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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
-2.13%
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
$22.2B
AUM Growth
+$1.98B
Cap. Flow
-$1.29B
Cap. Flow %
-5.8%
Top 10 Hldgs %
47.03%
Holding
2,340
New
519
Increased
932
Reduced
442
Closed
259

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$69.1M
2
ATVI
Activision Blizzard
ATVI
+$52.1M
3
HDB icon
HDFC Bank
HDB
+$42M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$36.4M
5
RTX icon
RTX Corp
RTX
+$29.7M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$66.8M
2
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$47.3M
3
BAC icon
Bank of America
BAC
+$14.4M
4
DIS icon
Walt Disney
DIS
+$12.2M
5
NVDA icon
NVIDIA
NVDA
+$11M

Sector Composition

Rank Sector Weight
1 Miscellaneous 93.85%
2 Technology 1.28%
3 Financials 0.99%
4 Consumer Discretionary 0.9%
5 Healthcare 0.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MCD icon
226
CALL
McDonald's
MCD
$167B
$9.33M 0.04%
35,400
+100
+0.3% +$28.5K
ETN icon
227
PUT
Eaton
ETN
$171B
$9.28M 0.04%
43,500
+13,100
+43% +$2.82M
GILD icon
228
PUT
Gilead Sciences
GILD
$187B
$9.26M 0.04%
123,600
+30,500
+33% +$2.35M
EWY icon
229
PUT
iShares MSCI South Korea ETF
EWY
$27.4B
$9.22M 0.04%
156,400
+4,500
+3% +$286K
CPRI icon
230
Capri Holdings
CPRI
$1.72B
$9.21M 0.04%
+175,000
New +$7.94M
MDLZ icon
231
PUT
Mondelez International
MDLZ
$76.9B
$9.14M 0.04%
131,700
+34,500
+35% +$2.49M
FDX icon
232
PUT
FedEx
FDX
$67.7B
$9.14M 0.04%
34,500
+12,900
+60% +$3.35M
SNPS icon
233
PUT
Synopsys
SNPS
$81.6B
$9.13M 0.04%
19,900
+8,900
+81% +$3.98M
SYK icon
234
PUT
Stryker
SYK
$104B
$9.05M 0.04%
33,100
+11,200
+51% +$3.21M
CI icon
235
PUT
Cigna
CI
$71.9B
$9.01M 0.04%
31,500
+7,200
+30% +$2.05M
LYB icon
236
CALL
LyondellBasell Industries
LYB
$18.8B
$8.99M 0.04%
94,900
-200
-0.2% -$19.2K
LULU icon
237
CALL
lululemon athletica
LULU
$11.2B
$8.83M 0.04%
+22,900
New +$8.75M
PXD
238
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$8.79M 0.04%
38,300
+6,600
+21% +$1.5M
ATVI
239
CALL
DELISTED
Activision Blizzard
ATVI
$8.75M 0.04%
93,500
-276,300
-75% -$25.2M
PG icon
240
Procter & Gamble
PG
$340B
$8.74M 0.04%
59,938
+47,754
+392% +$7.29M
UPS icon
241
United Parcel Service
UPS
$79.9B
$8.68M 0.04%
55,711
+38,808
+230% +$6.7M
HON icon
242
PUT
Honeywell
HON
$67.4B
$8.68M 0.04%
49,867
-3,289
-6% -$602K
INFY icon
243
Infosys
INFY
$42.5B
$8.68M 0.04%
507,270
+493,359
+3,547% +$8.42M
IYR icon
244
iShares US Real Estate ETF
IYR
$4.03B
$8.63M 0.04%
110,460
+76,643
+227% +$6.53M
SHW icon
245
PUT
Sherwin-Williams
SHW
$79.9B
$8.6M 0.04%
33,700
-1,700
-5% -$455K
OXY icon
246
PUT
Occidental Petroleum
OXY
$56.8B
$8.59M 0.04%
132,400
+15,900
+14% +$1M
KVUE icon
247
CALL
Kenvue
KVUE
$34.2B
$8.47M 0.04%
+421,700
New +$9.76M
MET icon
248
PUT
MetLife
MET
$62.1B
$8.47M 0.04%
134,600
+9,000
+7% +$561K
PM icon
249
PUT
Philip Morris
PM
$297B
$8.33M 0.04%
90,000
+16,500
+22% +$1.59M
C icon
250
Citigroup
C
$225B
$8.25M 0.04%
200,614
+106,339
+113% +$4.67M
8 9
10
11 12

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Capstone Investment Advisors's Q3 2023 Portfolio in Review

As of Q3 2023, Capstone Investment Advisors held 2,340 positions worth $22.2B, up 9.8% from $20.2B the previous quarter. Its ten largest holdings account for 47% of the portfolio.

Capstone Investment Advisors withdrew a net $1.29B in Q3 2023, closing 259 positions and reducing 442 holdings. Its most notable exit was State Street SPDR Bloomberg Short Term High Yield Bond ETF, an estimated $10.9M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 94% of assets, down from 96% a quarter earlier, followed by Technology and Financials.

Against the trend, Capstone Investment Advisors opened a new position in State Street SPDR S&P 500 ETF Trust worth $66.4M.

  • Capstone Investment Advisors's largest Q3 2023 buy was State Street SPDR S&P 500 ETF Trust: 155,425 shares worth $66.4M.
  • Capstone Investment Advisors added most to HDFC Bank in Q3 2023, an estimated $42M increase.
  • Capstone Investment Advisors's biggest Q3 2023 reduction was Invesco QQQ Trust, cutting an estimated $66.8M.
  • Capstone Investment Advisors fully exited State Street SPDR Bloomberg Short Term High Yield Bond ETF in Q3 2023, selling an estimated $10.9M.
  • Capstone Investment Advisors's ten largest holdings make up 47% of its $22.2B portfolio in Q3 2023.
  • Capstone Investment Advisors opened 519 new positions and closed 259 in Q3 2023.
  • Capstone Investment Advisors's portfolio value rose 9.8% quarter-over-quarter to $22.2B.

Based on Capstone Investment Advisors's 13F filing for Q3 2023, filed 13 Nov 2023.