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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
-17.43%
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
$6.22B
AUM Growth
-$12.3B
Cap. Flow
-$871M
Cap. Flow %
-14%
Top 10 Hldgs %
27.05%
Holding
1,477
New
103
Increased
219
Reduced
768
Closed
370

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$23M
2
RTN
Raytheon Company
RTN
+$19.6M
3
XOM icon
ExxonMobil
XOM
+$13.8M
4
BWA icon
BorgWarner
BWA
+$13.5M
5
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$12.9M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$79.3M
2
GDX icon
VanEck Gold Miners ETF
GDX
+$75.4M
3
AAPL icon
Apple
AAPL
+$54.3M
4
BBL
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
+$47.6M
5
AMZN icon
Amazon
AMZN
+$40.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 91.15%
2 Financials 1.76%
3 Energy 1.3%
4 Consumer Discretionary 1.28%
5 Technology 1.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NKE icon
326
PUT
Nike
NKE
$53B
$3.71M 0.06%
44,900
-546,300
-92% -$50.8M
MDLZ icon
327
PUT
Mondelez International
MDLZ
$76.9B
$3.71M 0.06%
74,000
-656,600
-90% -$35.6M
LEN icon
328
PUT
Lennar Class A
LEN
$19.8B
$3.69M 0.06%
99,891
-57,538
-37% -$3.26M
SWKS icon
329
PUT
Skyworks Solutions
SWKS
$13.4B
$3.67M 0.06%
41,100
-54,600
-57% -$5.83M
KLAC icon
330
CALL
KLA
KLAC
$245B
$3.64M 0.06%
253,000
+14,000
+6% +$225K
TXN icon
331
CALL
Texas Instruments
TXN
$254B
$3.64M 0.06%
36,400
-60,500
-62% -$7.26M
CPRT icon
332
PUT
Copart
CPRT
$25.5B
$3.63M 0.06%
212,000
+78,400
+59% +$1.74M
CSX icon
333
CSX Corp
CSX
$86.7B
$3.61M 0.06%
188,955
+66,588
+54% +$1.55M
WHR icon
334
PUT
Whirlpool
WHR
$2.07B
$3.6M 0.06%
41,900
-7,600
-15% -$998K
ACN icon
335
CALL
Accenture
ACN
$108B
$3.58M 0.06%
21,900
-35,500
-62% -$6.84M
O icon
336
PUT
Realty Income
O
$52.6B
$3.56M 0.06%
73,582
-36,636
-33% -$2.55M
S
337
DELISTED
Sprint Corporation
S
$3.55M 0.06%
411,386
+238,226
+138% +$1.67M
CMI icon
338
PUT
Cummins
CMI
$72.3B
$3.53M 0.06%
26,100
-40,400
-61% -$6.3M
ADP icon
339
CALL
Automatic Data Processing
ADP
$105B
$3.53M 0.06%
25,800
-13,400
-34% -$2.16M
CLX icon
340
PUT
Clorox
CLX
$10.1B
$3.52M 0.06%
20,300
-24,700
-55% -$4.08M
KSU
341
PUT
DELISTED
Kansas City Southern
KSU
$3.5M 0.06%
27,500
-7,200
-21% -$1.1M
NOW icon
342
PUT
ServiceNow
NOW
$140B
$3.5M 0.06%
61,000
-112,500
-65% -$7.03M
ICE icon
343
CALL
Intercontinental Exchange
ICE
$86.6B
$3.48M 0.06%
43,100
-24,100
-36% -$2.18M
CVS icon
344
PUT
CVS Health
CVS
$114B
$3.46M 0.06%
58,300
-638,600
-92% -$42.6M
ED icon
345
PUT
Consolidated Edison
ED
$38.1B
$3.46M 0.06%
44,300
+4,000
+10% +$351K
SO icon
346
CALL
Southern Company
SO
$95.3B
$3.44M 0.06%
63,500
-35,000
-36% -$2.22M
NVDA icon
347
CALL
NVIDIA
NVDA
$5.43T
$3.43M 0.06%
520,000
-6,496,000
-93% -$41M
BABA icon
348
Alibaba
BABA
$273B
$3.42M 0.06%
17,595
+14,576
+483% +$3.04M
GWW icon
349
PUT
W.W. Grainger
GWW
$58.5B
$3.4M 0.05%
13,700
-10,900
-44% -$3.22M
CHTR icon
350
CALL
Charter Communications
CHTR
$12.9B
$3.4M 0.05%
7,800
-21,500
-73% -$10.5M
12 13
14
15 16

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Capstone Investment Advisors's Q1 2020 Portfolio in Review

As of Q1 2020, Capstone Investment Advisors held 1,477 positions worth $6.22B, down 66% from $18.5B the previous quarter. Its ten largest holdings account for 27% of the portfolio.

Capstone Investment Advisors withdrew a net $871M in Q1 2020, closing 370 positions and reducing 768 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $79.3M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 91% of assets, down from 93% a quarter earlier, followed by Financials and Energy.

Against the trend, Capstone Investment Advisors opened a new position in BorgWarner worth $10M.

  • Capstone Investment Advisors's largest Q1 2020 buy was BorgWarner: 467,036 shares worth $10M.
  • Capstone Investment Advisors added most to iShares China Large-Cap ETF in Q1 2020, an estimated $23M increase.
  • Capstone Investment Advisors's biggest Q1 2020 reduction was Apple, cutting an estimated $54.3M.
  • Capstone Investment Advisors fully exited State Street SPDR S&P 500 ETF Trust in Q1 2020, selling an estimated $79.3M.
  • Capstone Investment Advisors's ten largest holdings make up 27% of its $6.22B portfolio in Q1 2020.
  • Capstone Investment Advisors opened 103 new positions and closed 370 in Q1 2020.
  • Capstone Investment Advisors's portfolio value fell 66% quarter-over-quarter to $6.22B.

Based on Capstone Investment Advisors's 13F filing for Q1 2020, filed 15 May 2020.