CAPSTONE INVESTMENT ADVISORS, LLC Q3 2024 Filing
Filed November 14, 2024
Portfolio Value
$32860.2T
Holdings
867
Report Date
Q3 2024
Filing Type
13F-HR
All Holdings (867 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 13,632,505 | $7821.8T | 23.80% | Put |
| 2 | NDQINVESCO QQQ TR | 7,270,925 | $3548.7T | 10.80% | Put |
| 3 | NVDANVIDIA CORPORATION | 14,817,550 | $1799.4T | 5.48% | Put |
| 4 | AAPLAPPLE INC | 4,245,718 | $989.3T | 3.01% | Put |
| 5 | VOOVANGUARD INDEX FDS | 1,859,400 | $981.1T | 2.99% | Put |
| 6 | MSFTMICROSOFT CORP | 2,207,038 | $949.7T | 2.89% | Put |
| 7 | METAMETA PLATFORMS INC | 1,306,221 | $747.7T | 2.28% | Put |
| 8 | HYGISHARES TR | 8,524,201 | $684.5T | 2.08% | Put |
| 9 | AMZNAMAZON COM INC | 3,571,037 | $665.4T | 2.02% | Put |
| 10 | IWMISHARES TR | 2,873,637 | $634.8T | 1.93% | Put |
| 11 | GOOGLALPHABET INC | 2,524,419 | $418.7T | 1.27% | Put |
| 12 | TSLATESLA INC | 1,461,409 | $382.3T | 1.16% | Put |
| 13 | GOOGALPHABET INC | 1,950,880 | $326.2T | 0.99% | Put |
| 14 | AVGOBROADCOM INC | 1,827,134 | $315.2T | 0.96% | Put |
| 15 | GDXVANECK ETF TRUST | 7,628,400 | $303.8T | 0.92% | Put |
| 16 | IVVISHARES TR | 455,571 | $262.8T | 0.80% | |
| 17 | GQ9SPDR GOLD TR | 1,058,200 | $257.2T | 0.78% | Call |
| 18 | XLFSELECT SECTOR SPDR TR | 5,654,712 | $256.3T | 0.78% | Put |
| 19 | JPMJPMORGAN CHASE & CO. | 1,129,825 | $238.2T | 0.72% | Put |
| 20 | COSTCOSTCO WHSL CORP NEW | 220,992 | $195.9T | 0.60% | Put |
| 21 | XLISELECT SECTOR SPDR TR | 1,359,800 | $184.2T | 0.56% | Put |
| 22 | NFLXNETFLIX INC | 254,881 | $180.8T | 0.55% | Put |
| 23 | LLYELI LILLY & CO | 187,981 | $166.5T | 0.51% | Put |
| 24 | EEMISHARES TR | 3,629,885 | $166.5T | 0.51% | Put |
| 25 | NVMI 0 10/15/25NOVA LTD | 58,150,000 | $162.5T | 0.49% | |
| 26 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 48,257,000 | $151.5T | 0.46% | |
| 27 | XOMEXXON MOBIL CORP | 1,243,484 | $145.8T | 0.44% | Put |
| 28 | BACBANK AMERICA CORP | 3,645,046 | $144.6T | 0.44% | Put |
| 29 | XOPSPDR SER TR | 1,017,069 | $133.8T | 0.41% | Put |
| 30 | ORCLORACLE CORP | 746,200 | $127.2T | 0.39% | Put |
| 31 | LQDISHARES TR | 1,123,801 | $127.0T | 0.39% | Put |
| 32 | ADBEADOBE INC | 242,707 | $125.7T | 0.38% | Put |
| 33 | WMTWALMART INC | 1,519,316 | $122.7T | 0.37% | Put |
| 34 | CRMSALESFORCE INC | 431,034 | $118.0T | 0.36% | Put |
| 35 | JNJJOHNSON & JOHNSON | 671,579 | $108.8T | 0.33% | Put |
| 36 | BRK/BBERKSHIRE HATHAWAY INC DEL | 232,576 | $107.0T | 0.33% | Put |
| 37 | HDHOME DEPOT INC | 258,900 | $104.9T | 0.32% | Put |
| 38 | NTRA 2.25 05/01/27NATERA INC | 31,518,000 | $104.5T | 0.32% | |
| 39 | QCOMQUALCOMM INC | 595,276 | $101.2T | 0.31% | Put |
| 40 | PGPROCTER AND GAMBLE CO | 568,314 | $98.4T | 0.30% | Put |
| 41 | DWDMORGAN STANLEY | 942,814 | $98.3T | 0.30% | Put |
| 42 | VVISA INC | 347,600 | $95.6T | 0.29% | Put |
| 43 | AMDADVANCED MICRO DEVICES INC | 576,734 | $94.6T | 0.29% | Put |
| 44 | VRNS 1.25 08/15/25VARONIS SYS INC | 49,054,000 | $90.8T | 0.28% | |
| 45 | UNHUNITEDHEALTH GROUP INC | 142,752 | $83.5T | 0.25% | Put |
| 46 | IBMINTERNATIONAL BUSINESS MACHS | 371,007 | $82.0T | 0.25% | Put |
| 47 | MRKMERCK & CO INC | 709,421 | $80.6T | 0.25% | Put |
| 48 | INTUINTUIT | 127,395 | $79.1T | 0.24% | Put |
| 49 | ABBVABBVIE INC | 395,136 | $78.0T | 0.24% | Put |
| 50 | MUMICRON TECHNOLOGY INC | 750,914 | $77.9T | 0.24% | Put |
