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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
+0.28%
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
$19.8B
AUM Growth
+$6.04B
Cap. Flow
-$2.93B
Cap. Flow %
-14.84%
Top 10 Hldgs %
54.88%
Holding
1,822
New
340
Increased
417
Reduced
596
Closed
280

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$52.5M
2
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
+$30.9M
3
KRE icon
State Street SPDR S&P Regional Banking ETF
KRE
+$23.4M
4
GS icon
Goldman Sachs
GS
+$15.1M
5
BAC icon
Bank of America
BAC
+$12M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$57.1M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$49.8M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$43.5M
4
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$42.8M
5
O icon
Realty Income
O
+$42.5M

Sector Composition

Rank Sector Weight
1 Miscellaneous 97.42%
2 Financials 0.6%
3 Healthcare 0.43%
4 Technology 0.4%
5 Consumer Discretionary 0.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GOOGL icon
76
CALL
Alphabet (Google) Class A
GOOGL
$4.21T
$24.9M 0.13%
240,200
-21,800
-8% -$2.09M
DHR icon
77
CALL
Danaher
DHR
$158B
$24.7M 0.12%
110,431
+60,686
+122% +$13.8M
WMT icon
78
PUT
Walmart Inc
WMT
$857B
$24.3M 0.12%
493,500
+155,100
+46% +$7.36M
COST icon
79
CALL
Costco
COST
$409B
$23.9M 0.12%
48,100
+40,600
+541% +$19.9M
DHR icon
80
PUT
Danaher
DHR
$158B
$23.8M 0.12%
106,483
+29,215
+38% +$6.65M
FXI icon
81
PUT
iShares China Large-Cap ETF
FXI
$4.05B
$23.6M 0.12%
800,000
+519,300
+185% +$15.6M
ASHR icon
82
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.47B
$23.6M 0.12%
800,000
-700,000
-47% -$21M
VTV icon
83
Vanguard Morningstar Value ETF
VTV
$189B
$23.6M 0.12%
170,640
-265,000
-61% -$37.2M
UPS icon
84
PUT
United Parcel Service
UPS
$79.9B
$23.4M 0.12%
120,700
+87,800
+267% +$16.1M
V icon
85
CALL
Visa
V
$690B
$23.3M 0.12%
103,200
+29,400
+40% +$6.54M
PFE icon
86
PUT
Pfizer
PFE
$163B
$23.1M 0.12%
566,600
+66,300
+13% +$2.86M
ATVI
87
PUT
DELISTED
Activision Blizzard
ATVI
$22.9M 0.12%
267,600
-15,300
-5% -$1.19M
PEP icon
88
PUT
PepsiCo
PEP
$176B
$22.8M 0.12%
125,100
-800
-0.6% -$140K
INTC icon
89
PUT
Intel
INTC
$650B
$22.2M 0.11%
679,800
+266,300
+64% +$7.54M
GLD icon
90
SPDR Gold Trust
GLD
$145B
$22.1M 0.11%
120,461
-108,020
-47% -$19M
PG icon
91
PUT
Procter & Gamble
PG
$340B
$21.1M 0.11%
142,200
-141,800
-50% -$20.3M
LLY icon
92
PUT
Eli Lilly
LLY
$1.05T
$20.9M 0.11%
60,800
-70,500
-54% -$23.8M
JNJ icon
93
CALL
Johnson & Johnson
JNJ
$654B
$20.7M 0.1%
133,500
+92,400
+225% +$14.9M
XLI icon
94
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$20.7M 0.1%
+204,500
New +$20.6M
MA icon
95
CALL
Mastercard
MA
$497B
$20.6M 0.1%
56,700
+27,800
+96% +$10.1M
QQQ icon
96
Invesco QQQ Trust
QQQ
$502B
$19.9M 0.1%
61,880
+37,101
+150% +$10.9M
AMZN icon
97
Amazon
AMZN
$2.69T
$19.7M 0.1%
191,180
-348,238
-65% -$33.6M
BAC icon
98
Bank of America
BAC
$396B
$19.4M 0.1%
677,459
+363,764
+116% +$12M
JNJ icon
99
PUT
Johnson & Johnson
JNJ
$654B
$19.3M 0.1%
124,700
-137,400
-52% -$22.2M
CVX icon
100
CALL
Chevron
CVX
$401B
$19.2M 0.1%
117,400
+105,100
+854% +$17.6M
2 3
4
5 6

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Capstone Investment Advisors's Q1 2023 Portfolio in Review

As of Q1 2023, Capstone Investment Advisors held 1,822 positions worth $19.8B, up 44% from $13.7B the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Capstone Investment Advisors withdrew a net $2.93B in Q1 2023, closing 280 positions and reducing 596 holdings. Its most notable exit was Meta Platforms (Facebook), an estimated $29.7M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, up from 92% a quarter earlier, followed by Financials and Healthcare.

Against the trend, Capstone Investment Advisors opened a new position in iShares Russell 2000 ETF worth $50.9M.

  • Capstone Investment Advisors's largest Q1 2023 buy was iShares Russell 2000 ETF: 285,172 shares worth $50.9M.
  • Capstone Investment Advisors added most to State Street SPDR S&P Regional Banking ETF in Q1 2023, an estimated $23.4M increase.
  • Capstone Investment Advisors's biggest Q1 2023 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $57.1M.
  • Capstone Investment Advisors fully exited Meta Platforms (Facebook) in Q1 2023, selling an estimated $29.7M.
  • Capstone Investment Advisors's ten largest holdings make up 55% of its $19.8B portfolio in Q1 2023.
  • Capstone Investment Advisors opened 340 new positions and closed 280 in Q1 2023.
  • Capstone Investment Advisors's portfolio value rose 44% quarter-over-quarter to $19.8B.

Based on Capstone Investment Advisors's 13F filing for Q1 2023, filed 9 May 2023.