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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
AAPL icon
351
Apple
AAPL
$4.98T
– –
-2,773,668
Closed -$81.3M
ADBE icon
352
PUT
Adobe
ADBE
$93.6B
– –
-4,100
Closed -$332K
AMAT icon
353
CALL
Applied Materials
AMAT
$385B
– –
-450,000
Closed -$8.65M
BABA icon
354
CALL
Alibaba
BABA
$273B
– –
-16,000
Closed -$1.32M
BABA icon
355
PUT
Alibaba
BABA
$273B
– –
-77,600
Closed -$6.38M
BKD icon
356
Brookdale Senior Living
BKD
$2.65B
– –
-34,835
Closed -$1.21M
CAT icon
357
Caterpillar
CAT
$378B
– –
-33,946
Closed -$2.6M
CAT icon
358
PUT
Caterpillar
CAT
$378B
– –
-136,800
Closed -$11.6M
CCEP icon
359
Coca-Cola Europacific Partners
CCEP
$44.8B
– –
-389,174
Closed -$18.9M
CMCSA icon
360
Comcast
CMCSA
$77.8B
– –
-90,000
Closed -$2.71M
CMG icon
361
CALL
Chipotle Mexican Grill
CMG
$39.6B
– –
-150,000
Closed -$1.81M
CMG icon
362
PUT
Chipotle Mexican Grill
CMG
$39.6B
– –
-125,000
Closed -$1.51M
DE icon
363
Deere & Co
DE
$186B
– –
-7,209
Closed -$634K
EFA icon
364
CALL
iShares MSCI EAFE ETF
EFA
$78B
– –
-790,800
Closed -$50.2M
EFA icon
365
PUT
iShares MSCI EAFE ETF
EFA
$78B
– –
-2,196,400
Closed -$139M
EWY icon
366
CALL
iShares MSCI South Korea ETF
EWY
$27.4B
– –
-419,500
Closed -$23.1M
EWY icon
367
iShares MSCI South Korea ETF
EWY
$27.4B
– –
-9,922
Closed -$546K
EWY icon
368
PUT
iShares MSCI South Korea ETF
EWY
$27.4B
– –
-12,500
Closed -$688K
GLD icon
369
SPDR Gold Trust
GLD
$145B
– –
-60,358
Closed -$6.5M
GLD icon
370
PUT
SPDR Gold Trust
GLD
$145B
– –
-2,109,200
Closed -$237M
GM icon
371
General Motors
GM
$72.5B
– –
-37,270
Closed -$1.14M
HUM icon
372
CALL
Humana
HUM
$47.8B
– –
-10,100
Closed -$1.93M
INTC icon
373
CALL
Intel
INTC
$650B
– –
-989,300
Closed -$30.1M
INTC icon
374
Intel
INTC
$650B
– –
-54,261
Closed -$1.65M
INTC icon
375
PUT
Intel
INTC
$650B
– –
-60,000
Closed -$1.82M
13 14
15
16 17

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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.