CAPSTONE INVESTMENT ADVISORS, LLC

Q4 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
12/31/2022
Date filed
2/10/2023
Form type
13F-HR
Num holdings
1,493
Total value ($000)
$13,735,569
Net value change ($000)
-2,828,162 (-17.1%)
New positions
72
Sold out positions
148
Turnover %
29.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/10/2022 Next filing: 5/9/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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 46,388 NEW
O 38,928 1376.5%
GLD 38,760 NEW
EEM 33,468 229.2%
VTV 22,373 57.7%
BABA 18,182 863.8%
VMWA 12,361 NEW
TSM 9,644 236.1%
AIY 8,438 695.1%
IWN 8,230 44.9%
Top Reduces (Value $000, Stocks/ETFs)
MSFT -104,955 -87.5%
QQQ -77,948 -92.2%
SPY -68,152 -35.1%
AAPL -58,624 -70.4%
AMZN -49,246 -52.1%
JPM -27,414 -87.3%
IYR -22,405 -100.0%
GOOGL -20,500 -59.1%
BRK-B -20,364 -80.7%
GOOGL -15,952 -67.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 9,939,369 (72.4% 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