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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
MRNA icon
251
PUT
Moderna
MRNA
$79.4B
$8.14M 0.04%
78,800
+14,500
+23% +$1.62M
VLO icon
252
PUT
Valero Energy
VLO
$111B
$8.01M 0.04%
56,500
+2,700
+5% +$354K
MCK icon
253
PUT
McKesson
MCK
$101B
$7.96M 0.04%
18,300
+1,000
+6% +$421K
TJX icon
254
PUT
TJX Companies
TJX
$143B
$7.95M 0.04%
89,400
+13,700
+18% +$1.21M
MPC icon
255
PUT
Marathon Petroleum
MPC
$111B
$7.9M 0.04%
52,200
+13,100
+34% +$1.83M
KLAC icon
256
PUT
KLA
KLAC
$245B
$7.89M 0.04%
172,000
+55,000
+47% +$2.64M
PEP icon
257
PepsiCo
PEP
$176B
$7.8M 0.04%
46,034
+28,163
+158% +$5.12M
CB icon
258
PUT
Chubb
CB
$129B
$7.68M 0.03%
36,900
+17,300
+88% +$3.5M
SBUX icon
259
Starbucks
SBUX
$108B
$7.65M 0.03%
83,841
+45,800
+120% +$4.5M
ADP icon
260
CALL
Automatic Data Processing
ADP
$105B
$7.63M 0.03%
31,700
-100
-0.3% -$24.4K
AMT icon
261
PUT
American Tower
AMT
$78.8B
$7.61M 0.03%
46,300
+4,700
+11% +$858K
CHTR icon
262
PUT
Charter Communications
CHTR
$12.9B
$7.56M 0.03%
17,200
– –
MO icon
263
Altria Group
MO
$115B
$7.55M 0.03%
179,528
+119,920
+201% +$5.3M
F icon
264
PUT
Ford
F
$50.7B
$7.45M 0.03%
599,900
+88,600
+17% +$1.15M
ABT icon
265
PUT
Abbott
ABT
$175B
$7.44M 0.03%
76,800
-6,100
-7% -$641K
NEE icon
266
NextEra Energy
NEE
$159B
$7.41M 0.03%
129,425
+109,792
+559% +$7.6M
BABA icon
267
CALL
Alibaba
BABA
$273B
$7.4M 0.03%
85,300
+64,300
+306% +$5.89M
FSR
268
PUT
DELISTED
Fisker Inc.
FSR
$7.38M 0.03%
1,150,000
– –
XLP icon
269
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$13.8B
$7.33M 0.03%
106,500
-135,000
-56% -$9.88M
CVS icon
270
CALL
CVS Health
CVS
$114B
$7.28M 0.03%
104,200
-2,600
-2% -$184K
BDX icon
271
PUT
Becton Dickinson
BDX
$50.1B
$7.26M 0.03%
28,100
-700
-2% -$189K
MSTR icon
272
PUT
Strategy Inc
MSTR
$63B
$7.25M 0.03%
221,000
– –
NIO icon
273
PUT
NIO
NIO
$8.97B
$7.23M 0.03%
+800,000
New +$8.91M
PSX icon
274
PUT
Phillips 66
PSX
$102B
$7.14M 0.03%
59,400
+200
+0.3% +$22.4K
WFC icon
275
Wells Fargo
WFC
$251B
$7.08M 0.03%
173,203
+81,557
+89% +$3.52M
9 10
11
12 13

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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.