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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
+0.91%
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
$20.2B
AUM Growth
+$460M
Cap. Flow
-$1.76B
Cap. Flow %
-8.69%
Top 10 Hldgs %
46.86%
Holding
1,945
New
413
Increased
959
Reduced
151
Closed
121

Top Buys

Rank Stock Value
1
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$88.3M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$66.7M
3
NVDA icon
NVIDIA
NVDA
+$15.3M
4
CVX icon
Chevron
CVX
+$11.5M
5
WTW icon
Willis Towers Watson
WTW
+$11.5M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$78M
2
VTV icon
Vanguard Morningstar Value ETF
VTV
+$23.6M
3
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
+$21.6M
4
IWM icon
iShares Russell 2000 ETF
IWM
+$17.8M
5
MSFT icon
Microsoft
MSFT
+$13.3M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.13%
2 Financials 0.67%
3 Technology 0.59%
4 Consumer Discretionary 0.59%
5 Healthcare 0.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DIS icon
51
PUT
Walt Disney
DIS
$183B
$43.2M 0.21%
484,000
+71,500
+17% +$6.77M
IWM icon
52
PUT
iShares Russell 2000 ETF
IWM
$77.3B
$41.8M 0.21%
223,300
-151,700
-40% -$27M
CAT icon
53
PUT
Caterpillar
CAT
$378B
$40.4M 0.2%
164,200
+4,900
+3% +$1.09M
XOM icon
54
PUT
ExxonMobil
XOM
$660B
$39.9M 0.2%
371,800
+198,600
+115% +$21.7M
XLV icon
55
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$44.1B
$39.9M 0.2%
300,400
+32,400
+12% +$4.27M
HD icon
56
PUT
Home Depot
HD
$293B
$39M 0.19%
125,600
+14,400
+13% +$4.25M
HD icon
57
CALL
Home Depot
HD
$293B
$36.9M 0.18%
118,700
+6,900
+6% +$2.04M
MA icon
58
PUT
Mastercard
MA
$497B
$36.5M 0.18%
92,900
+24,300
+35% +$9.12M
GS icon
59
PUT
Goldman Sachs
GS
$272B
$35.7M 0.18%
110,700
+8,400
+8% +$2.76M
TSLA icon
60
CALL
Tesla
TSLA
$1.47T
$35.6M 0.18%
136,000
-32,900
-19% -$6.58M
WMT icon
61
PUT
Walmart Inc
WMT
$857B
$34.9M 0.17%
666,600
+173,100
+35% +$8.73M
IWM icon
62
iShares Russell 2000 ETF
IWM
$77.3B
$34.7M 0.17%
185,176
-99,996
-35% -$17.8M
XLY icon
63
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.6B
$33.2M 0.16%
391,200
– –
UNH icon
64
PUT
UnitedHealth
UNH
$338B
$33.1M 0.16%
68,900
-14,600
-17% -$7.14M
ORCL icon
65
CALL
Oracle
ORCL
$415B
$33M 0.16%
277,300
+8,200
+3% +$848K
V icon
66
PUT
Visa
V
$690B
$32.9M 0.16%
138,700
+20,800
+18% +$4.76M
BAC icon
67
PUT
Bank of America
BAC
$396B
$31.9M 0.16%
1,113,100
+62,100
+6% +$1.77M
ADBE icon
68
PUT
Adobe
ADBE
$93.6B
$31.8M 0.16%
65,100
+19,400
+42% +$7.82M
TMO icon
69
PUT
Thermo Fisher Scientific
TMO
$250B
$31.3M 0.15%
59,900
+3,200
+6% +$1.73M
ATVI
70
CALL
DELISTED
Activision Blizzard
ATVI
$31.2M 0.15%
369,800
+49,800
+16% +$4.03M
CVX icon
71
PUT
Chevron
CVX
$401B
$30.3M 0.15%
192,400
+14,500
+8% +$2.32M
ABBV icon
72
CALL
AbbVie
ABBV
$467B
$29.6M 0.15%
219,700
+10,700
+5% +$1.57M
PEP icon
73
PUT
PepsiCo
PEP
$176B
$29.4M 0.15%
158,800
+33,700
+27% +$6.29M
XLF icon
74
CALL
State Street Financial Select Sector SPDR ETF
XLF
$52.6B
$28.5M 0.14%
845,700
– –
JNJ icon
75
PUT
Johnson & Johnson
JNJ
$654B
$28.5M 0.14%
172,200
+47,500
+38% +$7.67M
1 2
3
4 5

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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 $1.76B 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 Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

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.