CAPSTONE INVESTMENT ADVISORS, LLC Q3 2024 Filing

Filed November 14, 2024

Portfolio Value

$32.9B

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	$7.8B	23.80%	Put
2	NDQINVESCO QQQ TR	7,270,925	$3.5B	10.80%	Put
3	NVDANVIDIA CORPORATION	14,817,550	$1.8B	5.48%	Put
4	AAPLAPPLE INC	4,245,718	$989.3M	3.01%	Put
5	VOOVANGUARD INDEX FDS	1,859,400	$981.1M	2.99%	Put
6	MSFTMICROSOFT CORP	2,207,038	$949.7M	2.89%	Put
7	METAMETA PLATFORMS INC	1,306,221	$747.7M	2.28%	Put
8	HYGISHARES TR	8,524,201	$684.5M	2.08%	Put
9	AMZNAMAZON COM INC	3,571,037	$665.4M	2.02%	Put
10	IWMISHARES TR	2,873,637	$634.8M	1.93%	Put
11	GOOGLALPHABET INC	2,524,419	$418.7M	1.27%	Put
12	TSLATESLA INC	1,461,409	$382.3M	1.16%	Put
13	GOOGALPHABET INC	1,950,880	$326.2M	0.99%	Put
14	AVGOBROADCOM INC	1,827,134	$315.2M	0.96%	Put
15	GDXVANECK ETF TRUST	7,628,400	$303.8M	0.92%	Put
16	IVVISHARES TR	455,571	$262.8M	0.80%
17	GQ9SPDR GOLD TR	1,058,200	$257.2M	0.78%	Call
18	XLFSELECT SECTOR SPDR TR	5,654,712	$256.3M	0.78%	Put
19	JPMJPMORGAN CHASE & CO.	1,129,825	$238.2M	0.72%	Put
20	COSTCOSTCO WHSL CORP NEW	220,992	$195.9M	0.60%	Put
21	XLISELECT SECTOR SPDR TR	1,359,800	$184.2M	0.56%	Put
22	NFLXNETFLIX INC	254,881	$180.8M	0.55%	Put
23	LLYELI LILLY & CO	187,981	$166.5M	0.51%	Put
24	EEMISHARES TR	3,629,885	$166.5M	0.51%	Put
25	NVMI 0 10/15/25NOVA LTD	58,150,000	$162.5M	0.49%
26	NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC	48,257,000	$151.5M	0.46%
27	XOMEXXON MOBIL CORP	1,243,484	$145.8M	0.44%	Put
28	BACBANK AMERICA CORP	3,645,046	$144.6M	0.44%	Put
29	XOPSPDR SER TR	1,017,069	$133.8M	0.41%	Put
30	ORCLORACLE CORP	746,200	$127.2M	0.39%	Put
31	LQDISHARES TR	1,123,801	$127.0M	0.39%	Put
32	ADBEADOBE INC	242,707	$125.7M	0.38%	Put
33	WMTWALMART INC	1,519,316	$122.7M	0.37%	Put
34	CRMSALESFORCE INC	431,034	$118.0M	0.36%	Put
35	JNJJOHNSON & JOHNSON	671,579	$108.8M	0.33%	Put
36	BRK/BBERKSHIRE HATHAWAY INC DEL	232,576	$107.0M	0.33%	Put
37	HDHOME DEPOT INC	258,900	$104.9M	0.32%	Put
38	NTRA 2.25 05/01/27NATERA INC	31,518,000	$104.5M	0.32%
39	QCOMQUALCOMM INC	595,276	$101.2M	0.31%	Put
40	PGPROCTER AND GAMBLE CO	568,314	$98.4M	0.30%	Put
41	DWDMORGAN STANLEY	942,814	$98.3M	0.30%	Put
42	VVISA INC	347,600	$95.6M	0.29%	Put
43	AMDADVANCED MICRO DEVICES INC	576,734	$94.6M	0.29%	Put
44	VRNS 1.25 08/15/25VARONIS SYS INC	49,054,000	$90.8M	0.28%
45	UNHUNITEDHEALTH GROUP INC	142,752	$83.5M	0.25%	Put
46	IBMINTERNATIONAL BUSINESS MACHS	371,007	$82.0M	0.25%	Put
47	MRKMERCK & CO INC	709,421	$80.6M	0.25%	Put
48	INTUINTUIT	127,395	$79.1M	0.24%	Put
49	ABBVABBVIE INC	395,136	$78.0M	0.24%	Put
50	MUMICRON TECHNOLOGY INC	750,914	$77.9M	0.24%	Put
51	TXNTEXAS INSTRS INC	376,339	$77.7M	0.24%	Put
