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	NDQINVESCO QQQ TR	8,976,953	$4.3B	13.47%	Put
2	GOSS 5 06/01/27GOSSAMER BIO INC	9,000,000	$4.0B	12.53%
3	NOTV 3.25 10/15/27INOTIV INC	7,610,000	$2.0B	6.27%
4	NVDANVIDIA CORPORATION	16,149,352	$2.0B	6.24%	Put
5	MSFTMICROSOFT CORP	2,633,178	$1.2B	3.68%	Put
6	AAPLAPPLE INC	5,209,405	$1.1B	3.43%	Put
7	VERI 1.75 11/15/26VERITONE INC	5,000,000	$1.0B	3.13%
8	RDFN 0.5 04/01/27REDFIN CORP	3,000,000	$1.0B	3.13%
9	IWMISHARES TR	3,977,530	$806.0M	2.53%	Put
10	AMZNAMAZON COM INC	4,039,512	$779.0M	2.44%	Put
11	HYGISHARES TR	7,425,101	$572.0M	1.79%	Put
12	GOOGLALPHABET INC	3,008,678	$546.0M	1.71%	Put
13	TSLATESLA INC	2,526,412	$498.0M	1.56%	Put
14	GOOGALPHABET INC	2,245,533	$410.0M	1.28%	Put
15	EFAISHARES TR	4,585,301	$358.0M	1.12%	Put
16	DNAGINKGO BIOWORKS HOLDINGS INC	723,942	$242.0M	0.76%
17	JPMJPMORGAN CHASE & CO.	1,200,728	$242.0M	0.76%	Put
18	XLFSELECT SECTOR SPDR TR	5,617,327	$230.0M	0.72%	Put
19	NVMI 0 10/15/25NOVA LTD	58,993,000	$185.0M	0.58%
20	XOMEXXON MOBIL CORP	1,430,506	$163.0M	0.51%	Put
21	GQ9SPDR GOLD TR	690,401	$148.0M	0.46%	Call
22	GMGENERAL MTRS CO	3,218,868	$147.8M	0.46%	Put
23	XLVSELECT SECTOR SPDR TR	990,370	$144.1M	0.45%	Put
24	QCOMQUALCOMM INC	716,797	$142.0M	0.44%	Put
25	GDXVANECK ETF TRUST	4,214,736	$142.0M	0.44%	Put
26	BACBANK AMERICA CORP	3,429,096	$134.0M	0.42%	Put
27	EEMISHARES TR	3,153,544	$134.0M	0.42%	Put
28	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	45,320,000	$131.0M	0.41%
29	CRMSALESFORCE INC	516,059	$131.0M	0.41%	Put
30	XOPSPDR SER TR	899,558	$130.0M	0.41%	Put
31	XLISELECT SECTOR SPDR TR	1,029,141	$124.1M	0.39%	Put
32	IEFISHARES TR	1,250,001	$117.0M	0.37%	Call
33	WMTWALMART INC	1,748,491	$117.0M	0.37%	Put
34	LQDISHARES TR	1,080,101	$115.0M	0.36%	Put
35	WFCWELLS FARGO CO NEW	1,850,866	$108.6M	0.34%	Put
36	MUMICRON TECHNOLOGY INC	788,916	$102.0M	0.32%	Put
37	JNJJOHNSON & JOHNSON	706,810	$101.0M	0.32%	Put
38	ORCLORACLE CORP	685,263	$96.0M	0.30%	Put
39	MRKMERCK & CO INC	771,127	$94.0M	0.29%	Put
40	DWDMORGAN STANLEY	969,609	$93.0M	0.29%	Put
41	HDHOME DEPOT INC	266,432	$91.0M	0.29%	Put
42	NTRA 2.25 05/01/27NATERA INC	31,518,000	$89.0M	0.28%
43	EMBISHARES TR	1,004,401	$88.0M	0.28%	Put
44	MAMASTERCARD INCORPORATED	200,265	$87.0M	0.27%	Put
45	VVISA INC	326,253	$84.0M	0.26%	Put
46	AMDADVANCED MICRO DEVICES INC	506,780	$81.0M	0.25%	Put
47	INTCINTEL CORP	2,645,832	$80.0M	0.25%	Put
48	CSCOCISCO SYS INC	1,662,532	$78.0M	0.24%	Put
49	BRK/BBERKSHIRE HATHAWAY INC DEL	187,697	$75.0M	0.23%	Put
50	JAZZ 1.5 08/15/24JAZZ INVESTMENTS I LTD	73,231,000	$72.0M	0.23%
51	TXNTEXAS INSTRS INC	363,600	$70.0M	0.22%	Put
