CAPSTONE INVESTMENT ADVISORS, LLC
Q3 2020 13F-HR/A Holdings
Net value change ($000)
+4,431,426
(29.3%)
New positions
101
Sold out positions
60
Turnover %
39.8%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 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 | 315,580 | 97.4% |
| IMMUNOMEDICS INC | 72,344 | NEW |
| China Biologic Products Holdings, Inc. | 55,594 | NEW |
| MS | 48,677 | NEW |
| MAXIM INTEGRATED PRODUCTS INC | 39,682 | NEW |
| XOM | 27,491 | 551.6% |
| MOMENTA PHARMACEUTICALS INC | 23,792 | NEW |
| CSCO | 22,482 | 1256.0% |
| TDOC | 21,497 | NEW |
| TIFFANY & CO | 18,856 | 25.8% |
Top Reduces (Value $000, Stocks/ETFs)
| QQQ | -96,237 | -100.0% |
| CAESARS HOLDINGS, INC. | -81,120 | -100.0% |
| GOTU | -44,993 | -100.0% |
| 58.com Inc. | -44,323 | -100.0% |
| WTW | -35,555 | -78.7% |
| META | -18,792 | -98.0% |
| EFA | -13,345 | -100.0% |
| BRK-B | -12,069 | -100.0% |
| EL PASO ELECTRIC CO /TX/ | -10,893 | -100.0% |
| MSFT | -10,682 | -93.4% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
17,285,704
(88.4% 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.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
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