | EFAISHARES TR | 4,585,301 | $359.2T | 1.13% | Put |
| 14 | AVGOBROADCOM INC | 195,053 | $313.2T | 0.98% | Put |
| 15 | IVVISHARES TR | 455,571 | $249.3T | 0.78% | |
| 16 | JPMJPMORGAN CHASE & CO. | 1,200,728 | $242.9T | 0.76% | Put |
| 17 | XLFSELECT SECTOR SPDR TR | 5,617,327 | $230.9T | 0.72% | Put |
| 18 | COSTCOSTCO WHSL CORP NEW | 235,174 | $199.9T | 0.63% | Put |
| 19 | NFLXNETFLIX INC | 293,659 | $198.2T | 0.62% | Put |
| 20 | NVMI 0 10/15/25NOVA LTD | 58,993,000 | $185.4T | 0.58% | |
| 21 | XOMEXXON MOBIL CORP | 1,430,506 | $164.7T | 0.52% | Put |
| 22 | LLYELI LILLY & CO | 174,906 | $158.4T | 0.50% | Put |
| 23 | GMGENERAL MTRS CO | 3,218,868 | $149.5T | 0.47% | Put |
| 24 | GQ9SPDR GOLD TR | 690,401 | $148.4T | 0.47% | Call |
| 25 | XLVSELECT SECTOR SPDR TR | 990,370 | $144.3T | 0.45% | Put |
| 26 | GDXVANECK ETF TRUST | 4,214,736 | $143.0T | 0.45% | Put |
| 27 | QCOMQUALCOMM INC | 716,797 | $142.8T | 0.45% | Put |
| 28 | ADBEADOBE INC | 248,412 | $138.0T | 0.43% | Put |
| 29 | BACBANK AMERICA CORP | 3,429,096 | $136.4T | 0.43% | Put |
| 30 | EEMISHARES TR | 3,153,544 | $134.3T | 0.42% | Put |
| 31 | CRMSALESFORCE INC | 516,059 | $132.7T | 0.42% | Put |
| 32 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 45,320,000 | $131.8T | 0.41% | |
| 33 | XOPSPDR SER TR | 899,558 | $130.9T | 0.41% | Put |
| 34 | XLISELECT SECTOR SPDR TR | 1,029,141 | $125.4T | 0.39% | Put |
| 35 | WMTWALMART INC | 1,748,491 | $118.4T | 0.37% | Put |
| 36 | IEFISHARES TR | 1,250,001 | $117.1T | 0.37% | Call |
| 37 | LQDISHARES TR | 1,080,101 | $115.7T | 0.36% | Put |
| 38 | WFCWELLS FARGO CO NEW | 1,850,866 | $109.9T | 0.34% | Put |
| 39 | MUMICRON TECHNOLOGY INC | 788,916 | $103.8T | 0.33% | Put |
| 40 | JNJJOHNSON & JOHNSON | 706,810 | $103.3T | 0.32% | Put |
| 41 | ORCLORACLE CORP | 685,263 | $96.8T | 0.30% | Put |
| 42 | MRKMERCK & CO INC | 771,127 | $95.5T | 0.30% | Put |
| 43 | DWDMORGAN STANLEY | 969,609 | $94.2T | 0.30% | Put |
| 44 | HDHOME DEPOT INC | 266,432 | $91.7T | 0.29% | Put |
| 45 | NTRA 2.25 05/01/27NATERA INC | 31,518,000 | $89.6T | 0.28% | |
| 46 | EMBISHARES TR | 1,004,401 | $88.9T | 0.28% | Put |
| 47 | MAMASTERCARD INCORPORATED | 200,265 | $88.3T | 0.28% | Put |
| 48 | VVISA INC | 326,253 | $85.6T | 0.27% | Put |
| 49 | INTUINTUIT | 127,363 | $83.7T | 0.26% | Put |
| 50 | AMDADVANCED MICRO DEVICES INC | 506,780 | $82.2T | 0.26% | Put |
| 51 | INTCINTEL CORP | 2,645,832 | $81.9T | 0.26% | Put |
| 52 | UNHUNITEDHEALTH GROUP INC | 159,381 | $81.2T | 0.25% | Put |
| 53 | CSCOCISCO SYS INC | 1,662,532 | $79.0T | 0.25% | Put |
| 54 | BRK/BBERKSHIRE HATHAWAY INC DEL | 187,697 | $76.4T | 0.24% | Put |
| 55 | JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD | 73,231,000 | $72.9T | 0.23% | |
| 56 | DISDISNEY WALT CO | 722,267 | $71.7T | 0.22% | Put |
| 57 | GSGOLDMAN SACHS GROUP INC | 157,623 | $71.3T | 0.22% | Put |
