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Capstone Investment Advisors Portfolio holdings
AUM
$57.4B
1-Year Est. Return
26.91%
This Fund
S&P 500
This Quarter
Est. Return
-2.13%
1 Year Est. Return
+26.91%
3 Year Est. Return
+28.14%
5 Year Est. Return
+24.88%
10 Year Est. Return
+149.98%
AUM
$22.2B
AUM Growth
+$1.98B
(+9.8%)
Cap. Flow
+$954M
Cap. Flow
% of AUM
4.29%
Top 10 Holdings %
Top 10 Hldgs %
47.03%
Holding
2,340
New
519
Increased
932
Reduced
442
Closed
259
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$69.1M |
| 2 |
ATVI
Activision Blizzard
ATVI
|
+$52.1M |
| 3 |
HDFC Bank
HDB
|
+$42M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$36.4M |
| 5 |
RTX Corp
RTX
|
+$29.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$66.8M |
| 2 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$47.3M |
| 3 |
Bank of America
BAC
|
+$14.4M |
| 4 |
Walt Disney
DIS
|
+$12.2M |
| 5 |
NVIDIA
NVDA
|
+$11M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.28% |
| 2 | Financials | 0.99% |
| 3 | Consumer Discretionary | 0.91% |
| 4 | Healthcare | 0.85% |
| 5 | Industrials | 0.53% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
iShares Russell 2000 Value ETF
IWN
$14.6B
| $24.9M | 0.11% |
183,834
+48,537
| +36% | +$6.96M |
|
102
PUT
PepsiCo
PEP
$189B
| $24.4M | 0.11% |
144,000
-14,800
| -9% | -$2.69M |
|
103
PUT
United Parcel Service
UPS
$88.8B
| $24.3M | 0.11% |
156,200
+21,100
| +16% | +$3.64M |
|
104
Goldman Sachs
GS
$301B
| $23.5M | 0.11% |
72,638
+904
| +1% | +$302K |
|
105
PUT
iShares Russell 2000 ETF
IWM
$81.8B
| $23.3M | 0.11% |
132,000
-91,300
| -41% | -$17.1M |
|
106
PUT
Danaher
DHR
$146B
| $23.2M | 0.1% |
105,581
+4,287
| +4% | +$956K |
|
107
PUT
Qualcomm
QCOM
$171B
| $23.2M | 0.1% |
208,900
+31,500
| +18% | +$3.65M |
|
108
PUT
General Motors
GM
$78.4B
| $22.8M | 0.1% |
690,700
+522,400
| +310% | +$18.6M |
|
109
PUT
Union Pacific
UNP
$174B
| $22.4M | 0.1% |
110,200
+23,000
| +26% | +$5.01M |
|
110
CALL
Salesforce
CRM
$162B
| $21.6M | 0.1% |
106,600
+15,600
| +17% | +$3.37M |
|
111
PUT
Boeing
BA
$184B
| $21.4M | 0.1% |
111,400
+20,600
| +23% | +$4.51M |
|
112
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $21.3M | 0.1% |
165,800
-461,800
| -74% | -$61.3M |
|
113
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.43B
| $21.3M | 0.1% |
241,300
+207,100
| +606% | +$17.7M |
|
114
PUT
Pfizer
PFE
$152B
| $21M | 0.09% |
632,800
+6,900
| +1% | +$244K |
|
|
VMW
115
PUT
DELISTED
VMware, Inc
VMW
| $20.8M | 0.09% |
125,000
-50,000
| -29% | -$8.01M |
|
116
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $20.4M | 0.09% |
253,400
-652,800
| -72% | -$55.2M |
|
117
PUT
Coca-Cola
KO
$372B
| $20.3M | 0.09% |
363,300
+74,700
| +26% | +$4.48M |
|
|
HZNP
118
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $20.2M | 0.09% |
175,000
+99,900
| +133% | +$10.7M |
|
|
HZNP
119
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $20.2M | 0.09% |
175,000
+50,000
| +40% | +$5.37M |
|
|
120
WisdomTree Japan Hedged Equity Fund
DXJ
$7.43B
| $19.9M | 0.09% |
+225,027
| New | +$19.2M |
|
121
Alphabet (Google) Class C
GOOG
$4.19T
| $19.3M | 0.09% |
146,399
+88,644
| +153% | +$11.5M |
|
|
122
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $19M | 0.09% |
147,200
-153,200
| -51% | -$20.3M |
|
123
PUT
Comcast
CMCSA
$91B
| $18.9M | 0.08% |
425,400
+194,600
| +84% | +$8.69M |
|
124
PUT
PayPal
PYPL
$50.5B
| $18.6M | 0.08% |
318,800
+138,500
| +77% | +$9.02M |
|
|
125
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $18.5M | 0.08% |
230,000
-161,200
| -41% | -$13.6M |
|
Similar funds
NAMI
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 deployed $954M of net new capital in Q3 2023, opening 519 new positions and adding to 932 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 155,425 shares worth $66.4M.
By sector, the portfolio is most concentrated in Technology at 1.3% of assets, up from 0.59% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was Invesco QQQ Trust, an estimated $66.8M trimmed.
- 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.