CAPSTONE INVESTMENT ADVISORS, LLC
Q4 2020 13F-HR/A Holdings
Net value change ($000)
+10,288,950
(52.6%)
New positions
311
Sold out positions
106
Turnover %
42.3%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 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)
| QQQ | 182,042 | NEW |
| Slack Technologies, Inc. | 149,402 | NEW |
| VARIAN MEDICAL SYSTEMS INC | 123,617 | 1054.2% |
| META | 79,973 | 20664.9% |
| BABA | 48,677 | 3938.3% |
| XLNX | 40,985 | 4002.4% |
| China Biologic Products Holdings, Inc. | 34,912 | 62.8% |
| USMV | 33,464 | NEW |
| BLDR | 33,231 | NEW |
| ALXN | 30,942 | NEW |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -302,830 | -47.3% |
| TIFFANY & CO | -85,635 | -93.2% |
| IMMUNOMEDICS INC | -72,344 | -100.0% |
| MS | -48,677 | -100.0% |
| MOMENTA PHARMACEUTICALS INC | -23,792 | -100.0% |
| TDOC | -21,497 | -100.0% |
| JPM | -17,965 | -100.0% |
| SCHW | -16,011 | -100.0% |
| TFC | -11,633 | -100.0% |
| C | -11,627 | -64.9% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
26,730,762
(89.5% 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 |
|---|