CAPSTONE INVESTMENT ADVISORS, LLC
CIK 1426196 · Holdings on Sep 30, 2024 · First reported Nov 14, 2024
Top ten holdings
Q3 2024- SPY18.80%
- VOO9.36%
- IVV5.01%
- 66980MAB23.10%
- 45765UAB92.89%
- 632307AB01.99%
- 922280AB81.73%
- EXK1.34%
- 18915MAC11.33%
- 68213NAD11.32%
Share classes counted separately46.87%
Portfolio value by quarter
What changed this quarter?
Within preview · weight change- SPYWeight increased · +10.65 pp8.15% → 18.80%Shares +1.03M (+150.69%)
- 66980MAB2Weight decreased · -0.95 pp4.05% → 3.10%Shares -843.00K (-1.43%)
- 18915MAC1Weight increased · +0.83 pp0.50% → 1.33%Shares +50.27M (+199.79%)
Weight = security value ÷ total reported holdings value. Changes are in percentage points; price moves also affect weights, so they are not trade sizes.
Top 10 holdings 25
USD · B = billion · M = million; expand a row for exact values| # | Security | Value | Weight | Quantity | Weight / quantity change | Activity | |
|---|---|---|---|---|---|---|---|
| 01 | SPYSS SPDR S&P 500 ETF TRUST-USTR UNIT View history and evidence | $985.84M | 18.80% | 1.72M shares | 8.15% → 18.80%+10.65 pp +1.03M (+150.69%) | Added | ↗▾ |
| 02 | VOOVANGUARD S&P 500 ETFS&P 500 ETF SHS View history and evidence | $490.57M | 9.36% | 929.70K shares | Prior unavailable +929.70K | New | ↗▾ |
| 03 | IVVISHARES CORE S&P 500 ETFCORE S&P500 ETF View history and evidence | $262.78M | 5.01% | 455.57K shares | 5.45% → 5.01%-0.44 pp 0 (0.00%) | Unchanged | ↗▾ |
| 04 | 66980MAB2NOVA LTDNOTE 10/1 View history and evidence | $162.53M | 3.10% | 58.15M principal (USD) | 4.05% → 3.10%-0.95 pp -843.00K (-1.43%) | Reduced | ↗▾ |
| 05 | 45765UAB9INSIGHT ENTERPRSNOTE 0.750% 2/1 View history and evidence | $151.53M | 2.89% | 48.26M principal (USD) | 2.88% → 2.89%+0.01 pp +2.94M (+6.48%) | Added | ↗▾ |
| 06 | 632307AB0NATERA INCNOTE 2.250% 5/0 View history and evidence | $104.47M | 1.99% | 31.52M principal (USD) | 1.96% → 1.99%+0.03 pp 0 (0.00%) | Unchanged | ↗▾ |
| 07 | 922280AB8VARONIS SYSTEM INCNOTE 1.250% 8/1 View history and evidence | $90.82M | 1.73% | 49.05M principal (USD) | 0.97% → 1.73%+0.76 pp +21.78M (+79.86%) | Added | ↗▾ |
| 08 | EXKEXACT SCIENCES CORPNOTE 1.000% 1/1 View history and evidence | $70.41M | 1.34% | 67.37M principal (USD) | 1.50% → 1.34%-0.16 pp -3.00M (-4.26%) | Reduced | ↗▾ |
| 09 | 18915MAC1CLOUDFLARE INCNOTE 8/1 View history and evidence | $69.98M | 1.33% | 75.43M principal (USD) | 0.50% → 1.33%+0.83 pp +50.27M (+199.79%) | Added | ↗▾ |
| 10 | 68213NAD1OMNICELL INCNOTE 0.250% 9/1 View history and evidence | $69.44M | 1.32% | 72.47M principal (USD) | 0.97% → 1.32%+0.35 pp +25.43M (+54.06%) | Added | ↗▾ |
Options overlay 1,053
$27.62B notionalPut and Call positions are separate. Notional is based on underlying securities, not option premium, market value or net exposure. Quantities are underlying shares.
| Security | Put / Call | Underlying shares | Notional | Quantity change | |
|---|---|---|---|---|---|
SPYSS SPDR S&P 500 ETF TRUST-USTR UNIT View history and evidence | Put | 9.77M | $5.60B | +1.49M (+18.07%) | ▾ |
QQQINVESCO QQQ TRUST SERIES 1UNIT SER 1 View history and evidence | Put | 6.10M | $2.98B | -572.90K (-8.59%) | ▾ |
NVDANVIDIA CORP View history and evidence | Put | 11.33M | $1.38B | -1.14M (-9.17%) | ▾ |
3 / 1,053 options · preview only
Exited positions 402
| Security | Type | Shares out | Value out | Previous filing | This filing |
|---|---|---|---|---|---|
| EMB ISHARES JP MORGAN USD EMERGI | Put | -1,004,400 | -$88.87M | SEC filing ↗ | SEC filing ↗ |
| 472145AD3 JAZZ INVESTMENTS I LTD | Non-derivative | -73,231,000 | -$72.86M | SEC filing ↗ | SEC filing ↗ |
| XLV SS HEALTH CARE SELECT SECTOR | Put | -494,700 | -$72.10M | SEC filing ↗ | SEC filing ↗ |
3 / 402 preview exits. Up to 30 exit records are previewed. Exit means absent from the current filing; execution date, price and proceeds are unknown.
Every number has a source.
CIK 1426196 · Period 2024-09-30
Data loaded 2026-09-23 · First reported 2024-11-14
Amendments and versions
{
"amendments_merged": null,
"prior_versions": null,
"cover_table_value": 32860152526
}Research all 1,886 reported holdings.
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