CAPSTONE INVESTMENT ADVISORS, LLC

Q1 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2024
Date filed
5/1/2024
Form type
13F-HR
Num holdings
2,306
Total value ($000)
$27,760,763
Net value change ($000)
-5,460,833 (-16.4%)
New positions
503
Sold out positions
232
Turnover %
35.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/12/2024 Next filing: 8/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q4 2023
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
IVV 199,778 NEW
TSLA 111,123 662.7%
ZS 74,507 5235.9%
CRWD 55,607 NEW
QQQ 54,695 218.2%
GEHC 46,128 2107.3%
AAPL 39,786 457.0%
ARM 33,912 50.0%
HDB 31,918 39.9%
ADBE 25,819 938.2%
Top Reduces (Value $000, Stocks/ETFs)
SPY -1,099,132 -83.5%
AMZN -354,447 -99.2%
O -42,673 -48.1%
IYR -41,659 -100.0%
TLT -23,879 -100.0%
XOM -19,038 -100.0%
XLK -17,707 -100.0%
BMY -16,394 -90.7%
MUB -13,118 -100.0%
CVS -10,805 -90.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 22,357,415 (80.5% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type