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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
JPM icon
26
PUT
JPMorgan Chase
JPM
$912B
$27.7M 0.45%
307,500
-857,800
-74% -$104M
PM icon
27
PUT
Philip Morris
PM
$297B
$27.1M 0.44%
371,700
-177,300
-32% -$14.6M
ORCL icon
28
PUT
Oracle
ORCL
$415B
$26.7M 0.43%
552,900
-549,200
-50% -$28.3M
MRK icon
29
PUT
Merck
MRK
$367B
$26.3M 0.42%
358,311
-964,684
-73% -$75.8M
NFLX icon
30
PUT
Netflix
NFLX
$296B
$25.4M 0.41%
677,000
-1,165,000
-63% -$41.2M
WMT icon
31
PUT
Walmart Inc
WMT
$857B
$25.4M 0.41%
671,100
-1,657,200
-71% -$63.7M
C icon
32
PUT
Citigroup
C
$225B
$24.2M 0.39%
574,300
-503,300
-47% -$33.8M
QQQ icon
33
CALL
Invesco QQQ Trust
QQQ
$502B
$23.8M 0.38%
125,000
+25,000
+25% +$5.29M
ELV icon
34
PUT
Elevance Health
ELV
$85.9B
$23.7M 0.38%
104,300
-36,100
-26% -$9.84M
FXI icon
35
iShares China Large-Cap ETF
FXI
$4.05B
$23.2M 0.37%
618,740
+565,389
+1,060% +$23M
AAPL icon
36
CALL
Apple
AAPL
$4.98T
$23.2M 0.37%
364,800
-2,144,400
-85% -$158M
RTN
37
PUT
DELISTED
Raytheon Company
RTN
$22.6M 0.36%
172,400
+11,600
+7% +$2.3M
SO icon
38
PUT
Southern Company
SO
$95.3B
$21.9M 0.35%
405,200
-229,000
-36% -$14.5M
BAX icon
39
PUT
Baxter International
BAX
$12.1B
$21.6M 0.35%
266,300
-14,200
-5% -$1.23M
XOM icon
40
ExxonMobil
XOM
$660B
$21.5M 0.35%
566,925
+250,715
+79% +$13.8M
QQQ icon
41
Invesco QQQ Trust
QQQ
$502B
$21.3M 0.34%
111,633
+11,300
+11% +$2.39M
ZTS icon
42
PUT
Zoetis
ZTS
$29.4B
$21.1M 0.34%
179,100
-58,700
-25% -$7.73M
WFC icon
43
PUT
Wells Fargo
WFC
$251B
$21.1M 0.34%
734,200
-873,300
-54% -$37.1M
LOW icon
44
PUT
Lowe's Companies
LOW
$106B
$21M 0.34%
244,200
-160,600
-40% -$17.5M
ACN icon
45
PUT
Accenture
ACN
$108B
$21M 0.34%
128,600
-96,400
-43% -$18.6M
TMO icon
46
PUT
Thermo Fisher Scientific
TMO
$250B
$21M 0.34%
74,000
-77,900
-51% -$24.6M
INTU icon
47
PUT
Intuit
INTU
$73.7B
$19.9M 0.32%
86,700
-43,500
-33% -$11.8M
CME icon
48
PUT
CME Group
CME
$95.1B
$19.6M 0.31%
113,200
-32,600
-22% -$6.49M
CL icon
49
PUT
Colgate-Palmolive
CL
$68.6B
$19.1M 0.31%
287,300
-189,300
-40% -$13.4M
NSC icon
50
PUT
Norfolk Southern
NSC
$70.3B
$19M 0.3%
129,800
-26,700
-17% -$4.93M
1
2
3 4 5

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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.