| 58 | PGPROCTER AND GAMBLE CO | 429,000 | $70.8T | 0.22% | Put |
| 59 | TXNTEXAS INSTRS INC | 363,600 | $70.7T | 0.22% | Put |
| 60 | ZS 0.125 07/01/25ZSCALER INC | 52,000,000 | $70.1T | 0.22% | |
| 61 | NKENIKE INC | 913,040 | $68.8T | 0.22% | Put |
| 62 | EXASEXACT SCIENCES CORP | 70,371,000 | $68.8T | 0.22% | |
| 63 | AMATAPPLIED MATLS INC | 290,617 | $68.6T | 0.21% | Put |
| 64 | BABOEING CO | 371,426 | $67.6T | 0.21% | Put |
| 65 | SBUXSTARBUCKS CORP | 865,203 | $67.4T | 0.21% | Put |
| 66 | X 5 11/01/26UNITED STATES STL CORP | 23,500,000 | $67.0T | 0.21% | |
| 67 | PYPLPAYPAL HLDGS INC | 1,134,225 | $65.8T | 0.21% | Put |
| 68 | PANWPALO ALTO NETWORKS INC | 192,506 | $65.3T | 0.20% | Put |
| 69 | CVXCHEVRON CORP NEW | 411,791 | $64.4T | 0.20% | Put |
| 70 | ABBVABBVIE INC | 373,300 | $64.0T | 0.20% | Put |
| 71 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 36,345,000 | $63.3T | 0.20% | |
| 72 | CATCATERPILLAR INC | 182,654 | $60.8T | 0.19% | Put |
| 73 | GEGE AEROSPACE | 380,206 | $60.4T | 0.19% | Put |
| 74 | IBMINTERNATIONAL BUSINESS MACHS | 342,329 | $59.2T | 0.19% | Put |
| 75 | PEPPEPSICO INC | 353,083 | $58.2T | 0.18% | Put |
| 76 | GTLS 1 11/15/24CHART INDS INC | 22,880,000 | $56.5T | 0.18% | |
| 77 | PFEPFIZER INC | 1,998,634 | $55.9T | 0.18% | Put |
| 78 | MDB 0.25 01/15/26MONGODB INC | 42,300,000 | $55.9T | 0.17% | |
| 79 | TRVCCITIGROUP INC | 872,150 | $55.3T | 0.17% | Put |
| 80 | MCDMCDONALDS CORP | 212,643 | $54.2T | 0.17% | Put |
| 81 | ATI 3.5 06/15/25ATI INC | 14,553,000 | $52.2T | 0.16% | |
| 82 | CMCSACOMCAST CORP NEW | 1,318,842 | $51.6T | 0.16% | Put |
| 83 | DDOG 0.125 06/15/25DATADOG INC | 35,000,000 | $50.8T | 0.16% | |
| 84 | BACVERIZON COMMUNICATIONS INC | 1,218,769 | $50.3T | 0.16% | Put |
| 85 | INVA 2.5 08/15/25INNOVIVA INC | 44,500,000 | $49.2T | 0.15% | |
| 86 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 30,788,000 | $48.8T | 0.15% | |
| 87 | NOWSERVICENOW INC | 60,853 | $47.9T | 0.15% | Put |
| 88 | TMOTHERMO FISHER SCIENTIFIC INC | 85,005 | $47.0T | 0.15% | Put |
| 89 | HLTHILTON WORLDWIDE HLDGS INC | 211,173 | $46.1T | 0.14% | Put |
| 90 | USMVISHARES TR | 547,018 | $45.9T | 0.14% | |
| 91 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 16,607,000 | $45.8T | 0.14% | |
| 92 | UPSUNITED PARCEL SERVICE INC | 326,874 | $44.7T | 0.14% | Put |
| 93 | TAT&T INC | 2,340,157 | $44.7T | 0.14% | Put |
| 94 | VRNS 1.25 08/15/25VARONIS SYS INC | 27,273,000 | $44.4T | 0.14% | |
| 95 | CYTK 4 11/15/26CYTOKINETICS INC | 8,631,000 | $44.4T | 0.14% | |
| 96 | OMCL 0.25 09/15/25OMNICELL COM | 47,040,000 | $44.3T | 0.14% | |
| 97 | TMUST-MOBILE US INC | 251,000 | $44.2T | 0.14% | Put |
| 98 | ISRGINTUITIVE SURGICAL INC | 97,900 | $43.6T | 0.14% | Put |
| 99 | HONHONEYWELL INTL INC | 201,063 | $42.9T | 0.13% | Put |
| 100 | ACNACCENTURE PLC IRELAND | 138,072 | $41.9T | 0.13% | Put |
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