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Portfolio (Quarterly) Guide ↗

CAPSTONE INVESTMENT ADVISORS, LLC

· CIK 0001426196
13F Portfolio $54.0B AUM 1,641 positions Filed Aug 17, 2026 EDGAR ↗ ← All Funds
Q2 2026 · All 1641 New
Page 34 of 83  ·  1,641 positions
# Ticker Company Sector Shares Value ↓ % Port Chg Shares Chg % Period Price ① Since Period ①
661 PG PROCTER & GAMBLE CO Consumer Defensive 17,752.0 $2.6M 0.01% NEW $146.64 -1.3%
662 GILD CALL GILEAD SCIENCES INC Healthcare 20,600.0 $2.6M 0.01% NEW $126.34 +15.7%
663 TLT CALL ISHARES TR 30,000.0 $2.6M 0.01% NEW $86.42 -5.1%
664 FDX FEDEX CORP Industrials 8,258.0 $2.6M 0.01% NEW $313.13 +3.8%
665 FIX COMFORT SYS USA INC Industrials 1,300.0 $2.6M 0.01% NEW $1981.95 -16.5%
666 ETN CALL EATON CORP PLC Industrials 6,000.0 $2.6M 0.01% NEW $426.12 -1.6%
667 DVN PUT DEVON ENERGY CORP NEW Energy 61,600.0 $2.5M 0.01% NEW $41.32 +18.8%
668 BROWN FORMAN CORP 95,339.0 $2.5M 0.01% NEW $26.65
669 ZTR VIRTUS TOTAL RETURN FD INC Financial Services 370,223.0 $2.5M 0.01% NEW $6.83 -1.0%
670 DASH DOORDASH INC Communication Services 13,701.0 $2.5M 0.01% NEW $184.53 +21.1%
671 ZTS ZOETIS INC Healthcare 35,180.0 $2.5M 0.01% NEW $71.86 +8.2%
672 EW PUT EDWARDS LIFESCIENCES CORP Healthcare 27,800.0 $2.5M 0.01% NEW $90.46 -0.7%
673 MET CALL METLIFE INC Financial Services 29,600.0 $2.5M 0.01% NEW $84.61 +11.5%
674 EA PUT ELECTRONIC ARTS INC Communication Services 12,200.0 $2.5M 0.01% NEW $205.04 +2.3%
675 FE PUT FIRSTENERGY CORP Utilities 52,600.0 $2.5M 0.01% NEW $47.54 -3.3%
676 MAR MARRIOTT INTL INC NEW Consumer Cyclical 6,695.0 $2.5M 0.01% NEW $370.59 -3.8%
677 BA CALL BOEING CO Industrials 11,400.0 $2.5M 0.01% NEW $216.47 -1.0%
678 COLM COLUMBIA SPORTSWEAR CO Consumer Cyclical 39,904.0 $2.5M 0.01% NEW $61.82 -2.4%
679 DHR CALL DANAHER CORP DEL Healthcare 12,900.0 $2.5M 0.01% NEW $190.48 +14.9%
680 HCA PUT HCA HEALTHCARE INC Healthcare 6,300.0 $2.5M 0.01% NEW $389.89 +10.1%
Page 34 of 83  ·  1,641 positions

Period Price is the implied market price on the last day of the reporting period, calculated as reported value ÷ shares held. It is not the fund's purchase price or cost basis — the fund may have initiated or added to the position at any point during the quarter at a different price. Since Period shows the price change from that quarter-end snapshot to today's last price — it reflects stock movement after the report date, not the fund's actual return.

Sector Allocation
Technology 57.1%
Consumer Cyclical 18.4%
Financial Services 8.3%
Communication Services 7.3%
Industrials 3.4%
Consumer Defensive 1.8%
Healthcare 1.3%
Basic Materials 1.0%
Energy 0.7%
Utilities 0.6%