Fund HoldingsCAPSTONE INVESTMENT ADVISORS, LLC

Total Portfolio Value
$3.78B
Total Bought
$6.14B
Total Sold
$3.81B
Net Transaction
+$2.33B
Filing Period:
Securities
SharesValue ($K)
Q2 2023
Q3 2023
Change
Q2 2023
Q3 2023
Weight (%)
Change
SPDR S&P 500 ETF TR(SPY)(Put)1,630,0005,039,500+3,409,500722,5462,154,285+1,431,739
ISHARES TR(Put)010,132,600+10,132,6000698,339+698,339
ISHARES TR(Put)3,542,10018,267,700+14,725,600140,125693,259+553,134
INVESCO QQQ TR(Call)06,007,400+6,007,40002,152,271+2,152,271
SELECT SECTOR SPDR TR(Put)
ST STR FINL ETF
2,052,7007,349,100+5,296,40069,197243,770+174,573
SELECT SECTOR SPDR TR(Put)
ST STR INDL ETF
0795,500+795,500080,648+80,648
SELECT SECTOR SPDR TR(Call)
ST STR INDL ETF
0713,600+713,600072,345+72,345
SPDR S&P 500 ETF TR(SPY)0155,425+155,425066,4411.76%+66,441
MICROSOFT CORP(MSFT)(Call)558,600805,700+247,100190,226254,400+64,174
ACTIVISION BLIZZARD INC0571,000+571,000053,4631.42%+53,463
ALPHABET INC(GOOG)(Put)1,259,1001,531,200+272,100150,714200,373+49,659
NVIDIA CORPORATION(NVDA)(Put)662,000755,000+93,000280,039328,417+48,378
SELECT SECTOR SPDR TR(Call)
ST STR FINL ETF
02,278,900+2,278,900075,591+75,591
ALPHABET INC(GOOG)(Put)1,118,0001,360,600+242,600135,244179,395+44,151
AMAZON COM INC(AMZN)(Put)1,780,1002,135,000+354,900232,054271,401+39,347
SPDR SER TR(Call)
SP O&G EXPL PRO
0265,000+265,000039,196+39,196
SPDR SER TR(Put)
SP O&G EXPL PRO
0265,000+265,000039,196+39,196
HDFC BANK LTD(HDB)0650,756+650,756038,4011.02%+38,401
VANECK ETF TRUST(Call)
GOLD MINERS ETF
01,300,000+1,300,000034,983+34,983
VANECK ETF TRUST(Put)
GOLD MINERS ETF
01,300,000+1,300,000034,983+34,983
SELECT SECTOR SPDR TR
ST STR INDL ETF
0340,021+340,021034,4710.91%+34,471
WALMART INC(WMT)(Call)0335,500+335,500053,657+53,657
TESLA INC(TSLA)(Put)842,7001,010,800+168,100220,594252,922+32,329
SALESFORCE INC(CRM)(Put)0419,900+419,900085,147+85,147
JPMORGAN CHASE & CO(JPM)(Put)356,200551,200+195,00051,80679,935+28,129
SELECT SECTOR SPDR TR
ST STR FINL ETF
0841,615+841,615027,9160.74%+27,916
APPLE INC(AAPL)0155,487+155,487026,6210.71%+26,621
WAYFAIR INC(W)000026,5980.70%+26,598
BANK AMERICA CORP(Put)02,129,200+2,129,200058,297+58,297
WISDOMTREE TR(WT)(Put)66,100358,700+292,6005,50331,655+26,152
RTX CORPORATION(RTX)0347,074+347,074024,9790.66%+24,979
BANK AMERICA CORP(Call)01,373,500+1,373,500037,606+37,606
CISCO SYS INC(CSCO)(Put)0911,500+911,500049,002+49,002
CYTOKINETICS INC(CYTK)000022,3400.59%+22,340
EXXON MOBIL CORP(Put)371,800528,900+157,10039,87662,188+22,313
ABBVIE INC(ABBV)(Put)0331,500+331,500049,413+49,413
EXACT SCIENCES CORP00020,27041,0151.09%+20,744
ALTAIR ENGR INC000020,7290.55%+20,729
WISDOMTREE TR(WT)0225,027+225,027019,8590.53%+19,859
ELI LILLY & CO(LLY)(Put)96,800121,100+24,30045,39765,046+19,649
ALPHABET INC(GOOG)(Call)405,400519,700+114,30048,52668,008+19,482
ACTIVISION BLIZZARD INC(Put)0356,000+356,000033,332+33,332
INTEL CORP(INTC)(Put)01,210,700+1,210,700043,040+43,040
WISDOMTREE TR(WT)(Call)0241,300+241,300021,295+21,295
INTUIT(INTU)(Put)063,100+63,100032,240+32,240
DISNEY WALT CO(DIS)(Call)0419,500+419,500034,000+34,000
