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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
51
CALL
JPMorgan Chase
JPM
$912B
$48.3M 0.22%
333,000
+33,700
+11% +$5.05M
PG icon
52
PUT
Procter & Gamble
PG
$340B
$47.9M 0.22%
328,400
+21,600
+7% +$3.3M
TSLA icon
53
CALL
Tesla
TSLA
$1.47T
$47.5M 0.21%
189,800
+53,800
+40% +$13.8M
MA icon
54
PUT
Mastercard
MA
$497B
$47.4M 0.21%
119,700
+26,800
+29% +$10.8M
USMV icon
55
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
$45M 0.2%
622,029
-633,971
-50% -$47.3M
GOOG icon
56
CALL
Alphabet (Google) Class C
GOOG
$4.17T
$45M 0.2%
341,200
-50,900
-13% -$6.62M
XLC icon
57
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.7B
$43.2M 0.19%
658,300
-1,199,700
-65% -$80M
INTC icon
58
PUT
Intel
INTC
$650B
$43M 0.19%
1,210,700
+478,200
+65% +$16.7M
CAT icon
59
PUT
Caterpillar
CAT
$378B
$42.7M 0.19%
156,500
-7,700
-5% -$2.09M
JNJ icon
60
PUT
Johnson & Johnson
JNJ
$654B
$42.1M 0.19%
270,600
+98,400
+57% +$16.2M
DIS icon
61
PUT
Walt Disney
DIS
$183B
$41.8M 0.19%
516,000
+32,000
+7% +$2.73M
GS icon
62
PUT
Goldman Sachs
GS
$272B
$40.6M 0.18%
125,500
+14,800
+13% +$4.94M
WMT icon
63
PUT
Walmart Inc
WMT
$857B
$40.4M 0.18%
756,900
+90,300
+14% +$4.81M
XOP icon
64
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.93B
$39.2M 0.18%
+265,000
New +$38M
XOP icon
65
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.93B
$39.2M 0.18%
+265,000
New +$38M
HDB icon
66
HDFC Bank
HDB
$118B
$38.4M 0.17%
1,301,512
+1,290,628
+11,858% +$42M
BAC icon
67
CALL
Bank of America
BAC
$396B
$37.6M 0.17%
1,373,500
+896,300
+188% +$26.5M
HD icon
68
CALL
Home Depot
HD
$293B
$37.5M 0.17%
124,000
+5,300
+4% +$1.7M
ABBV icon
69
CALL
AbbVie
ABBV
$467B
$36.1M 0.16%
242,000
+22,300
+10% +$3.27M
NKE icon
70
PUT
Nike
NKE
$53B
$35.5M 0.16%
371,100
+120,300
+48% +$12.4M
GDX icon
71
CALL
VanEck Gold Miners ETF
GDX
$27.6B
$35M 0.16%
+1,300,000
New +$38.3M
GDX icon
72
PUT
VanEck Gold Miners ETF
GDX
$27.6B
$35M 0.16%
+1,300,000
New +$38.3M
XLI icon
73
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$34.5M 0.16%
+340,021
New +$36.4M
DIS icon
74
CALL
Walt Disney
DIS
$183B
$34M 0.15%
419,500
+242,900
+138% +$20.7M
GLD icon
75
SPDR Gold Trust
GLD
$145B
$33.6M 0.15%
196,013
+64,024
+49% +$11.4M
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.