CAPSTONE INVESTMENT ADVISORS, LLC

Q4 2021 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2021
Date filed
2/11/2022
Form type
13F-HR
Num holdings
1,848
Total value ($000)
$59,792,601
Net value change ($000)
+9,331,228 (18.5%)
New positions
125
Sold out positions
284
Turnover %
24.8%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/15/2021 Next filing: 5/13/2022 SEC filing

Snapshot: Change Analysis

Compared to Q3 2021
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 264,512 927.3%
PYPL 87,633 270.9%
XLNX 84,583 42.5%
BAC 55,217 742.7%
MDT 50,334 7049.6%
GS 47,405 1859.0%
C 40,433 517.2%
IWM 38,819 125.9%
BLK 31,930 NEW
DIS 31,776 68.7%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -76,626 -67.7%
EFA -61,757 -79.9%
KSUGBX -55,208 -100.0%
AAPL -42,590 -66.4%
HRC -41,152 -100.0%
FIVN -39,747 -100.0%
PPD, Inc. -39,694 -100.0%
QCOM -33,668 -99.9%
GOOGL -31,718 -84.8%
Nuance Communications, Inc. -31,566 -17.7%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 53,529,979 (89.5% 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