CAPSTONE INVESTMENT ADVISORS, LLC
Q2 2021 13F-HR/A Holdings
Net value change ($000)
+10,227,236
(30.2%)
New positions
328
Sold out positions
316
Turnover %
54.4%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q1 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)
| MAXIM INTEGRATED PRODUCTS INC | 111,660 | 279.0% |
| EFA | 109,012 | 1781.0% |
| Nuance Communications, Inc. | 99,549 | NEW |
| IHS Markit Ltd. | 74,534 | 46.9% |
| XLNX | 40,697 | 35.4% |
| BRK-B | 35,754 | 813.3% |
| GOOGL | 32,307 | 1157.5% |
| T | 29,975 | NEW |
| MTB | 24,012 | 25819.4% |
| GOOGL | 20,966 | 90.8% |
Top Reduces (Value $000, Stocks/ETFs)
| AAPL | -134,707 | -100.0% |
| QQQ | -57,444 | -100.0% |
| USMV | -55,132 | -81.6% |
| BABA | -48,317 | -100.0% |
| FXI | -46,919 | -100.0% |
| Slack Technologies, Inc. | -40,631 | -17.2% |
| China Biologic Products Holdings, Inc. | -40,508 | -100.0% |
| EEM | -36,424 | -78.9% |
| RealPage, Inc. | -33,837 | -100.0% |
| APON | -32,074 | -100.0% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
39,967,523
(90.6% 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 |
|---|