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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
-17.43%
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
$6.22B
AUM Growth
-$12.3B
(-66%)
Cap. Flow
-$10.1B
Cap. Flow
% of AUM
-162.91%
Top 10 Holdings %
Top 10 Hldgs %
27.05%
Holding
1,477
New
103
Increased
219
Reduced
768
Closed
370
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$23M |
| 2 |
RTN
Raytheon Company
RTN
|
+$19.6M |
| 3 |
ExxonMobil
XOM
|
+$13.8M |
| 4 |
BorgWarner
BWA
|
+$13.5M |
| 5 |
iShares MSCI Emerging Markets ETF
EEM
|
+$12.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$79.3M |
| 2 |
VanEck Gold Miners ETF
GDX
|
+$75.4M |
| 3 |
Apple
AAPL
|
+$54.3M |
| 4 |
BBL
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
|
+$47.6M |
| 5 |
Amazon
AMZN
|
+$40.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 1.76% |
| 2 | Energy | 1.29% |
| 3 | Consumer Discretionary | 1.18% |
| 4 | Technology | 1.18% |
| 5 | Industrials | 0.98% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
PUT
Invesco QQQ Trust
QQQ
$478B
| $561M | 9.02% |
2,945,600
-770,400
| -21% | -$163M |
|
2
PUT
iShares MSCI EAFE ETF
EFA
$79.9B
| $210M | 3.38% |
3,930,200
-897,300
| -19% | -$56.9M |
|
|
3
PUT
Amazon
AMZN
$2.94T
| $154M | 2.48% |
1,580,000
-2,128,000
| -57% | -$206M |
|
|
4
PUT
Apple
AAPL
$4.45T
| $149M | 2.4% |
2,350,000
-8,870,800
| -79% | -$652M |
|
|
5
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $122M | 1.96% |
472,300
-401,000
| -46% | -$122M |
|
6
PUT
Microsoft
MSFT
$3.74T
| $121M | 1.95% |
769,300
-2,855,500
| -79% | -$470M |
|
|
7
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $111M | 1.78% |
429,900
+379,900
| +760% | +$116M |
|
|
8
PUT
iShares China Large-Cap ETF
FXI
$4.25B
| $104M | 1.67% |
2,773,300
+678,300
| +32% | +$27.6M |
|
9
PUT
iShares Russell 2000 ETF
IWM
$81.8B
| $76.7M | 1.23% |
670,000
+190,000
| +40% | +$28.3M |
|
10
PUT
Meta Platforms (Facebook)
META
$1.53T
| $73.7M | 1.19% |
442,100
-648,900
| -59% | -$127M |
|
|
11
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $73.4M | 1.18% |
2,150,300
-2,549,700
| -54% | -$105M |
|
12
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
| $49.3M | 0.79% |
269,600
-459,500
| -63% | -$97.7M |
|
|
AGN
13
PUT
DELISTED
Allergan plc
AGN
| $49M | 0.79% |
276,400
+112,000
| +68% | +$21.1M |
|
14
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $47.1M | 0.76% |
611,100
-188,900
| -24% | -$16M |
|
15
PUT
Visa
V
$677B
| $43.7M | 0.7% |
271,300
-596,500
| -69% | -$112M |
|
|
16
PUT
ExxonMobil
XOM
$657B
| $42.4M | 0.68% |
1,115,700
-52,400
| -4% | -$2.89M |
|
|
17
CALL
Microsoft
MSFT
$3.74T
| $39M | 0.63% |
247,500
-894,800
| -78% | -$147M |
|
18
PUT
UnitedHealth
UNH
$365B
| $37.6M | 0.61% |
150,900
-253,800
| -63% | -$69.8M |
|
19
PUT
Eli Lilly
LLY
$1.08T
| $36M | 0.58% |
259,200
-141,800
| -35% | -$19.5M |
|
20
PUT
Alphabet (Google) Class C
GOOG
$4.19T
| $35.5M | 0.57% |
610,000
-2,836,000
| -82% | -$192M |
|
21
PUT
Chevron
CVX
$386B
| $30.3M | 0.49% |
418,300
-174,500
| -29% | -$17.2M |
|
22
PUT
Procter & Gamble
PG
$338B
| $29.8M | 0.48% |
270,800
-1,127,000
| -81% | -$135M |
|
23
PUT
Abbott
ABT
$190B
| $29.7M | 0.48% |
377,000
-172,800
| -31% | -$14.4M |
|
24
PUT
Union Pacific
UNP
$174B
| $29.7M | 0.48% |
210,600
-128,200
| -38% | -$21.2M |
|
25
PUT
Cigna
CI
$72.4B
| $28.1M | 0.45% |
158,800
-56,700
| -26% | -$11M |
|
Similar funds
NAMI
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 $10.1B 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 Financials at 1.8% of assets, up from 1.1% a quarter earlier, followed by Energy and Consumer Discretionary.
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.