CAPSTONE INVESTMENT ADVISORS, LLC

Q1 2020 13F-HR/A Holdings

Location
New York, NY
Holdings as of
3/31/2020
Date filed
6/21/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
1,107
Total value ($000)
$6,220,307
Net value change ($000)
-12,317,204 (-66.4%)
New positions
64
Sold out positions
199
Turnover %
138.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 6/21/2021 Next filing: 6/21/2021 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
FXI 20,900 897.8%
RAYTHEON CO/ 12,911 6587.2%
CLF 10,323 77.7%
BWA 10,019 NEW
EEM 9,936 313.8%
FORESCOUT TECHNOLOGIES, INC 9,479 NEW
EL PASO ELECTRIC CO /TX/ 7,591 130.8%
COF 5,723 2029.4%
LogMeIn, Inc. 5,592 238.2%
VLO 5,375 847.8%
Top Reduces (Value $000, Stocks/ETFs)
SPY -83,684 -100.0%
GDX -75,396 -100.0%
AAPL -55,364 -87.7%
BBL -47,615 -100.0%
Zayo Group Holdings, Inc. -39,759 -100.0%
AMZN -38,764 -87.7%
MSFT -33,352 -83.6%
BRK-B -32,633 -86.1%
BAC -29,997 -100.0%
PEP -21,709 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 5,299,881 (85.2% 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