CAPSTONE INVESTMENT ADVISORS, LLC

Q2 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2023
Date filed
8/10/2023
Form type
13F-HR
Num holdings
1,824
Total value ($000)
$20,237,095
Net value change ($000)
+460,205 (2.3%)
New positions
349
Sold out positions
107
Turnover %
36.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/9/2023 Next filing: 11/13/2023 SEC filing

Snapshot: Change Analysis

Compared to Q1 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)
USMV 89,837 2551.5%
QQQ 76,191 383.7%
NVDA 19,538 NEW
WTW 11,753 2418.3%
CVX 11,333 NEW
CVS 10,799 747.9%
DIS 10,148 228.7%
CAT 9,211 5355.2%
CWST 9,046 NEW
TSLA 7,985 1191.8%
Top Reduces (Value $000, Stocks/ETFs)
SPY -76,054 -100.0%
VTV -23,567 -100.0%
Horizon Therapeutics Public Ltd Co -22,835 -74.7%
IWM -16,197 -31.8%
MSFT -11,619 -73.1%
BIDU -10,332 -100.0%
HYD -10,012 -100.0%
AMZN -9,641 -48.8%
AAPL -8,245 -100.0%
XLF -7,542 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 16,843,688 (83.2% 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