CAPSTONE INVESTMENT ADVISORS, LLC

Q4 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2023
Date filed
2/12/2024
Form type
13F-HR
Num holdings
2,073
Total value ($000)
$33,221,596
Net value change ($000)
+11,003,533 (49.5%)
New positions
326
Sold out positions
371
Turnover %
23.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/13/2023 Next filing: 5/1/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
SPY 1,249,827 1881.1%
AMZN 329,826 1201.1%
O 87,934 10369.6%
ARM 57,345 549.5%
HDB 41,585 108.3%
IYR 33,028 382.7%
TLT 23,126 3071.2%
SJNK 20,783 NEW
XOM 18,806 8106.0%
JNK 15,801 NEW
Top Reduces (Value $000, Stocks/ETFs)
AIY -53,463 -100.0%
GLD -33,577 -99.9%
XLI -33,227 -96.4%
IWM -28,487 -100.0%
XLF -27,916 -100.0%
RTX -23,837 -95.4%
IWN -22,701 -91.1%
GS -22,280 -94.8%
Horizon Therapeutics Public Ltd Co -20,246 -100.0%
AAPL -17,916 -67.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 27,436,515 (82.6% 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