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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
+6.5%
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
$33.2B
AUM Growth
+$11B
Cap. Flow
-$879M
Cap. Flow %
-2.65%
Top 10 Hldgs %
42.14%
Holding
2,491
New
406
Increased
1,004
Reduced
483
Closed
418

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.16B
2
AMZN icon
Amazon
AMZN
+$299M
3
O icon
Realty Income
O
+$80.3M
4
ARM icon
Arm
ARM
+$41.3M
5
HDB icon
HDFC Bank
HDB
+$32.6M

Top Sells

Rank Stock Value
1
ATVI
Activision Blizzard
ATVI
+$53.5M
2
GLD icon
SPDR Gold Trust
GLD
+$35.9M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$34.5M
4
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$29.1M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$28.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.94%
2 Consumer Discretionary 1.59%
3 Technology 0.56%
4 Financials 0.43%
5 Real Estate 0.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
COST icon
26
PUT
Costco
COST
$409B
$176M 0.53%
266,000
+148,600
+127% +$88.1M
CRM icon
27
PUT
Salesforce
CRM
$193B
$164M 0.49%
622,600
+202,700
+48% +$45.9M
META icon
28
CALL
Meta Platforms (Facebook)
META
$1.91T
$155M 0.47%
436,900
+193,900
+80% +$63.1M
GOOGL icon
29
CALL
Alphabet (Google) Class A
GOOGL
$4.21T
$147M 0.44%
1,053,000
+533,300
+103% +$71.7M
LQD icon
30
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$27.7B
$142M 0.43%
1,286,000
+436,000
+51% +$45.4M
GS icon
31
PUT
Goldman Sachs
GS
$272B
$130M 0.39%
337,100
+211,600
+169% +$70.6M
XLF icon
32
CALL
State Street Financial Select Sector SPDR ETF
XLF
$52.6B
$127M 0.38%
3,382,800
+1,103,900
+48% +$38.2M
TSLA icon
33
CALL
Tesla
TSLA
$1.47T
$127M 0.38%
509,600
+319,800
+168% +$76M
ADBE icon
34
PUT
Adobe
ADBE
$93.6B
$119M 0.36%
199,700
+101,700
+104% +$58.7M
HD icon
35
PUT
Home Depot
HD
$293B
$112M 0.34%
322,700
+154,600
+92% +$47.9M
AVGO icon
36
CALL
Broadcom
AVGO
$1.68T
$111M 0.34%
998,000
+819,000
+458% +$77.5M
XOM icon
37
PUT
ExxonMobil
XOM
$660B
$108M 0.33%
1,082,400
+553,500
+105% +$58.2M
UNH icon
38
CALL
UnitedHealth
UNH
$338B
$104M 0.31%
197,900
+23,600
+14% +$12.6M
BAC icon
39
PUT
Bank of America
BAC
$396B
$103M 0.31%
3,048,000
+918,800
+43% +$26.8M
GLD icon
40
CALL
SPDR Gold Trust
GLD
$145B
$102M 0.31%
531,800
-23,800
-4% -$4.36M
LLY icon
41
PUT
Eli Lilly
LLY
$1.05T
$101M 0.3%
173,400
+52,300
+43% +$30.5M
JNJ icon
42
PUT
Johnson & Johnson
JNJ
$654B
$99.1M 0.3%
632,100
+361,500
+134% +$55.4M
INTC icon
43
PUT
Intel
INTC
$650B
$98.2M 0.3%
1,953,700
+743,000
+61% +$30.2M
XLV icon
44
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$44.1B
$97.9M 0.29%
717,500
+570,300
+387% +$74.2M
GOOG icon
45
CALL
Alphabet (Google) Class C
GOOG
$4.17T
$96.8M 0.29%
686,600
+345,400
+101% +$46.9M
XLV icon
46
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$44.1B
$95.5M 0.29%
700,300
+534,500
+322% +$69.5M
V icon
47
PUT
Visa
V
$690B
$93.3M 0.28%
358,300
+142,900
+66% +$35.2M
O icon
48
Realty Income
O
$52.6B
$88.8M 0.27%
1,546,188
+1,529,205
+9,004% +$80.3M
JPM icon
49
CALL
JPMorgan Chase
JPM
$912B
$88M 0.26%
517,300
+184,300
+55% +$27.9M
SPY icon
50
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$87.9M 0.26%
185,000
+179,500
+3,264% +$80M
1
2
3 4 5

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Capstone Investment Advisors's Q4 2023 Portfolio in Review

As of Q4 2023, Capstone Investment Advisors held 2,491 positions worth $33.2B, up 50% from $22.2B the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Capstone Investment Advisors's Q4 2023 filing shows 406 new, 1,004 increased, 483 reduced and 418 closed positions. Its largest new stake was State Street SPDR Bloomberg Short Term High Yield Bond ETF: 826,701 shares worth $20.8M. The largest sale was Activision Blizzard, an estimated $53.5M.

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

  • Capstone Investment Advisors's largest Q4 2023 buy was State Street SPDR Bloomberg Short Term High Yield Bond ETF: 826,701 shares worth $20.8M.
  • Capstone Investment Advisors added most to State Street SPDR S&P 500 ETF Trust in Q4 2023, an estimated $1.16B increase.
  • Capstone Investment Advisors's biggest Q4 2023 reduction was SPDR Gold Trust, cutting an estimated $35.9M.
  • Capstone Investment Advisors fully exited Activision Blizzard in Q4 2023, selling an estimated $53.5M.
  • Capstone Investment Advisors's ten largest holdings make up 42% of its $33.2B portfolio in Q4 2023.
  • Capstone Investment Advisors opened 406 new positions and closed 418 in Q4 2023.
  • Capstone Investment Advisors's portfolio value rose 50% quarter-over-quarter to $33.2B.

Based on Capstone Investment Advisors's 13F filing for Q4 2023, filed 12 Feb 2024.