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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
JPM icon
26
PUT
JPMorgan Chase
JPM
$912B
$79.9M 0.36%
551,200
+195,000
+55% +$29.2M
XLF icon
27
CALL
State Street Financial Select Sector SPDR ETF
XLF
$52.6B
$75.6M 0.34%
2,278,900
+1,433,200
+169% +$49.4M
AVGO icon
28
PUT
Broadcom
AVGO
$1.68T
$74.1M 0.33%
892,000
+165,000
+23% +$14.3M
TSM icon
29
CALL
TSMC
TSM
$2.34T
$73.9M 0.33%
850,000
+20,000
+2% +$1.89M
NVDA icon
30
CALL
NVIDIA
NVDA
$5.43T
$73.3M 0.33%
1,686,000
+175,000
+12% +$7.84M
META icon
31
CALL
Meta Platforms (Facebook)
META
$1.91T
$73M 0.33%
243,000
-55,400
-19% -$16.7M
XLI icon
32
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$72.3M 0.33%
713,600
+509,100
+249% +$54.5M
NFLX icon
33
PUT
Netflix
NFLX
$296B
$70.2M 0.32%
1,858,000
+512,000
+38% +$21.7M
GOOGL icon
34
CALL
Alphabet (Google) Class A
GOOGL
$4.21T
$68M 0.31%
519,700
+114,300
+28% +$14.8M
SPY icon
35
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$66.4M 0.3%
+155,425
New +$69.1M
COST icon
36
PUT
Costco
COST
$409B
$66.3M 0.3%
117,400
+22,500
+24% +$12.4M
LLY icon
37
PUT
Eli Lilly
LLY
$1.05T
$65M 0.29%
121,100
+24,300
+25% +$12.5M
BRK.B icon
38
PUT
Berkshire Hathaway Class B
BRK.B
$1.08T
$63.9M 0.29%
182,300
+12,700
+7% +$4.51M
XOM icon
39
PUT
ExxonMobil
XOM
$660B
$62.2M 0.28%
528,900
+157,100
+42% +$17.2M
BAC icon
40
PUT
Bank of America
BAC
$396B
$58.3M 0.26%
2,129,200
+1,016,100
+91% +$30.1M
ORCL icon
41
PUT
Oracle
ORCL
$415B
$56.3M 0.25%
531,700
+59,800
+13% +$6.92M
WMT icon
42
CALL
Walmart Inc
WMT
$857B
$53.7M 0.24%
1,006,500
+621,900
+162% +$33.1M
ATVI
43
DELISTED
Activision Blizzard
ATVI
$53.5M 0.24%
+571,000
New +$52.1M
CSCO icon
44
CALL
Cisco
CSCO
$421B
$52.3M 0.24%
972,200
-202,800
-17% -$10.9M
HD icon
45
PUT
Home Depot
HD
$293B
$50.8M 0.23%
168,100
+42,500
+34% +$13.7M
UNH icon
46
PUT
UnitedHealth
UNH
$338B
$50.1M 0.23%
99,400
+30,500
+44% +$15M
ADBE icon
47
PUT
Adobe
ADBE
$93.6B
$50M 0.22%
98,000
+32,900
+51% +$17.3M
V icon
48
PUT
Visa
V
$690B
$49.5M 0.22%
215,400
+76,700
+55% +$18.4M
ABBV icon
49
PUT
AbbVie
ABBV
$467B
$49.4M 0.22%
331,500
+129,700
+64% +$19M
CSCO icon
50
PUT
Cisco
CSCO
$421B
$49M 0.22%
911,500
+410,300
+82% +$22.1M
1
2
3 4 5

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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.