CAPSTONE INVESTMENT ADVISORS, LLC
Q1 2022 13F-HR Holdings
Net value change ($000)
-23,407,056
(-39.1%)
New positions
249
Sold out positions
137
Turnover %
88.9%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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)
| MSFT | 53,981 | 147.4% |
| HD | 41,124 | 10079.4% |
| AAPL | 35,362 | 164.4% |
| JPM | 32,689 | 12429.3% |
| GOOGL | 31,762 | 556.6% |
| CVX | 23,919 | 3864.1% |
| PFE | 23,441 | 1481.7% |
| NFLX | 22,894 | 418.8% |
| JNJ | 21,404 | 1247.3% |
| LOW | 20,005 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -293,037 | -100.0% |
| XLNX | -283,497 | -100.0% |
| IHS Markit Ltd. | -224,929 | -100.0% |
| Nuance Communications, Inc. | -147,044 | -100.0% |
| PYPL | -95,719 | -79.8% |
| IWM | -68,107 | -97.8% |
| T | -58,825 | -90.0% |
| DIS | -52,019 | -66.7% |
| MDT | -50,519 | -99.0% |
| BAC | -43,542 | -69.5% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
31,758,497
(87.3% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|