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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
-4.79%
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
$8.1B
AUM Growth
-$663M
Cap. Flow
-$28.1M
Cap. Flow %
-0.35%
Top 10 Hldgs %
35.45%
Holding
1,464
New
182
Increased
821
Reduced
196
Closed
225

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$43.6M
2
FXI icon
iShares China Large-Cap ETF
FXI
+$42.7M
3
AAPL icon
Apple
AAPL
+$38.3M
4
RHT
Red Hat Inc
RHT
+$31M
5
AABA
Altaba Inc
AABA
+$31M

Top Sells

Rank Stock Value
1
AET
Aetna Inc
AET
+$38.3M
2
SO icon
Southern Company
SO
+$27.5M
3
PF
Pinnacle Foods, Inc.
PF
+$20.7M
4
ESRX
Express Scripts Holding Company
ESRX
+$15.3M
5
DELL icon
Dell
DELL
+$15M

Sector Composition

Rank Sector Weight
1 Miscellaneous 92.03%
2 Technology 1.75%
3 Communication Services 1.74%
4 Financials 0.97%
5 Healthcare 0.95%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XYZ
176
Block Inc
XYZ
$45.9B
$6.19M 0.08%
+110,335
New +$7.79M
HYG icon
177
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$14.8B
$6.15M 0.08%
+75,800
New +$6.35M
GOOG icon
178
CALL
Alphabet (Google) Class C
GOOG
$4.17T
$6.11M 0.08%
118,000
-130,000
-52% -$6.96M
SMH icon
179
PUT
VanEck Semiconductor ETF
SMH
$78.3B
$6.11M 0.08%
140,000
+90,000
+180% +$4.22M
ORBK
180
DELISTED
Orbotech Ltd
ORBK
$6.06M 0.07%
107,111
-64,363
-38% -$3.6M
CL icon
181
PUT
Colgate-Palmolive
CL
$68.6B
$5.96M 0.07%
100,200
+35,400
+55% +$2.21M
AXP icon
182
PUT
American Express
AXP
$209B
$5.89M 0.07%
61,800
+16,400
+36% +$1.72M
ORCL icon
183
CALL
Oracle
ORCL
$415B
$5.88M 0.07%
130,200
+25,700
+25% +$1.23M
VXX
184
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$5.86M 0.07%
125,000
-225,000
-64% -$8.33M
NOC icon
185
PUT
Northrop Grumman
NOC
$72.5B
$5.85M 0.07%
23,900
+5,000
+26% +$1.38M
DE icon
186
PUT
Deere & Co
DE
$186B
$5.79M 0.07%
38,800
+26,900
+226% +$3.94M
EWZ icon
187
CALL
iShares MSCI Brazil ETF
EWZ
$8.44B
$5.73M 0.07%
150,000
+84,700
+130% +$3.28M
EWZ icon
188
PUT
iShares MSCI Brazil ETF
EWZ
$8.44B
$5.73M 0.07%
+150,000
New +$5.81M
CCJ icon
189
CALL
Cameco
CCJ
$38.4B
$5.67M 0.07%
500,000
-200,000
-29% -$2.32M
CCJ icon
190
PUT
Cameco
CCJ
$38.4B
$5.67M 0.07%
500,000
-200,000
-29% -$2.32M
MS icon
191
PUT
Morgan Stanley
MS
$308B
$5.67M 0.07%
143,100
+52,300
+58% +$2.28M
XOM icon
192
ExxonMobil
XOM
$660B
$5.64M 0.07%
82,766
+66,706
+415% +$5.23M
KO icon
193
Coca-Cola
KO
$378B
$5.62M 0.07%
118,766
+103,446
+675% +$4.95M
USB icon
194
PUT
US Bancorp
USB
$92.4B
$5.58M 0.07%
122,100
-4,200
-3% -$216K
TSRO
195
PUT
DELISTED
TESARO, Inc.
TSRO
$5.5M 0.07%
+74,000
New +$3.56M
TJX icon
196
PUT
TJX Companies
TJX
$143B
$5.47M 0.07%
122,300
+29,900
+32% +$1.51M
AVGO icon
197
CALL
Broadcom
AVGO
$1.68T
$5.44M 0.07%
214,000
+44,000
+26% +$1.04M
MU icon
198
PUT
Micron Technology
MU
$1.22T
$5.4M 0.07%
170,300
+49,800
+41% +$1.89M
WBA
199
PUT
DELISTED
Walgreens Boots Alliance
WBA
$5.3M 0.07%
77,600
+33,000
+74% +$2.56M
CMCSA icon
200
CALL
Comcast
CMCSA
$77.8B
$5.26M 0.06%
154,400
+9,800
+7% +$358K
6 7
8
9 10

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Capstone Investment Advisors's Q4 2018 Portfolio in Review

As of Q4 2018, Capstone Investment Advisors held 1,464 positions worth $8.1B, down 7.6% from $8.76B the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Capstone Investment Advisors's Q4 2018 filing shows 182 new, 821 increased, 196 reduced and 225 closed positions. Its largest new stake was Altaba Inc: 501,788 shares worth $29.1M. The largest sale was Aetna Inc, an estimated $38.3M.

By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Communication Services.

  • Capstone Investment Advisors's largest Q4 2018 buy was Altaba Inc: 501,788 shares worth $29.1M.
  • Capstone Investment Advisors added most to State Street SPDR S&P 500 ETF Trust in Q4 2018, an estimated $43.6M increase.
  • Capstone Investment Advisors's biggest Q4 2018 reduction was Amazon, cutting an estimated $14.1M.
  • Capstone Investment Advisors fully exited Aetna Inc in Q4 2018, selling an estimated $38.3M.
  • Capstone Investment Advisors's ten largest holdings make up 35% of its $8.1B portfolio in Q4 2018.
  • Capstone Investment Advisors opened 182 new positions and closed 225 in Q4 2018.
  • Capstone Investment Advisors's portfolio value fell 7.6% quarter-over-quarter to $8.1B.

Based on Capstone Investment Advisors's 13F filing for Q4 2018, filed 14 Feb 2019.