CAPSTONE INVESTMENT ADVISORS, LLC

Q1 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2023
Date filed
5/9/2023
Form type
13F-HR
Num holdings
1,542
Total value ($000)
$19,776,890
Net value change ($000)
+6,041,321 (44.0%)
New positions
176
Sold out positions
183
Turnover %
70.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/10/2023 Next filing: 8/10/2023 SEC filing

Snapshot: Change Analysis

Compared to Q4 2022
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)
IWM 50,875 NEW
Horizon Therapeutics Public Ltd Co 30,559 NEW
KRE 15,294 138.9%
GS 13,948 283.8%
QQQ 13,261 201.0%
SJNK 10,666 NEW
ACI 10,390 NEW
HYD 10,012 NEW
IYR 9,829 NEW
BAC 8,985 86.5%
Top Reduces (Value $000, Stocks/ETFs)
SPY -49,725 -39.5%
EEM -47,469 -98.7%
USMV -42,867 -92.4%
O -41,624 -99.7%
FXI -40,938 -96.0%
VTV -37,584 -61.5%
AMZN -25,564 -56.4%
CSCO -23,632 -100.0%
ACN -21,180 -100.0%
META -20,982 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 16,543,028 (83.6% 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