ADOBE INC(ADBE)(Put)65,10098,000+32,90031,83349,970+18,137
AMAZON COM INC(AMZN)0216,019+216,019027,4600.73%+27,460
UNITEDHEALTH GROUP INC(UNH)(Put)099,400+99,400050,116+50,116
SEAGEN INC080,000+80,000016,9720.45%+16,972
VISA INC(V)(Put)138,700215,400+76,70032,93849,544+16,606
GENERAL MTRS CO(GM)(Put)0690,700+690,700022,772+22,772
UNITED STATES STL CORP000045,6581.21%+45,658
SAREPTA THERAPEUTICS INC(SRPT)000015,7070.42%+15,707
COSTCO WHSL CORP NEW(COST)(Put)94,900117,400+22,50051,09266,326+15,234
MICROSOFT CORP(MSFT)(Put)1,181,9001,322,400+140,500402,484417,548+15,064
SPDR GOLD TR(GLD)(Put)450,000555,600+105,60080,22295,258+15,036
JAZZ INVESTMENTS I LTD(JAZZ)00030,07144,9591.19%+14,888
NATERA INC(NTRA)00027,30542,1511.12%+14,846
HOME DEPOT INC(HD)049,124+49,124014,8430.39%+14,843
ISHARES TR0372,000+372,000014,1170.37%+14,117
INTEL CORP(INTC)(Call)0516,300+516,300018,354+18,354
META PLATFORMS INC(META)(Put)676,000692,100+16,100193,998207,775+13,777
JOHNSON & JOHNSON(JNJ)(Put)172,200270,600+98,40028,50342,146+13,643
CISCO SYS INC(CSCO)0248,597+248,597013,3650.35%+13,365
INTERNATIONAL BUSINESS MACHS(IBM)(Put)124,700212,200+87,50016,68629,772+13,086
JPMORGAN CHASE & CO(JPM)088,736+88,736012,8680.34%+12,868
HORIZON THERAPEUTICS PUB L0175,000+175,000020,2460.54%+20,246
MERCK & CO INC(MRK)(Put)0273,100+273,100028,116+28,116
ALPHABET INC(GOOG)0146,399+146,399019,3030.51%+19,303
VANECK ETF TRUST
GOLD MINERS ETF
0478,111+478,111012,8660.34%+12,866
TESLA INC(TSLA)(Call)0189,800+189,800047,492+47,492
HOME DEPOT INC(HD)(Put)125,600168,100+42,50039,01650,793+11,777
INNOVIVA INC000023,5360.62%+23,536
LIVONGO HEALTH INC(TDOC)000011,4850.30%+11,485
NETFLIX INC(NFLX)031,911+31,911012,0500.32%+12,050
BROADCOM INC(AVGO)(Put)72,70089,200+16,50063,06274,088+11,026
ISHARES TR(Put)0850,000+850,000086,717+86,717
SALESFORCE INC(CRM)053,818+53,818010,9130.29%+10,913
NETFLIX INC(NFLX)(Put)134,600185,800+51,20059,29070,158+10,868
MASTERCARD INCORPORATED(MA)(Put)92,900119,700+26,80036,53847,390+10,853
SEAGEN INC(Put)050,000+50,000010,608+10,608
PAYPAL HLDGS INC(PYPL)(Call)0218,200+218,200012,756+12,756
ARM HOLDINGS PLC0195,000+195,000010,4360.28%+10,436
ISHARES TR0110,001+110,001011,2220.30%+11,222
CINEMARK HLDGS INC(CNK)00027,38837,7791.00%+10,391
SPDR GOLD TR(GLD)0196,013+196,013033,6060.89%+33,606
SERVICENOW INC(NOW)(Put)39,70057,800+18,10022,31032,308+9,998
ISHARES TR(Put)0120,000+120,00009,902+9,902
JOHNSON & JOHNSON(JNJ)064,268+64,268010,0100.27%+10,010
VERIZON COMMUNICATIONS INC(VZ)0462,944+462,944015,0040.40%+15,004
NVIDIA CORPORATION(NVDA)(Call)151,100168,600+17,50063,91873,339+9,421
ALNYLAM PHARMACEUTICALS INC(ALNY)00009,2750.25%+9,275
COMCAST CORP NEW(CCZ)(Put)0425,400+425,400018,862+18,862
CAPRI HOLDINGS LIMITED
SHS
0175,000+175,00009,2070.24%+9,207
TARGET CORP(TGT)(Put)0166,900+166,900018,454+18,454
LULULEMON ATHLETICA INC(LULU)(Call)022,900+22,90008,830+8,830
OPKO HEALTH INC00008,6650.23%+8,665
KENVUE INC(KVUE)(Call)0421,700+421,70008,468+8,468
INFOSYS LTD(INFY)0507,270+507,27008,6790.23%+8,679
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