CAPSTONE INVESTMENT ADVISORS, LLC

Q4 2022 13F-HR Detailed 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)

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

Prev filing: 11/10/2022 Next filing: 5/9/2023 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 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 Discretion Other Manager Sole Shared None