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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
+0.91%
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
$20.2B
AUM Growth
+$460M
(+2.3%)
Cap. Flow
-$3.27B
Cap. Flow
% of AUM
-16.16%
Top 10 Holdings %
Top 10 Hldgs %
46.86%
Holding
1,945
New
413
Increased
959
Reduced
151
Closed
121
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$88.3M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$66.7M |
| 3 |
NVIDIA
NVDA
|
+$15.3M |
| 4 |
Chevron
CVX
|
+$11.5M |
| 5 |
Willis Towers Watson
WTW
|
+$11.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$78M |
| 2 |
Vanguard Morningstar Value ETF
VTV
|
+$23.6M |
| 3 |
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
|
+$21.6M |
| 4 |
iShares Russell 2000 ETF
IWM
|
+$17.8M |
| 5 |
Microsoft
MSFT
|
+$13.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 0.67% |
| 2 | Technology | 0.59% |
| 3 | Consumer Discretionary | 0.58% |
| 4 | Healthcare | 0.52% |
| 5 | Communication Services | 0.34% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
CALL
TSMC
TSM
$2.19T
| $83.8M | 0.41% |
830,000
+680,000
| +453% | +$63.3M |
|
27
CALL
UnitedHealth
UNH
$361B
| $83.5M | 0.41% |
173,800
+5,600
| +3% | +$2.74M |
|
28
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $83.3M | 0.41% |
627,600
+198,200
| +46% | +$26.1M |
|
29
PUT
SPDR Gold Trust
GLD
$143B
| $80.2M | 0.4% |
450,000
+173,400
| +63% | +$31.9M |
|
30
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $76.9M | 0.38% |
906,200
+373,800
| +70% | +$28.6M |
|
31
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.6B
| $75.7M | 0.37% |
700,000
| – | – |
|
32
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $69.2M | 0.34% |
2,052,700
+968,700
| +89% | +$31.6M |
|
|
33
CALL
NVIDIA
NVDA
$5.27T
| $63.9M | 0.32% |
1,511,000
+322,000
| +27% | +$10.7M |
|
34
PUT
Broadcom
AVGO
$1.98T
| $63.1M | 0.31% |
727,000
+172,000
| +31% | +$12.3M |
|
35
CALL
Cisco
CSCO
$475B
| $60.8M | 0.3% |
1,175,000
+19,900
| +2% | +$979K |
|
36
PUT
Netflix
NFLX
$311B
| $59.3M | 0.29% |
1,346,000
+304,000
| +29% | +$11.2M |
|
37
PUT
iShares MSCI EAFE ETF
EFA
$79.9B
| $58M | 0.29% |
800,000
| – | – |
|
38
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
| $57.8M | 0.29% |
169,600
+34,700
| +26% | +$11.3M |
|
39
PUT
Salesforce
CRM
$162B
| $56.3M | 0.28% |
266,300
-12,100
| -4% | -$2.47M |
|
40
PUT
Oracle
ORCL
$419B
| $56.2M | 0.28% |
471,900
+160,800
| +52% | +$16.6M |
|
41
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $53.1M | 0.26% |
495,100
+129,100
| +35% | +$13M |
|
42
PUT
JPMorgan Chase
JPM
$962B
| $51.8M | 0.26% |
356,200
+109,900
| +45% | +$15.1M |
|
43
PUT
Costco
COST
$419B
| $51.1M | 0.25% |
94,900
+19,700
| +26% | +$9.97M |
|
44
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $48.9M | 0.24% |
659,600
+185,800
| +39% | +$13.9M |
|
45
CALL
Alphabet (Google) Class A
GOOGL
$4.2T
| $48.5M | 0.24% |
405,400
+165,200
| +69% | +$19M |
|
|
46
CALL
Alphabet (Google) Class C
GOOG
$4.19T
| $47.4M | 0.23% |
392,100
+86,300
| +28% | +$9.99M |
|
47
PUT
Procter & Gamble
PG
$338B
| $46.6M | 0.23% |
306,800
+164,600
| +116% | +$24.8M |
|
48
PUT
Eli Lilly
LLY
$1.08T
| $45.4M | 0.22% |
96,800
+36,000
| +59% | +$15.1M |
|
49
CALL
Texas Instruments
TXN
$257B
| $44.2M | 0.22% |
245,700
+5,200
| +2% | +$895K |
|
|
50
CALL
JPMorgan Chase
JPM
$962B
| $43.5M | 0.22% |
299,300
+34,300
| +13% | +$4.72M |
|
Similar funds
NAMI
Capstone Investment Advisors's Q2 2023 Portfolio in Review
As of Q2 2023, Capstone Investment Advisors held 1,945 positions worth $20.2B, up 2.3% from $19.8B the previous quarter. Its ten largest holdings account for 47% of the portfolio.
Capstone Investment Advisors withdrew a net $3.27B in Q2 2023, closing 121 positions and reducing 151 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $78M position sold in full.
By sector, the portfolio is most concentrated in Financials at 0.67% of assets, up from 0.6% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Capstone Investment Advisors opened a new position in NVIDIA worth $19.5M.
- Capstone Investment Advisors's largest Q2 2023 buy was NVIDIA: 461,880 shares worth $19.5M.
- Capstone Investment Advisors added most to iShares MSCI USA Min Vol Factor ETF in Q2 2023, an estimated $88.3M increase.
- Capstone Investment Advisors's biggest Q2 2023 reduction was Horizon Therapeutics Public Limited Company Ordinary Shares, cutting an estimated $21.6M.
- Capstone Investment Advisors fully exited State Street SPDR S&P 500 ETF Trust in Q2 2023, selling an estimated $78M.
- Capstone Investment Advisors's ten largest holdings make up 47% of its $20.2B portfolio in Q2 2023.
- Capstone Investment Advisors opened 413 new positions and closed 121 in Q2 2023.
- Capstone Investment Advisors's portfolio value rose 2.3% quarter-over-quarter to $20.2B.
Based on Capstone Investment Advisors's 13F filing for Q2 2023, filed 10 Aug 2023.