SHELTON CAPITAL MANAGEMENT

Q1 2020 13F-HR Holdings

Location
Denver, CO
Holdings as of
3/31/2020
Date filed
5/13/2020
Form type
13F-HR
Num holdings
653
Total value ($000)
$1,379,622
Net value change ($000)
-429,843 (-23.8%)
New positions
39
Sold out positions
223
Turnover %
26.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/11/2020 Next filing: 8/12/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
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)
TT 8,107 NEW
KEYS 5,358 2515.5%
AFL 3,398 1226.7%
CTXS 2,600 220.0%
EXC 2,475 309.0%
DUK 2,198 300.7%
IR 2,148 NEW
UNH 1,982 64.6%
AWK 1,946 NEW
CCI 1,934 226.5%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -123,368 -100.0%
META -43,768 -100.0%
WFC -34,988 -45.2%
MSFT -22,640 -22.3%
SPY -14,774 -100.0%
TT -13,057 -100.0%
BEN -11,794 -75.5%
JPM -11,049 -60.3%
GOOGL -10,923 -28.3%
LUV -9,604 -93.5%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 186,451 (13.5% 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