CAPSTONE INVESTMENT ADVISORS, LLC

Q3 2023 13F-HR Detailed 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)

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

Prev filing: 8/10/2023 Next filing: 2/12/2024 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 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 Discretion Other Manager Sole Shared None