We are live on ! Find out more
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
ABBV icon
176
PUT
AbbVie
ABBV
$467B
$7.09M 0.11%
93,100
-563,800
-86% -$48M
PXD
177
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$7.08M 0.11%
100,900
-7,400
-7% -$880K
MO icon
178
PUT
Altria Group
MO
$115B
$7.06M 0.11%
182,500
-573,700
-76% -$25.5M
MS icon
179
PUT
Morgan Stanley
MS
$308B
$7.04M 0.11%
207,100
-404,600
-66% -$19.1M
CAT icon
180
CALL
Caterpillar
CAT
$378B
$7.03M 0.11%
60,600
-58,600
-49% -$7.49M
BKNG icon
181
PUT
Booking.com
BKNG
$123B
$7M 0.11%
130,000
-610,000
-82% -$42.8M
ALGN icon
182
PUT
Align Technology
ALGN
$10.4B
$6.99M 0.11%
40,200
-31,100
-44% -$7.45M
LLY icon
183
CALL
Eli Lilly
LLY
$1.05T
$6.98M 0.11%
50,300
-54,600
-52% -$7.5M
JPM icon
184
CALL
JPMorgan Chase
JPM
$912B
$6.97M 0.11%
77,400
-330,200
-81% -$40.1M
D icon
185
PUT
Dominion Energy
D
$53.4B
$6.96M 0.11%
96,400
-133,000
-58% -$10.9M
ADM icon
186
PUT
Archer Daniels Midland
ADM
$39.1B
$6.95M 0.11%
197,400
-62,100
-24% -$2.54M
SYK icon
187
CALL
Stryker
SYK
$104B
$6.93M 0.11%
41,600
-15,200
-27% -$2.97M
KO icon
188
PUT
Coca-Cola
KO
$378B
$6.84M 0.11%
154,700
-1,389,800
-90% -$75.1M
A icon
189
PUT
Agilent Technologies
A
$48.7B
$6.83M 0.11%
95,300
-25,200
-21% -$2.02M
C icon
190
CALL
Citigroup
C
$225B
$6.82M 0.11%
162,000
-152,700
-49% -$10.2M
MSFT icon
191
Microsoft
MSFT
$3.83T
$6.55M 0.11%
41,518
-211,495
-84% -$34.8M
ELV icon
192
CALL
Elevance Health
ELV
$85.9B
$6.54M 0.11%
28,800
-8,500
-23% -$2.32M
GEN icon
193
PUT
Gen Digital
GEN
$12.9B
$6.5M 0.1%
347,400
+21,500
+7% +$465K
VXX icon
194
CALL
iPath Series B S&P 500 VIX Short-Term Futures ETN
VXX
$125M
$6.47M 0.1%
2,188
-22,429
-91% -$36.5M
STT icon
195
PUT
State Street
STT
$49.8B
$6.47M 0.1%
121,400
-29,500
-20% -$2.05M
PG icon
196
CALL
Procter & Gamble
PG
$340B
$6.46M 0.1%
58,700
-200,800
-77% -$24.1M
EOG icon
197
PUT
EOG Resources
EOG
$73.6B
$6.41M 0.1%
178,400
-12,200
-6% -$793K
GOOG icon
198
CALL
Alphabet (Google) Class C
GOOG
$4.17T
$6.39M 0.1%
110,000
-562,000
-84% -$38.1M
BLK icon
199
CALL
Blackrock
BLK
$168B
$6.38M 0.1%
14,500
-7,300
-33% -$3.6M
WM icon
200
PUT
Waste Management
WM
$82.7B
$6.34M 0.1%
68,500
-84,400
-55% -$9.68M
6 7
8
9 10

Similar funds

New York State Teachers Retirement System (NYSTRS)
New York State Teachers Retirement System (NYSTRS) Albany, New York $54.2B AUM 43.77% 1-Year Est. Return
Royal London Asset Management
Royal London Asset Management United Kingdom $54.3B AUM 39.21% 1-Year Est. Return
GQG Partners
GQG Partners Ft. Lauderdale, Florida $53.8B AUM 19.23% 1-Year Est. Return
HF
HRT Financial New York $54.8B AUM 81.03% 1-Year Est. Return
LSV Asset Management
LSV Asset Management Chicago, Illinois $55.1B AUM 45.38% 1-Year Est. Return
WCM Investment Management
WCM Investment Management Laguna Beach, California $55.2B AUM 57.07% 1-Year Est. Return
Connor, Clark & Lunn Investment Management (CC&L)
Connor, Clark & Lunn Investment Management (CC&L) Vancouver, British Columbia, Canada $52.8B AUM 58.98% 1-Year Est. Return
TCI Fund Management
TCI Fund Management London, United Kingdom $52.8B AUM 12.71% 1-Year Est. Return

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.