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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
ATVI
76
PUT
DELISTED
Activision Blizzard
ATVI
$33.3M 0.15%
356,000
+181,900
+104% +$16.6M
XLK icon
77
CALL
State Street Technology Select Sector SPDR ETF
XLK
$127B
$33M 0.15%
403,200
-631,600
-61% -$54.2M
TXN icon
78
CALL
Texas Instruments
TXN
$254B
$32.9M 0.15%
206,900
-38,800
-16% -$6.62M
NOW icon
79
PUT
ServiceNow
NOW
$140B
$32.3M 0.15%
289,000
+90,500
+46% +$10.3M
INTU icon
80
PUT
Intuit
INTU
$73.7B
$32.2M 0.15%
63,100
+32,600
+107% +$16.5M
ORCL icon
81
CALL
Oracle
ORCL
$415B
$31.8M 0.14%
300,500
+23,200
+8% +$2.69M
DXJ icon
82
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.11B
$31.7M 0.14%
358,700
+292,600
+443% +$24.9M
TMO icon
83
PUT
Thermo Fisher Scientific
TMO
$250B
$30.4M 0.14%
60,100
+200
+0.3% +$107K
JNJ icon
84
CALL
Johnson & Johnson
JNJ
$654B
$29.8M 0.13%
191,200
+35,500
+23% +$5.86M
IBM icon
85
PUT
IBM
IBM
$212B
$29.8M 0.13%
212,200
+87,500
+70% +$12.4M
QQQ icon
86
Invesco QQQ Trust
QQQ
$502B
$28.6M 0.13%
79,756
-180,246
-69% -$66.8M
IWM icon
87
iShares Russell 2000 ETF
IWM
$77.3B
$28.5M 0.13%
161,183
-23,993
-13% -$4.5M
COST icon
88
CALL
Costco
COST
$409B
$28.4M 0.13%
50,200
+100
+0.2% +$55.2K
V icon
89
CALL
Visa
V
$690B
$28.3M 0.13%
123,200
+15,600
+14% +$3.75M
CVX icon
90
PUT
Chevron
CVX
$401B
$28.3M 0.13%
167,900
-24,500
-13% -$3.96M
KRE icon
91
State Street SPDR S&P Regional Banking ETF
KRE
$3.81B
$28.3M 0.13%
676,421
+19,198
+3% +$856K
MRK icon
92
PUT
Merck
MRK
$367B
$28.1M 0.13%
273,100
+137,600
+102% +$14.8M
XLF icon
93
State Street Financial Select Sector SPDR ETF
XLF
$52.6B
$27.9M 0.13%
+841,615
New +$29M
AMZN icon
94
Amazon
AMZN
$2.69T
$27.5M 0.12%
216,019
+138,494
+179% +$18.6M
AAPL icon
95
Apple
AAPL
$4.98T
$26.6M 0.12%
155,487
+155,486
+15,548,600% +$28.5M
VZ icon
96
PUT
Verizon
VZ
$196B
$26M 0.12%
803,400
+294,600
+58% +$9.95M
MA icon
97
CALL
Mastercard
MA
$497B
$25.6M 0.12%
64,700
+1,500
+2% +$602K
ACN icon
98
PUT
Accenture
ACN
$108B
$25.6M 0.12%
83,400
+22,000
+36% +$6.93M
DHR icon
99
CALL
Danaher
DHR
$158B
$25.3M 0.11%
115,056
+4,286
+4% +$956K
RTX icon
100
RTX Corp
RTX
$255B
$25M 0.11%
+347,074
New +$29.7M
2 3
4
5 6

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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.