CAPSTONE INVESTMENT ADVISORS, LLC
Q3 2021 13F-HR Holdings
Net value change ($000)
+6,330,886
(14.3%)
New positions
358
Sold out positions
111
Turnover %
43.8%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q2 2021
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)
| MSFT | 111,584 | 6693.7% |
| Nuance Communications, Inc. | 79,061 | 79.4% |
| AAPL | 64,102 | NEW |
| AMZN | 60,651 | 147.9% |
| KSUGBX | 55,208 | NEW |
| XLNX | 43,361 | 27.9% |
| META | 42,320 | 207.2% |
| Atotech Ltd | 41,843 | NEW |
| HRC | 41,152 | NEW |
| NVDA | 40,427 | 919.8% |
Top Reduces (Value $000, Stocks/ETFs)
| Slack Technologies, Inc. | -195,885 | -100.0% |
| ALXN | -159,561 | -100.0% |
| MAXIM INTEGRATED PRODUCTS INC | -151,677 | -100.0% |
| CLF | -57,349 | -100.0% |
| SPY | -43,535 | -60.4% |
| EFA | -37,838 | -32.9% |
| TSLA | -31,713 | -83.9% |
| BRK-B | -27,204 | -67.8% |
| WTW | -25,306 | -93.3% |
| MTB | -23,525 | -97.6% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
44,811,408
(88.8% 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 |
|---|