CAPSTONE INVESTMENT ADVISORS, LLC

Q2 2020 13F-HR/A Holdings

Location
New York, NY
Holdings as of
6/30/2020
Date filed
6/21/2021
Form type
13F-HR/A - RESTATEMENT
Num holdings
1,306
Total value ($000)
$15,133,349
Net value change ($000)
+8,913,042 (143.3%)
New positions
76
Sold out positions
74
Turnover %
64.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 6/21/2021 Next filing: 6/21/2021 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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 324,044 NEW
CAESARS HOLDINGS, INC. 81,120 NEW
QQQ 74,982 352.8%
TIFFANY & CO 66,699 1060.2%
WTW 45,171 NEW
GOTU 44,993 NEW
58.com Inc. 44,323 NEW
RTX 21,742 NEW
META 11,271 142.5%
BAC 9,480 NEW
Top Reduces (Value $000, Stocks/ETFs)
XOM -16,542 -76.8%
Allergan plc -16,118 -100.0%
RAYTHEON CO/ -13,107 -100.0%
TECH DATA CORP -12,442 -100.0%
V -12,174 -100.0%
BWA -10,019 -100.0%
RTX -9,873 -100.0%
FORESCOUT TECHNOLOGIES, INC -8,257 -87.1%
CVX -8,065 -66.7%
FXI -8,039 -34.6%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 13,456,913 (88.9% 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