CAPSTONE INVESTMENT ADVISORS, LLC

Q3 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2024
Date filed
11/14/2024
Form type
13F-HR
Num holdings
1,886
Total value ($000)
$32,860,153
Net value change ($000)
+941,950 (3.0%)
New positions
183
Sold out positions
349
Turnover %
28.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/14/2024 Next filing: 2/14/2025 SEC filing

Snapshot: Change Analysis

Compared to Q2 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 612,838 164.3%
VOO 490,575 NEW
XOP 31,848 303.4%
IVV 13,480 5.4%
MSFT 13,210 707.6%
IBIT 11,507 NEW
WDAY 9,095 448.9%
VTV 8,938 NEW
LLY 8,835 9203.1%
NVDA 8,274 41.9%
Top Reduces (Value $000, Stocks/ETFs)
QQQ -137,645 -86.3%
TSLA -70,593 -72.9%
USMV -18,535 -40.4%
SBUX -16,354 -81.9%
HDB -16,081 -49.5%
AAPL -15,501 -93.5%
GDX -14,615 -100.0%
MCD -12,570 -99.8%
CSCO -11,849 -68.0%
NKE -10,995 -46.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 27,616,803 (84.0% 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