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Capstone Investment Advisors

Capstone Investment Advisors Portfolio holdings

AUM $54B
1-Year Est. Return 23.5%
This Fund
S&P 500
This Quarter Est. Return
+1.73%
1 Year Est. Return
+23.5%
3 Year Est. Return
+44.04%
5 Year Est. Return
+34.53%
10 Year Est. Return
+154.24%
AUM
$2.85B
AUM Growth
-$832M
Cap. Flow
-$1.39B
Cap. Flow %
-48.79%
Top 10 Hldgs %
33.58%
Holding
868
New
250
Increased
72
Reduced
135
Closed
370

Top Buys

Rank Stock Value
1
TWX
Time Warner Inc
TWX
+$25.9M
2
EWY icon
iShares MSCI South Korea ETF
EWY
+$15.3M
3
EWL icon
iShares MSCI Switzerland ETF
EWL
+$13.7M
4
EWW icon
iShares MSCI Mexico ETF
EWW
+$13.3M
5
EWT icon
iShares MSCI Taiwan ETF
EWT
+$11.3M

Top Sells

Rank Stock Value
1
AWH
Allied World Assurance Co Hld Lt
AWH
+$69.3M
2
AAPL icon
Apple
AAPL
+$57.7M
3
MBLY
Mobileye N.V.
MBLY
+$48.6M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$31.6M
5
WSC icon
WillScot Mobile Mini Holdings
WSC
+$29.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 82.08%
2 Technology 5.29%
3 Communication Services 2.65%
4 Healthcare 2.45%
5 Financials 1.96%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UAL icon
301
United Airlines
UAL
$37B
$420K 0.01%
+6,900
New +$460K
SO icon
302
Southern Company
SO
$95.3B
$419K 0.01%
8,529
-136,038
-94% -$6.59M
BKD icon
303
Brookdale Senior Living
BKD
$2.65B
$418K 0.01%
39,472
+5,111
+15% +$64.7K
MTB icon
304
M&T Bank
MTB
$31.9B
$418K 0.01%
+2,601
New +$409K
AGCO icon
305
AGCO
AGCO
$8.27B
$413K 0.01%
+5,600
New +$393K
IEX icon
306
IDEX
IEX
$17B
$412K 0.01%
+3,396
New +$397K
AKRX
307
PUT
DELISTED
Akorn Inc
AKRX
$411K 0.01%
+12,400
New +$412K
PBH icon
308
Prestige Consumer Healthcare
PBH
$2.21B
$410K 0.01%
8,186
+3,680
+82% +$188K
ITT icon
309
ITT
ITT
$18.4B
$407K 0.01%
+9,200
New +$379K
HYG icon
310
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$14.8B
$405K 0.01%
4,574
-6,350
-58% -$560K
IOSP icon
311
Innospec
IOSP
$2.43B
$404K 0.01%
+6,554
New +$393K
CTAS icon
312
Cintas
CTAS
$79.9B
$403K 0.01%
11,200
-14,064
-56% -$468K
WMGI
313
DELISTED
Wright Medical Group Inc
WMGI
$402K 0.01%
15,575
+7,275
+88% +$200K
MKC icon
314
McCormick & Company Non-Voting
MKC
$12.9B
$401K 0.01%
+7,820
New +$377K
AHL
315
DELISTED
ASPEN Insurance Holding Limited
AHL
$399K 0.01%
+9,900
New +$458K
VRTX icon
316
Vertex Pharmaceuticals
VRTX
$133B
$395K 0.01%
+2,600
New +$391K
PZZA icon
317
Papa John's
PZZA
$644M
$394K 0.01%
5,400
-403
-7% -$30.3K
TNET icon
318
TriNet
TNET
$2.99B
$393K 0.01%
+11,695
New +$410K
UI icon
319
Ubiquiti
UI
$33.9B
$392K 0.01%
+7,000
New +$403K
CAG icon
320
Conagra Brands
CAG
$6.87B
$391K 0.01%
+11,592
New +$394K
HIG icon
321
Hartford Financial Services
HIG
$33.7B
$390K 0.01%
+7,036
New +$383K
RGA icon
322
Reinsurance Group of America
RGA
$16.2B
$390K 0.01%
+2,800
New +$379K
PWR icon
323
Quanta Services
PWR
$97.6B
$389K 0.01%
10,412
+712
+7% +$25K
WFC icon
324
Wells Fargo
WFC
$251B
$385K 0.01%
+6,991
New +$372K
BHC icon
325
Bausch Health
BHC
$2.13B
$379K 0.01%
26,500
+1,500
+6% +$22.7K
11 12
13
14 15

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Capstone Investment Advisors's Q3 2017 Portfolio in Review

As of Q3 2017, Capstone Investment Advisors held 868 positions worth $2.85B, down 23% from $3.68B the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Capstone Investment Advisors withdrew a net $1.39B in Q3 2017, closing 370 positions and reducing 135 holdings. Its most notable exit was Allied World Assurance Co Hld Lt, an estimated $69.3M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 82% of assets, up from 67% a quarter earlier, followed by Technology and Communication Services.

Against the trend, Capstone Investment Advisors opened a new position in iShares MSCI Switzerland ETF worth $13.9M.

  • Capstone Investment Advisors's largest Q3 2017 buy was iShares MSCI Switzerland ETF: 397,389 shares worth $13.9M.
  • Capstone Investment Advisors added most to Time Warner Inc in Q3 2017, an estimated $25.9M increase.
  • Capstone Investment Advisors's biggest Q3 2017 reduction was Apple, cutting an estimated $57.7M.
  • Capstone Investment Advisors fully exited Allied World Assurance Co Hld Lt in Q3 2017, selling an estimated $69.3M.
  • Capstone Investment Advisors's ten largest holdings make up 34% of its $2.85B portfolio in Q3 2017.
  • Capstone Investment Advisors opened 250 new positions and closed 370 in Q3 2017.
  • Capstone Investment Advisors's portfolio value fell 23% quarter-over-quarter to $2.85B.

Based on Capstone Investment Advisors's 13F filing for Q3 2017, filed 14 Nov 2017.