52	DISDISNEY WALT CO	722,267	$70.0M	0.22%	Put
53	ZS 0.125 07/01/25ZSCALER INC	52,000,000	$70.0M	0.22%
54	GSGOLDMAN SACHS GROUP INC	157,623	$69.6M	0.22%	Put
55	PGPROCTER AND GAMBLE CO	429,000	$69.0M	0.22%	Put
56	EXASEXACT SCIENCES CORP	70,371,000	$68.0M	0.21%
57	AMATAPPLIED MATLS INC	290,617	$67.0M	0.21%	Put
58	NKENIKE INC	913,040	$67.0M	0.21%	Put
59	X 5 11/01/26UNITED STATES STL CORP	23,500,000	$66.0M	0.21%
60	BABOEING CO	371,426	$66.0M	0.21%	Put
61	SBUXSTARBUCKS CORP	865,203	$65.0M	0.20%	Put
62	PANWPALO ALTO NETWORKS INC	192,506	$64.2M	0.20%	Put
63	PYPLPAYPAL HLDGS INC	1,134,225	$64.0M	0.20%	Put
64	ABBVABBVIE INC	373,300	$63.0M	0.20%	Put
65	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	36,345,000	$63.0M	0.20%
66	CVXCHEVRON CORP NEW	411,791	$62.5M	0.20%	Put
67	GEGE AEROSPACE	380,206	$59.4M	0.19%	Put
68	CATCATERPILLAR INC	182,654	$59.0M	0.18%	Put
69	IBMINTERNATIONAL BUSINESS MACHS	342,329	$58.4M	0.18%	Put
70	PEPPEPSICO INC	353,083	$57.0M	0.18%	Put
71	GTLS 1 11/15/24CHART INDS INC	22,880,000	$56.0M	0.18%
72	MDB 0.25 01/15/26MONGODB INC	42,300,000	$55.0M	0.17%
73	PFEPFIZER INC	1,998,634	$54.0M	0.17%	Put
74	TRVCCITIGROUP INC	872,150	$54.0M	0.17%	Put
75	MCDMCDONALDS CORP	212,643	$53.0M	0.17%	Put
76	ATI 3.5 06/15/25ATI INC	14,553,000	$52.0M	0.16%
77	DDOG 0.125 06/15/25DATADOG INC	35,000,000	$50.0M	0.16%
78	CMCSACOMCAST CORP NEW	1,318,842	$50.0M	0.16%	Put
79	INVA 2.5 08/15/25INNOVIVA INC	44,500,000	$49.0M	0.15%
80	BACVERIZON COMMUNICATIONS INC	1,218,769	$49.0M	0.15%	Put
81	CNK 4.5 08/15/25CINEMARK HLDGS INC	30,788,000	$48.0M	0.15%
82	PR 3.25 04/01/28PERMIAN RESOURCES CORP	16,607,000	$45.0M	0.14%
83	USMVISHARES TR	547,018	$45.0M	0.14%
84	HLTHILTON WORLDWIDE HLDGS INC	211,173	$45.0M	0.14%	Put
85	CYTK 4 11/15/26CYTOKINETICS INC	8,631,000	$44.0M	0.14%
86	VRNS 1.25 08/15/25VARONIS SYS INC	27,273,000	$44.0M	0.14%
87	OMCL 0.25 09/15/25OMNICELL COM	47,040,000	$44.0M	0.14%
88	TAT&T INC	2,340,157	$43.9M	0.14%	Put
89	TMUST-MOBILE US INC	251,000	$43.0M	0.13%	Put
90	UPSUNITED PARCEL SERVICE INC	326,874	$43.0M	0.13%	Put
91	ISRGINTUITIVE SURGICAL INC	97,900	$43.0M	0.13%	Put
92	HONHONEYWELL INTL INC	201,063	$41.0M	0.13%	Put
93	FDXFEDEX CORP	139,643	$40.8M	0.13%	Put
94	ACNACCENTURE PLC IRELAND	138,072	$40.0M	0.13%	Put
95	DYHTARGET CORP	274,734	$39.6M	0.12%	Put
96	RTXRTX CORPORATION	395,172	$39.1M	0.12%	Put
97	ECPG 3.25 10/01/25ENCORE CAP GROUP INC	33,424,000	$39.0M	0.12%
98	LINLINDE PLC	94,260	$39.0M	0.12%	Put
99	TDOC 0.875 06/01/25LIVONGO HEALTH INC	41,751,000	$39.0M	0.12%
100	NEO 1.25 05/01/25NEOGENOMICS INC	40,019,000	$39.0M	0.12%

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