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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
(+2.3%)
Cap. Flow
-$1.76B
Cap. Flow
% of AUM
-8.69%
Top 10 Holdings %
Top 10 Hldgs %
46.86%
Holding
1,945
New
413
Increased
959
Reduced
151
Closed
121
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$88.3M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$66.7M |
| 3 |
NVIDIA
NVDA
|
+$15.3M |
| 4 |
Chevron
CVX
|
+$11.5M |
| 5 |
Willis Towers Watson
WTW
|
+$11.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$78M |
| 2 |
Vanguard Morningstar Value ETF
VTV
|
+$23.6M |
| 3 |
HZNP
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
|
+$21.6M |
| 4 |
iShares Russell 2000 ETF
IWM
|
+$17.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
PUT
Advanced Micro Devices
AMD
$1.03T
| $27.8M | 0.14% |
244,300
+215,000
| +734% | +$22.4M |
|
77
PUT
Nike
NKE
$53B
| $27.7M | 0.14% |
250,800
+116,700
| +87% | +$13.6M |
|
78
PUT
AbbVie
ABBV
$467B
| $27.2M | 0.13% |
201,800
+15,800
| +8% | +$2.32M |
|
79
CALL
Costco
COST
$409B
| $27M | 0.13% |
50,100
+2,000
| +4% | +$1.01M |
|
80
State Street SPDR S&P Regional Banking ETF
KRE
$3.81B
| $26.8M | 0.13% |
657,223
+57,403
| +10% | +$2.36M |
|
81
PUT
Cisco
CSCO
$421B
| $25.9M | 0.13% |
501,200
+19,500
| +4% | +$959K |
|
82
CALL
Johnson & Johnson
JNJ
$654B
| $25.8M | 0.13% |
155,700
+22,200
| +17% | +$3.58M |
|
83
CALL
Visa
V
$690B
| $25.6M | 0.13% |
107,600
+4,400
| +4% | +$1.01M |
|
|
VMW
84
PUT
DELISTED
VMware, Inc
VMW
| $25.1M | 0.12% |
175,000
+100,000
| +133% | +$13M |
|
85
CALL
Mastercard
MA
$497B
| $24.9M | 0.12% |
63,200
+6,500
| +11% | +$2.44M |
|
86
PUT
Texas Instruments
TXN
$254B
| $24.8M | 0.12% |
138,000
-22,700
| -14% | -$3.91M |
|
87
PUT
Intel
INTC
$650B
| $24.5M | 0.12% |
732,500
+52,700
| +8% | +$1.65M |
|
88
PUT
United Parcel Service
UPS
$79.9B
| $24.2M | 0.12% |
135,100
+14,400
| +12% | +$2.56M |
|
89
Bank of America
BAC
$396B
| $23.8M | 0.12% |
830,397
+152,938
| +23% | +$4.36M |
|
90
CALL
Danaher
DHR
$158B
| $23.6M | 0.12% |
110,770
+339
| +0.3% | +$71.8K |
|
91
CALL
iShares China Large-Cap ETF
FXI
$4.05B
| $23.6M | 0.12% |
866,700
-2,241,300
| -72% | -$62.9M |
|
92
SPDR Gold Trust
GLD
$145B
| $23.5M | 0.12% |
131,989
+11,528
| +10% | +$2.12M |
|
93
Goldman Sachs
GS
$272B
| $23.1M | 0.11% |
71,734
+14,069
| +24% | +$4.63M |
|
94
PUT
Pfizer
PFE
$163B
| $23M | 0.11% |
625,900
+59,300
| +10% | +$2.31M |
|
95
PUT
ServiceNow
NOW
$140B
| $22.3M | 0.11% |
198,500
+32,000
| +19% | +$3.2M |
|
96
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
| $21.9M | 0.11% |
204,500
| – | – |
|
|
97
PUT
Danaher
DHR
$158B
| $21.6M | 0.11% |
101,294
-5,189
| -5% | -$1.1M |
|
98
PUT
Qualcomm
QCOM
$216B
| $21.1M | 0.1% |
177,400
+32,500
| +22% | +$3.74M |
|
99
CALL
Walmart Inc
WMT
$857B
| $20.2M | 0.1% |
384,600
+20,100
| +6% | +$1.01M |
|
100
PUT
State Street Energy Select Sector SPDR ETF
XLE
$40.2B
| $19.6M | 0.1% |
483,600
-119,400
| -20% | -$4.86M |
|
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HF
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.