CAPSTONE INVESTMENT ADVISORS, LLC

Q2 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2024
Date filed
8/14/2024
Form type
13F-HR
Num holdings
2,031
Total value ($000)
$31,918,203
Net value change ($000)
+4,157,440 (15.0%)
New positions
219
Sold out positions
493
Turnover %
33.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/1/2024 Next filing: 11/14/2024 SEC filing

Snapshot: Change Analysis

Compared to Q1 2024
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)
SPY 155,863 71.8%
QQQ 79,664 99.9%
IVV 49,524 24.8%
AMZN 26,518 934.1%
IWM 17,079 88.8%
INTC 16,589 166.3%
AMD 15,613 793.7%
GDX 14,364 5722.7%
NVDA 13,813 232.7%
SBUX 11,606 138.9%
Top Reduces (Value $000, Stocks/ETFs)
ARM -101,693 -100.0%
HDB -79,409 -71.0%
ZS -75,622 -99.6%
CRWD -54,093 -97.3%
GEHC -47,504 -98.3%
O -44,019 -95.5%
AAPL -31,914 -65.8%
TSLA -31,105 -24.3%
USMV -26,012 -36.2%
WELL -20,906 -97.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 27,340,730 (85.7% 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