CAPSTONE INVESTMENT ADVISORS, LLC

Q2 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
1,805
Total value ($000)
$20,500,327
Net value change ($000)
-15,885,218 (-43.7%)
New positions
100
Sold out positions
178
Turnover %
26.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2022 Next filing: 11/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
USMV 94,587 NEW
VTV 58,217 NEW
EEM 54,497 747.4%
AMZN 53,837 72.0%
LQD 28,608 NEW
AAPL 27,270 47.9%
NVDA 24,989 91.3%
BRK-B 18,475 84.7%
GAP 13,547 2546.4%
XLE 13,494 486.4%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -33,559 -37.0%
GOOGL -32,282 -86.2%
PYPL -24,257 -100.0%
PFE -22,182 -88.6%
NFLX -20,264 -71.5%
HD -17,914 -43.1%
LOW -16,993 -84.9%
CVX -16,463 -67.1%
JPM -15,768 -47.9%
WFC -11,338 -80.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 16,183,479 (78.9% 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