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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
-1.86%
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
$14.6B
AUM Growth
+$733M
Cap. Flow
-$251M
Cap. Flow %
-1.72%
Top 10 Hldgs %
21.4%
Holding
1,536
New
151
Increased
821
Reduced
320
Closed
194

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$447M
2
AGN
Allergan plc
AGN
+$58.6M
3
GWR
Genesee & Wyoming Inc.
GWR
+$25.8M
4
BBL
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
+$16.5M
5
FXI icon
iShares China Large-Cap ETF
FXI
+$16.4M

Top Sells

Rank Stock Value
1
RHT
Red Hat Inc
RHT
+$136M
2
APC
Anadarko Petroleum
APC
+$126M
3
DATA
Tableau Software, Inc.
DATA
+$42.9M
4
QQQ icon
Invesco QQQ Trust
QQQ
+$31M
5
GLD icon
SPDR Gold Trust
GLD
+$30.7M

Sector Composition

Rank Sector Weight
1 Miscellaneous 93.53%
2 Healthcare 2.44%
3 Technology 0.79%
4 Consumer Discretionary 0.66%
5 Industrials 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$523M 3.59%
1,762,231
+1,513,840
+609% +$447M
MSFT icon
2
PUT
Microsoft
MSFT
$3.83T
$426M 2.93%
3,066,100
+907,800
+42% +$125M
AAPL icon
3
PUT
Apple
AAPL
$4.98T
$413M 2.84%
7,372,000
+539,600
+8% +$28.2M
QQQ icon
4
PUT
Invesco QQQ Trust
QQQ
$502B
$337M 2.32%
1,786,900
+514,000
+40% +$97.4M
SPY icon
5
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$319M 2.19%
1,075,000
-50,100
-4% -$14.8M
EEM icon
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.6B
$258M 1.77%
6,317,000
+330,000
+6% +$13.6M
AMZN icon
7
PUT
Amazon
AMZN
$2.69T
$258M 1.77%
2,974,000
+50,000
+2% +$4.64M
EFA icon
8
PUT
iShares MSCI EAFE ETF
EFA
$78B
$206M 1.42%
3,160,000
-525,000
-14% -$33.8M
IWM icon
9
PUT
iShares Russell 2000 ETF
IWM
$77.3B
$200M 1.37%
1,321,500
+279,600
+27% +$42.7M
FXI icon
10
PUT
iShares China Large-Cap ETF
FXI
$4.05B
$174M 1.2%
4,380,000
-1,190,000
-21% -$48.3M
GOOG icon
11
PUT
Alphabet (Google) Class C
GOOG
$4.17T
$148M 1.01%
2,422,000
+266,000
+12% +$15.7M
AAPL icon
12
CALL
Apple
AAPL
$4.98T
$147M 1.01%
2,624,000
-1,242,800
-32% -$65M
PG icon
13
PUT
Procter & Gamble
PG
$340B
$146M 1%
1,175,800
+327,300
+39% +$38.7M
META icon
14
PUT
Meta Platforms (Facebook)
META
$1.91T
$138M 0.95%
776,300
-22,300
-3% -$4.24M
HYG icon
15
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$14.8B
$136M 0.93%
1,556,400
– –
GOOGL icon
16
PUT
Alphabet (Google) Class A
GOOGL
$4.21T
$134M 0.92%
2,198,000
+666,000
+43% +$39.4M
CELG
17
DELISTED
Celgene Corp
CELG
$133M 0.92%
1,342,761
+30,378
+2% +$2.89M
CELG
18
PUT
DELISTED
Celgene Corp
CELG
$133M 0.91%
1,339,800
+442,000
+49% +$42M
V icon
19
PUT
Visa
V
$690B
$125M 0.86%
724,800
+197,800
+38% +$35.2M
IYR icon
20
PUT
iShares US Real Estate ETF
IYR
$4.03B
$124M 0.85%
+1,329,500
New +$121M
MSFT icon
21
CALL
Microsoft
MSFT
$3.83T
$123M 0.85%
884,700
+265,300
+43% +$36.5M
DIS icon
22
PUT
Walt Disney
DIS
$183B
$112M 0.77%
862,100
+159,300
+23% +$22M
MA icon
23
PUT
Mastercard
MA
$497B
$108M 0.74%
398,600
+100,800
+34% +$27.8M
AGN
24
DELISTED
Allergan plc
AGN
$106M 0.73%
628,058
+359,684
+134% +$58.6M
HD icon
25
PUT
Home Depot
HD
$293B
$103M 0.71%
442,800
+132,300
+43% +$28.9M
1
2 3 4 5

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Capstone Investment Advisors's Q3 2019 Portfolio in Review

As of Q3 2019, Capstone Investment Advisors held 1,536 positions worth $14.6B, up 5.3% from $13.8B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Capstone Investment Advisors's Q3 2019 filing shows 151 new, 821 increased, 320 reduced and 194 closed positions. Its largest new stake was Genesee & Wyoming Inc.: 234,538 shares worth $25.9M. The largest sale was Red Hat Inc, an estimated $136M.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, up from 89% a quarter earlier, followed by Healthcare and Technology.

  • Capstone Investment Advisors's largest Q3 2019 buy was Genesee & Wyoming Inc.: 234,538 shares worth $25.9M.
  • Capstone Investment Advisors added most to State Street SPDR S&P 500 ETF Trust in Q3 2019, an estimated $447M increase.
  • Capstone Investment Advisors's biggest Q3 2019 reduction was Invesco QQQ Trust, cutting an estimated $31M.
  • Capstone Investment Advisors fully exited Red Hat Inc in Q3 2019, selling an estimated $136M.
  • Capstone Investment Advisors's ten largest holdings make up 21% of its $14.6B portfolio in Q3 2019.
  • Capstone Investment Advisors opened 151 new positions and closed 194 in Q3 2019.
  • Capstone Investment Advisors's portfolio value rose 5.3% quarter-over-quarter to $14.6B.

Based on Capstone Investment Advisors's 13F filing for Q3 2019, filed 14 Nov 2019.