CAPSTONE INVESTMENT ADVISORS, LLC

Q2 2022 13F-HR Detailed 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)

Holdings broken out by other managers reported in the original SEC filing. View aggregated holdings

Prev filing: 5/13/2022 Next filing: 11/10/2022 SEC filing
You are on the SEC detailed breakdown page. Rows are shown as reported in the filing (including other manager, discretion, and voting authority fields), and are not merged like the standard holdings view. Switch to aggregated holdings.

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 Discretion Other Manager Sole Shared None