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Capstone Investment Advisors Portfolio holdings
AUM
$57.4B
1-Year Est. Return
26.91%
This Fund
S&P 500
This Quarter
Est. Return
+5.28%
1 Year Est. Return
+26.91%
3 Year Est. Return
+28.14%
5 Year Est. Return
+24.88%
10 Year Est. Return
+149.98%
AUM
$4B
AUM Growth
+$760M
(+23%)
Cap. Flow
+$509M
Cap. Flow
% of AUM
12.73%
Top 10 Holdings %
Top 10 Hldgs %
29.95%
Holding
1,281
New
392
Increased
182
Reduced
235
Closed
444
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$48.6M |
| 2 |
RAI
Reynolds American Inc
RAI
|
+$42.1M |
| 3 |
WOOF
VCA Inc.
WOOF
|
+$40.4M |
| 4 |
LVLT
Level 3 Communications Inc
LVLT
|
+$36.9M |
| 5 |
MBLY
Mobileye N.V.
MBLY
|
+$29.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$275M |
| 2 |
Microsoft
MSFT
|
+$132M |
| 3 |
TotalEnergies
TTE
|
+$65.4M |
| 4 |
HAR
Harman International Industries
HAR
|
+$28.8M |
| 5 |
ENH
Endurance Specialty Holdings Ltd
ENH
|
+$28.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 5.82% |
| 2 | Industrials | 5.22% |
| 3 | Consumer Staples | 4.7% |
| 4 | Financials | 4.23% |
| 5 | Consumer Discretionary | 3.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
iShares Russell 2000 ETF
IWM
$81.8B
| $174M | 4.34% |
1,262,600
+727,900
| +136% | +$99.4M |
|
2
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $170M | 4.26% |
+7,181,300
| New | +$172M |
|
3
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $142M | 3.55% |
3,607,200
+3,140,400
| +673% | +$119M |
|
|
4
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $133M | 3.34% |
3,388,200
+3,211,400
| +1,816% | +$122M |
|
|
5
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $131M | 3.27% |
+5,501,700
| New | +$132M |
|
6
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $129M | 3.23% |
+1,069,900
| New | +$128M |
|
|
7
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $107M | 2.69% |
889,700
+787,700
| +772% | +$94.5M |
|
8
PUT
iShares MSCI EAFE ETF
EFA
$79.9B
| $85.2M | 2.13% |
1,367,100
+1,284,200
| +1,549% | +$77.6M |
|
|
9
CALL
iShares MSCI EAFE ETF
EFA
$79.9B
| $68.9M | 1.72% |
1,105,900
+1,026,100
| +1,286% | +$62M |
|
10
NXP Semiconductors
NXPI
$59.6B
| $56.3M | 1.41% |
543,559
+154,344
| +40% | +$15.6M |
|
|
11
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $56.2M | 1.41% |
238,568
+208,976
| +706% | +$48.6M |
|
|
LVLT
12
DELISTED
Level 3 Communications Inc
LVLT
| $44.7M | 1.12% |
781,931
+638,307
| +444% | +$36.9M |
|
|
SYT
13
CALL
DELISTED
Syngenta Ag
SYT
| $44.6M | 1.12% |
504,200
+427,300
| +556% | +$36.6M |
|
|
RAI
14
DELISTED
Reynolds American Inc
RAI
| $44.1M | 1.1% |
+700,000
| New | +$42.1M |
|
|
WOOF
15
DELISTED
VCA Inc.
WOOF
| $41.2M | 1.03% |
+450,000
| New | +$40.4M |
|
16
CALL
VanEck Gold Miners ETF
GDX
$27.5B
| $39.6M | 0.99% |
1,735,700
+615,700
| +55% | +$14.3M |
|
17
PUT
SPDR Gold Trust
GLD
$143B
| $39.4M | 0.98% |
+331,600
| New | +$38.5M |
|
|
MBLY
18
PUT
DELISTED
Mobileye N.V.
MBLY
| $38.9M | 0.97% |
+634,000
| New | +$30.5M |
|
|
MBLY
19
DELISTED
Mobileye N.V.
MBLY
| $37.4M | 0.94% |
+609,421
| New | +$29.3M |
|
|
AWH
20
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $34.2M | 0.86% |
643,553
+451,408
| +235% | +$24M |
|
|
21
CALL
SPDR Gold Trust
GLD
$143B
| $32.8M | 0.82% |
+276,100
| New | +$32.1M |
|
|
22
PUT
VanEck Gold Miners ETF
GDX
$27.5B
| $32.7M | 0.82% |
1,433,300
+284,300
| +25% | +$6.61M |
|
|
23
CALL
NXP Semiconductors
NXPI
$59.6B
| $32.5M | 0.81% |
313,600
+12,100
| +4% | +$1.22M |
|
|
24
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $31.8M | 0.8% |
135,000
-74,900
| -36% | -$17.4M |
|
|
X
25
PUT
DELISTED
US Steel
X
| $30.4M | 0.76% |
+898,300
| New | +$31.9M |
|
Similar funds
NAMI
Capstone Investment Advisors's Q1 2017 Portfolio in Review
As of Q1 2017, Capstone Investment Advisors held 1,281 positions worth $4B, up 23% from $3.24B the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Capstone Investment Advisors deployed $509M of net new capital in Q1 2017, opening 392 new positions and adding to 182 existing holdings. Its largest new stake was Reynolds American Inc: 700,000 shares worth $44.1M.
By sector, the portfolio is most concentrated in Technology at 5.8% of assets, down from 17% a quarter earlier, followed by Industrials and Consumer Staples.
On the sell side, the largest reduction was Apple, an estimated $275M trimmed.
- Capstone Investment Advisors's largest Q1 2017 buy was Reynolds American Inc: 700,000 shares worth $44.1M.
- Capstone Investment Advisors added most to State Street SPDR S&P 500 ETF Trust in Q1 2017, an estimated $48.6M increase.
- Capstone Investment Advisors's biggest Q1 2017 reduction was Apple, cutting an estimated $275M.
- Capstone Investment Advisors fully exited Microsoft in Q1 2017, selling an estimated $132M.
- Capstone Investment Advisors's ten largest holdings make up 30% of its $4B portfolio in Q1 2017.
- Capstone Investment Advisors opened 392 new positions and closed 444 in Q1 2017.
- Capstone Investment Advisors's portfolio value rose 23% quarter-over-quarter to $4B.
Based on Capstone Investment Advisors's 13F filing for Q1 2017, filed 15 May 2017.