| 51 | TXNTEXAS INSTRS INC | 376,339 | $77.7T | 0.24% | Put |
| 52 | MAMASTERCARD INCORPORATED | 154,950 | $76.5T | 0.23% | Put |
| 53 | WFCWELLS FARGO CO NEW | 1,342,490 | $75.8T | 0.23% | Put |
| 54 | CSCOCISCO SYS INC | 1,390,154 | $74.0T | 0.23% | Put |
| 55 | EXASEXACT SCIENCES CORP | 67,371,000 | $70.4T | 0.21% | |
| 56 | NET 0 08/15/26CLOUDFLARE INC | 75,426,000 | $70.0T | 0.21% | |
| 57 | OMCL 0.25 09/15/25OMNICELL COM | 72,470,000 | $69.4T | 0.21% | |
| 58 | W 1 08/15/26WAYFAIR INC | 73,341,000 | $68.6T | 0.21% | |
| 59 | GMGENERAL MTRS CO | 1,524,535 | $68.4T | 0.21% | Put |
| 60 | CYBR 0 11/15/24CYBERARK SOFTWARE LTD | 36,345,000 | $67.4T | 0.21% | |
| 61 | PYPLPAYPAL HLDGS INC | 858,511 | $67.0T | 0.20% | Put |
| 62 | NKENIKE INC | 745,766 | $65.9T | 0.20% | Put |
| 63 | GSGOLDMAN SACHS GROUP INC | 131,957 | $65.3T | 0.20% | Put |
| 64 | PEPPEPSICO INC | 375,957 | $63.9T | 0.19% | Put |
| 65 | ZS 0.125 07/01/25ZSCALER INC | 52,000,000 | $63.7T | 0.19% | |
| 66 | DISDISNEY WALT CO | 653,320 | $62.8T | 0.19% | Put |
| 67 | X 5 11/01/26UNITED STATES STL CORP | 23,500,000 | $62.7T | 0.19% | |
| 68 | NEO 1.25 05/01/25NEOGENOMICS INC | 63,777,000 | $62.7T | 0.19% | |
| 69 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 55,867,000 | $62.3T | 0.19% | |
| 70 | INTCINTEL CORP | 2,635,444 | $61.8T | 0.19% | Put |
| 71 | SBUXSTARBUCKS CORP | 633,499 | $61.8T | 0.19% | Put |
| 72 | TMUST-MOBILE US INC | 297,608 | $61.4T | 0.19% | Put |
| 73 | INVA 2.5 08/15/25INNOVIVA INC | 50,500,000 | $60.8T | 0.19% | |
| 74 | CVXCHEVRON CORP NEW | 411,503 | $60.6T | 0.18% | Put |
| 75 | PANWPALO ALTO NETWORKS INC | 175,000 | $59.8T | 0.18% | Put |
| 76 | MMM3M CO | 436,700 | $59.7T | 0.18% | Put |
| 77 | MDB 0.25 01/15/26MONGODB INC | 42,300,000 | $58.5T | 0.18% | |
| 78 | ISRGINTUITIVE SURGICAL INC | 116,799 | $57.4T | 0.17% | Put |
| 79 | AMATAPPLIED MATLS INC | 280,827 | $56.7T | 0.17% | Put |
| 80 | NOWSERVICENOW INC | 62,027 | $55.5T | 0.17% | Put |
| 81 | BACVERIZON COMMUNICATIONS INC | 1,227,463 | $55.1T | 0.17% | Put |
| 82 | CATCATERPILLAR INC | 139,803 | $54.7T | 0.17% | Put |
| 83 | BABOEING CO | 356,241 | $54.2T | 0.16% | Put |
| 84 | PFEPFIZER INC | 1,869,663 | $54.1T | 0.16% | Put |
| 85 | TAT&T INC | 2,442,100 | $53.7T | 0.16% | Put |
| 86 | GEGE AEROSPACE | 284,397 | $53.6T | 0.16% | Put |
| 87 | MCDMCDONALDS CORP | 174,299 | $53.1T | 0.16% | Put |
| 88 | LINLINDE PLC | 109,208 | $52.1T | 0.16% | Put |
| 89 | TDOC 0.875 06/01/25LIVONGO HEALTH INC | 53,621,000 | $52.0T | 0.16% | |
| 90 | TMOTHERMO FISHER SCIENTIFIC INC | 83,202 | $51.5T | 0.16% | Put |
| 91 | CNX 2.25 05/01/26CNX RES CORP | 20,104,000 | $51.3T | 0.16% | |
| 92 | CMCSACOMCAST CORP NEW | 1,154,983 | $48.2T | 0.15% | Put |
| 93 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 24,288,000 | $48.2T | 0.15% | |
| 94 | GTLS 1 11/15/24CHART INDS INC | 22,880,000 | $48.0T | 0.15% | |
| 95 | TRVCCITIGROUP INC | 763,882 | $47.8T | 0.15% | Put |
| 96 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 36,489,000 | $46.9T | 0.14% | |
| 97 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 46,450,000 | $46.5T | 0.14% | |
| 98 | KOCOCA COLA CO | 645,589 | $46.4T | 0.14% | Put |
| 99 | DDOG 0.125 06/15/25DATADOG INC | 35,000,000 | $45.5T | 0.14% | |
| 100 | FSLRFIRST SOLAR INC | 177,456 | $44.3T | 0.13% | Put |
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