CAPSTONE INVESTMENT ADVISORS, LLC

Q1 2023 13F-HR Detailed 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)

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

Prev filing: 2/10/2023 Next filing: 8/10/2023 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 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 Discretion Other Manager Sole Shared None