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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
+0.89%
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
$4.31B
AUM Growth
-$2.77B
Cap. Flow
-$333M
Cap. Flow %
-7.72%
Top 10 Hldgs %
42.2%
Holding
510
New
224
Increased
49
Reduced
96
Closed
115

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$60.1M
2
PCP
PRECISION CASTPARTS CORP
PCP
+$53.7M
3
PRE
PARTNERRE LTD
PRE
+$44.4M
4
CB
CHUBB CORPORATION
CB
+$30.6M
5
EAGLU
Double Eagle Acquisition Corp.
EAGLU
+$30.4M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$81.3M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$66.3M
3
CTRX
CATAMARAN CORP COM STK (CDA)
CTRX
+$51.9M
4
DTV
DIRECTV COM STK (DE)
DTV
+$44.1M
5
ANN
ANN INC
ANN
+$36.2M

Sector Composition

Rank Sector Weight
1 Miscellaneous 85.17%
2 Financials 4.7%
3 Communication Services 2.25%
4 Industrials 2.04%
5 Materials 1.23%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AYI icon
326
Acuity Brands
AYI
$9.56B
$210K ﹤0.01%
+1,200
New +$233K
FAST icon
327
Fastenal
FAST
$57.9B
$207K ﹤0.01%
+22,716
New +$225K
EVHC
328
DELISTED
Envision Healthcare Holdings Inc
EVHC
$207K ﹤0.01%
+1,884
New +$233K
EMR icon
329
Emerson Electric
EMR
$88.3B
$203K ﹤0.01%
+4,600
New +$226K
TER icon
330
Teradyne
TER
$62.3B
$203K ﹤0.01%
+11,300
New +$208K
CY
331
DELISTED
Cypress Semiconductor
CY
$201K ﹤0.01%
+23,656
New +$248K
WU icon
332
Western Union
WU
$1.93B
$185K ﹤0.01%
+10,100
New +$192K
DBRG icon
333
DigitalBridge
DBRG
$3B
$171K ﹤0.01%
+2,978
New +$209K
CHK
334
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$154K ﹤0.01%
+106
New +$180K
PM icon
335
Philip Morris
PM
$297B
$143K ﹤0.01%
1,808
-29,993
-94% -$2.47M
OPK icon
336
Opko Health
OPK
$1.22B
$142K ﹤0.01%
+16,900
New +$224K
SFLY
337
PUT
DELISTED
Shutterfly, Inc.
SFLY
$128K ﹤0.01%
3,600
– –
HCBK
338
DELISTED
HUDSON CITY BANCORP INC
HCBK
$122K ﹤0.01%
+12,000
New +$119K
MSFT icon
339
PUT
Microsoft
MSFT
$3.83T
$97K ﹤0.01%
2,200
-565,000
-100% -$25.4M
BEE
340
CALL
DELISTED
STRATEGIC HOTELS & RESORTS, INC
BEE
$75K ﹤0.01%
+5,500
New +$74.6K
CHK
341
CALL
DELISTED
Chesapeake Energy Corporation
CHK
$73K ﹤0.01%
+50
New +$84.9K
BHI
342
DELISTED
Baker Hughes
BHI
$67K ﹤0.01%
1,300
-98,700
-99% -$5.51M
PVA
343
PUT
DELISTED
PENN VIRGINIA CORP
PVA
$66K ﹤0.01%
+125,000
New +$191K
CCEP icon
344
PUT
Coca-Cola Europacific Partners
CCEP
$44.8B
$43K ﹤0.01%
900
-353,800
-100% -$17.2M
OREX
345
DELISTED
Orexigen Therapeutics, Inc.
OREX
$29K ﹤0.01%
1,420
-2,720
-66% -$93.2K
CTXS
346
DELISTED
Citrix Systems Inc
CTXS
$23K ﹤0.01%
421
-19,923
-98% -$1.13M
CYHHZ
347
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$18K ﹤0.01%
2,000,000
– –
MRVL icon
348
PUT
Marvell Technology
MRVL
$235B
$13K ﹤0.01%
1,500
-200,100
-99% -$2.28M
CX icon
349
PUT
Cemex
CX
$14B
$7K ﹤0.01%
1,125
– –
VXX
350
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$2K ﹤0.01%
6
-188
-97% -$62.5K
12 13
14
15 16

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Capstone Investment Advisors's Q3 2015 Portfolio in Review

As of Q3 2015, Capstone Investment Advisors held 510 positions worth $4.31B, down 39% from $7.07B the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Capstone Investment Advisors withdrew a net $333M in Q3 2015, closing 115 positions and reducing 96 holdings. Its most notable exit was Apple, an estimated $81.3M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 85% of assets, down from 90% a quarter earlier, followed by Financials and Communication Services.

Against the trend, Capstone Investment Advisors opened a new position in iShares China Large-Cap ETF worth $54.9M.

  • Capstone Investment Advisors's largest Q3 2015 buy was iShares China Large-Cap ETF: 1,546,981 shares worth $54.9M.
  • Capstone Investment Advisors added most to CITY NATIONAL CORPORATION in Q3 2015, an estimated $13.7M increase.
  • Capstone Investment Advisors's biggest Q3 2015 reduction was iShares MSCI EAFE ETF, cutting an estimated $66.3M.
  • Capstone Investment Advisors fully exited Apple in Q3 2015, selling an estimated $81.3M.
  • Capstone Investment Advisors's ten largest holdings make up 42% of its $4.31B portfolio in Q3 2015.
  • Capstone Investment Advisors opened 224 new positions and closed 115 in Q3 2015.
  • Capstone Investment Advisors's portfolio value fell 39% quarter-over-quarter to $4.31B.

Based on Capstone Investment Advisors's 13F filing for Q3 2015, filed 16 Nov 2015.