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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
+16.3%
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
$15.1B
AUM Growth
+$8.91B
Cap. Flow
+$498M
Cap. Flow %
3.29%
Top 10 Hldgs %
32.67%
Holding
1,409
New
302
Increased
727
Reduced
235
Closed
103

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$308M
2
TIF
Tiffany & Co.
TIF
+$68.9M
3
CZR
Caesars Entertainment Corporation
CZR
+$67.6M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$62.1M
5
WTW icon
Willis Towers Watson
WTW
+$43.9M

Top Sells

Rank Stock Value
1
XOM icon
ExxonMobil
XOM
+$20.4M
2
AGN
Allergan plc
AGN
+$16.1M
3
V icon
Visa
V
+$13.8M
4
RTN
Raytheon Company
RTN
+$13.1M
5
TECD
Tech Data Corp
TECD
+$12.4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 94.92%
2 Consumer Discretionary 1.23%
3 Financials 1.19%
4 Communication Services 0.63%
5 Technology 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CMCSA icon
126
CALL
Comcast
CMCSA
$77.8B
$21.6M 0.14%
554,300
+418,900
+309% +$16M
ZTS icon
127
PUT
Zoetis
ZTS
$29.4B
$21.5M 0.14%
156,600
-22,500
-13% -$2.94M
HON icon
128
PUT
Honeywell
HON
$67.4B
$21.4M 0.14%
157,240
+30,026
+24% +$3.97M
HYG icon
129
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$14.8B
$21.4M 0.14%
262,300
-348,800
-57% -$28.1M
ADP icon
130
PUT
Automatic Data Processing
ADP
$105B
$21.3M 0.14%
143,000
+59,600
+71% +$8.54M
ILMN icon
131
PUT
Illumina
ILMN
$40.8B
$21.1M 0.14%
58,699
+42,971
+273% +$13.8M
BAX icon
132
PUT
Baxter International
BAX
$12.1B
$20.9M 0.14%
242,800
-23,500
-9% -$2.05M
NOW icon
133
PUT
ServiceNow
NOW
$140B
$20.9M 0.14%
257,500
+196,500
+322% +$13.9M
HUM icon
134
PUT
Humana
HUM
$47.8B
$20.2M 0.13%
52,100
-1,500
-3% -$561K
AMAT icon
135
PUT
Applied Materials
AMAT
$385B
$20.2M 0.13%
333,800
+63,300
+23% +$3.41M
SYK icon
136
PUT
Stryker
SYK
$104B
$19.2M 0.13%
106,500
+14,700
+16% +$2.71M
META icon
137
Meta Platforms (Facebook)
META
$1.91T
$19.2M 0.13%
84,462
+37,051
+78% +$7.74M
PEP icon
138
CALL
PepsiCo
PEP
$176B
$19M 0.13%
143,500
+135,900
+1,788% +$17.9M
MDLZ icon
139
PUT
Mondelez International
MDLZ
$76.9B
$19M 0.13%
371,000
+297,000
+401% +$15.3M
KO icon
140
CALL
Coca-Cola
KO
$378B
$18.8M 0.12%
421,800
+390,600
+1,252% +$18M
MA icon
141
CALL
Mastercard
MA
$497B
$18.5M 0.12%
62,400
+43,900
+237% +$12.4M
PGR icon
142
PUT
Progressive
PGR
$119B
$18.3M 0.12%
228,200
+31,900
+16% +$2.49M
QCOM icon
143
CALL
Qualcomm
QCOM
$216B
$18.2M 0.12%
199,500
+192,200
+2,633% +$15.4M
FIS icon
144
PUT
Fidelity National Information Services
FIS
$18.3B
$17.9M 0.12%
133,500
+69,400
+108% +$9.11M
XLNX
145
PUT
DELISTED
Xilinx Inc
XLNX
$17.8M 0.12%
181,100
-7,500
-4% -$665K
SO icon
146
PUT
Southern Company
SO
$95.3B
$17.6M 0.12%
340,200
-65,000
-16% -$3.61M
NEM icon
147
PUT
Newmont
NEM
$128B
$17.1M 0.11%
277,300
+68,400
+33% +$4.05M
NSC icon
148
PUT
Norfolk Southern
NSC
$70.3B
$17.1M 0.11%
97,400
-32,400
-25% -$5.49M
NOC icon
149
PUT
Northrop Grumman
NOC
$72.5B
$17M 0.11%
55,300
+14,400
+35% +$4.72M
UPS icon
150
PUT
United Parcel Service
UPS
$79.9B
$16.9M 0.11%
152,000
+12,000
+9% +$1.2M
4 5
6
7 8

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Capstone Investment Advisors's Q2 2020 Portfolio in Review

As of Q2 2020, Capstone Investment Advisors held 1,409 positions worth $15.1B, up 143% from $6.22B the previous quarter. Its ten largest holdings account for 33% of the portfolio.

Capstone Investment Advisors deployed $498M of net new capital in Q2 2020, opening 302 new positions and adding to 727 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 1,050,861 shares worth $324M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 91% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was ExxonMobil, an estimated $20.4M trimmed.

  • Capstone Investment Advisors's largest Q2 2020 buy was State Street SPDR S&P 500 ETF Trust: 1,050,861 shares worth $324M.
  • Capstone Investment Advisors added most to Tiffany & Co. in Q2 2020, an estimated $68.9M increase.
  • Capstone Investment Advisors's biggest Q2 2020 reduction was ExxonMobil, cutting an estimated $20.4M.
  • Capstone Investment Advisors fully exited Allergan plc in Q2 2020, selling an estimated $16.1M.
  • Capstone Investment Advisors's ten largest holdings make up 33% of its $15.1B portfolio in Q2 2020.
  • Capstone Investment Advisors opened 302 new positions and closed 103 in Q2 2020.
  • Capstone Investment Advisors's portfolio value rose 143% quarter-over-quarter to $15.1B.

Based on Capstone Investment Advisors's 13F filing for Q2 2020, filed 14 Aug 2020.