CAPSTONE INVESTMENT ADVISORS, LLC

Q3 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2023
Date filed
11/13/2023
Form type
13F-HR
Num holdings
2,081
Total value ($000)
$22,218,063
Net value change ($000)
+1,980,968 (9.8%)
New positions
448
Sold out positions
213
Turnover %
38.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/10/2023 Next filing: 2/12/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 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 66,441 NEW
AIY 53,463 NEW
HDB 38,022 10032.2%
XLI 34,471 NEW
XLF 27,916 NEW
AAPL 26,621 NEW
RTX 24,979 NEW
DXJ 19,859 NEW
AMZN 17,354 171.7%
Seagen Inc. 16,972 NEW
Top Reduces (Value $000, Stocks/ETFs)
QQQ -67,476 -70.3%
USMV -48,336 -51.8%
BAC -14,410 -60.5%
DIS -12,940 -88.7%
SJNK -10,898 -100.0%
NVDA -10,092 -51.7%
CVX -9,479 -83.6%
CWST -9,046 -100.0%
CAT -6,996 -74.6%
IWM -6,191 -17.9%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 18,442,623 (83.0% 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