CAPSTONE INVESTMENT ADVISORS, LLC

Q3 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2022
Date filed
11/10/2022
Form type
13F-HR
Num holdings
1,642
Total value ($000)
$16,563,731
Net value change ($000)
-3,936,596 (-19.2%)
New positions
66
Sold out positions
115
Turnover %
28.3%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/15/2022 Next filing: 2/10/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
SPY 193,931 NEW
QQQ 84,546 NEW
MSFT 62,866 110.2%
FXI 33,784 1331.7%
IYR 22,405 NEW
GOOGL 18,596 358.6%
PG 15,046 250.4%
HYG 14,278 NEW
JPM 14,235 82.8%
ALLEGHANY CORP /DE 11,674 337.7%
Top Reduces (Value $000, Stocks/ETFs)
USMV -94,587 -100.0%
EEM -47,185 -76.4%
NVDA -44,397 -84.8%
AMZN -34,021 -26.5%
LQD -26,047 -91.0%
VTV -19,439 -33.4%
BRK-B -15,048 -37.3%
DIS -14,498 -54.2%
GAP -13,707 -97.4%
Pershing Square Tontine Holdings, Ltd. -13,000 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 11,939,678 (72.1% 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