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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 41 of 83  ·  1,641 positions
# Ticker Company Sector Shares Value ↓ % Port Chg Shares Chg % Period Price ① Since Period ①
801 AMP CALL AMERIPRISE FINL INC Financial Services 3,500.0 $1.6M 0.00% NEW $458.76 +21.1%
802 AMP PUT AMERIPRISE FINL INC Financial Services 3,500.0 $1.6M 0.00% NEW $458.76 +21.1%
803 AGCO AGCO CORP Industrials 13,274.0 $1.6M 0.00% NEW $119.70 -10.8%
804 VLO CALL VALERO ENERGY CORP Energy 6,100.0 $1.6M 0.00% NEW $260.44 +34.0%
805 CTAS CALL CINTAS CORP Industrials 9,300.0 $1.6M 0.00% NEW $170.08 +19.8%
806 ADSK AUTODESK INC Technology 8,111.0 $1.6M 0.00% NEW $194.42 +30.6%
807 LHX CALL L3HARRIS TECHNOLOGIES INC Industrials 5,400.0 $1.6M 0.00% NEW $290.59 -8.2%
808 CMI CALL CUMMINS INC Industrials 2,200.0 $1.6M 0.00% NEW $713.21 -17.6%
809 RKLB ROCKET LAB CORP Industrials 15,338.0 $1.6M 0.00% NEW $101.65 -28.6%
810 LOPE GRAND CANYON ED INC Consumer Defensive 10,789.0 $1.5M 0.00% NEW $143.11 +3.0%
811 KMI CALL KINDER MORGAN INC DEL Energy 47,900.0 $1.5M 0.00% NEW $31.97 -3.1%
812 IDA IDACORP INC Utilities 10,120.0 $1.5M 0.00% NEW $151.30 -9.3%
813 NOC CALL NORTHROP GRUMMAN CORP Industrials 3,000.0 $1.5M 0.00% NEW $509.31 +8.2%
814 BOKF BOK FINL CORP Financial Services 10,980.0 $1.5M 0.00% NEW $138.88 +1.1%
815 BAX PUT BAXTER INTL INC Healthcare 71,300.0 $1.5M 0.00% NEW $21.32 +23.5%
816 TSN PUT TYSON FOODS INC Consumer Defensive 26,500.0 $1.5M 0.00% NEW $57.25 +2.1%
817 MRSH CALL MARSH & MCLENNAN COS INC Financial Services 9,100.0 $1.5M 0.00% NEW $166.67 +15.2%
818 EME EMCOR GROUP INC Industrials 1,825.0 $1.5M 0.00% NEW $829.88 -6.4%
819 EFA ISHARES TR 14,572.0 $1.5M 0.00% NEW $103.88 +4.2%
820 OTTR OTTER TAIL CORP Utilities 16,814.0 $1.5M 0.00% NEW $89.98 +1.0%
Page 41 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%