CAPSTONE INVESTMENT ADVISORS, LLC
Q1 2021 13F-HR/A Holdings
Net value change ($000)
+4,049,526
(13.6%)
New positions
303
Sold out positions
325
Turnover %
41.8%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q4 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)
| IHS Markit Ltd. | 158,932 | 176591.1% |
| ALXN | 149,109 | 481.9% |
| AAPL | 103,408 | 330.4% |
| Slack Technologies, Inc. | 87,114 | 58.3% |
| XLNX | 72,847 | 173.4% |
| AMZN | 54,124 | 402.4% |
| TSLA | 49,580 | 3855.4% |
| FXI | 44,697 | 2011.6% |
| USMV | 34,093 | 101.9% |
| NVDA | 32,275 | 906.6% |
Top Reduces (Value $000, Stocks/ETFs)
| SPY | -237,626 | -70.6% |
| QQQ | -124,576 | -68.4% |
| VARIAN MEDICAL SYSTEMS INC | -111,740 | -82.6% |
| META | -68,642 | -85.4% |
| China Biologic Products Holdings, Inc. | -49,998 | -55.2% |
| BLDR | -33,231 | -100.0% |
| XOM | -24,312 | -93.2% |
| MUB | -22,578 | -100.0% |
| CVX | -22,577 | -96.0% |
| HD | -19,361 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
30,616,878
(90.3% 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 |
|---|