52	MAMASTERCARD INCORPORATED	154,950	$76.5M	0.23%	Put
53	WFCWELLS FARGO CO NEW	1,342,490	$75.8M	0.23%	Put
54	CSCOCISCO SYS INC	1,390,154	$74.0M	0.23%	Put
55	EXASEXACT SCIENCES CORP	67,371,000	$70.4M	0.21%
56	NET 0 08/15/26CLOUDFLARE INC	75,426,000	$70.0M	0.21%
57	OMCL 0.25 09/15/25OMNICELL COM	72,470,000	$69.4M	0.21%
58	W 1 08/15/26WAYFAIR INC	73,341,000	$68.6M	0.21%
59	GMGENERAL MTRS CO	1,524,535	$68.4M	0.21%	Put
60	CYBR 0 11/15/24CYBERARK SOFTWARE LTD	36,345,000	$67.4M	0.21%
61	PYPLPAYPAL HLDGS INC	858,511	$67.0M	0.20%	Put
62	NKENIKE INC	745,766	$65.9M	0.20%	Put
63	GSGOLDMAN SACHS GROUP INC	131,957	$65.3M	0.20%	Put
64	PEPPEPSICO INC	375,957	$63.9M	0.19%	Put
65	ZS 0.125 07/01/25ZSCALER INC	52,000,000	$63.7M	0.19%
66	DISDISNEY WALT CO	653,320	$62.8M	0.19%	Put
67	X 5 11/01/26UNITED STATES STL CORP	23,500,000	$62.7M	0.19%
68	NEO 1.25 05/01/25NEOGENOMICS INC	63,777,000	$62.7M	0.19%
69	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	55,867,000	$62.3M	0.19%
70	INTCINTEL CORP	2,635,444	$61.8M	0.19%	Put
71	SBUXSTARBUCKS CORP	633,499	$61.8M	0.19%	Put
72	TMUST-MOBILE US INC	297,608	$61.4M	0.19%	Put
73	INVA 2.5 08/15/25INNOVIVA INC	50,500,000	$60.8M	0.19%
74	CVXCHEVRON CORP NEW	411,503	$60.6M	0.18%	Put
75	PANWPALO ALTO NETWORKS INC	175,000	$59.8M	0.18%	Put
76	MMM3M CO	436,700	$59.7M	0.18%	Put
77	MDB 0.25 01/15/26MONGODB INC	42,300,000	$58.5M	0.18%
78	ISRGINTUITIVE SURGICAL INC	116,799	$57.4M	0.17%	Put
79	AMATAPPLIED MATLS INC	280,827	$56.7M	0.17%	Put
80	NOWSERVICENOW INC	62,027	$55.5M	0.17%	Put
81	BACVERIZON COMMUNICATIONS INC	1,227,463	$55.1M	0.17%	Put
82	CATCATERPILLAR INC	139,803	$54.7M	0.17%	Put
83	BABOEING CO	356,241	$54.2M	0.16%	Put
84	PFEPFIZER INC	1,869,663	$54.1M	0.16%	Put
85	TAT&T INC	2,442,100	$53.7M	0.16%	Put
86	GEGE AEROSPACE	284,397	$53.6M	0.16%	Put
87	MCDMCDONALDS CORP	174,299	$53.1M	0.16%	Put
88	LINLINDE PLC	109,208	$52.1M	0.16%	Put
89	TDOC 0.875 06/01/25LIVONGO HEALTH INC	53,621,000	$52.0M	0.16%
90	TMOTHERMO FISHER SCIENTIFIC INC	83,202	$51.5M	0.16%	Put
91	CNX 2.25 05/01/26CNX RES CORP	20,104,000	$51.3M	0.16%
92	CMCSACOMCAST CORP NEW	1,154,983	$48.2M	0.15%	Put
93	CNK 4.5 08/15/25CINEMARK HLDGS INC	24,288,000	$48.2M	0.15%
94	GTLS 1 11/15/24CHART INDS INC	22,880,000	$48.0M	0.15%
95	TRVCCITIGROUP INC	763,882	$47.8M	0.15%	Put
96	ECPG 3.25 10/01/25ENCORE CAP GROUP INC	36,489,000	$46.9M	0.14%
97	IONS 0 04/01/26IONIS PHARMACEUTICALS INC	46,450,000	$46.5M	0.14%
98	KOCOCA COLA CO	645,589	$46.4M	0.14%	Put
99	DDOG 0.125 06/15/25DATADOG INC	35,000,000	$45.5M	0.14%
100	FSLRFIRST SOLAR INC	177,456	$44.3M	0.13%	Put

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