CAPSTONE INVESTMENT ADVISORS, LLC

Q1 2024 13F-HR Detailed 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)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 2/12/2024 Next filing: 8/14/2024 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None