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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 | |
|---|---|---|---|---|---|---|
151
PUT
NextEra Energy
NEE
$159B
| $12.8M | 0.06% |
172,000
+8,300
| +5% | +$628K |
|
152
PUT
AT&T
T
$174B
| $12.7M | 0.06% |
794,800
+235,100
| +42% | +$4M |
|
153
CALL
State Street Energy Select Sector SPDR ETF
XLE
$40.2B
| $12.7M | 0.06% |
311,800
-43,600
| -12% | -$1.78M |
|
154
CALL
Procter & Gamble
PG
$340B
| $12.5M | 0.06% |
82,200
+28,400
| +53% | +$4.28M |
|
155
PUT
RTX Corp
RTX
$255B
| $12.3M | 0.06% |
125,400
+13,500
| +12% | +$1.32M |
|
156
CVS Health
CVS
$114B
| $12.2M | 0.06% |
177,099
+157,670
| +812% | +$11.2M |
|
|
157
Willis Towers Watson
WTW
$27.3B
| $12.2M | 0.06% |
51,972
+49,881
| +2,386% | +$11.5M |
|
158
PUT
Altria Group
MO
$115B
| $12.1M | 0.06% |
267,600
+142,500
| +114% | +$6.45M |
|
159
PUT
PayPal
PYPL
$47.1B
| $12M | 0.06% |
180,300
+41,600
| +30% | +$2.84M |
|
160
PUT
Lam Research
LRCX
$394B
| $11.9M | 0.06% |
185,000
+4,000
| +2% | +$225K |
|
161
PUT
Elevance Health
ELV
$85.9B
| $11.5M | 0.06% |
25,900
+2,000
| +8% | +$923K |
|
|
162
Chevron
CVX
$401B
| $11.3M | 0.06% |
72,021
+72,020
| +7,202,000% | +$11.5M |
|
163
CALL
IBM
IBM
$212B
| $11.2M | 0.06% |
83,600
+47,600
| +132% | +$6.14M |
|
|
SCHW
164
Charles Schwab
SCHW
$171B
| $11.1M | 0.05% |
196,160
+13,261
| +7% | +$695K |
|
165
Bristol-Myers Squibb
BMY
$128B
| $11.1M | 0.05% |
173,675
+73,794
| +74% | +$4.95M |
|
166
PUT
Micron Technology
MU
$1.22T
| $11M | 0.05% |
174,100
+24,100
| +16% | +$1.55M |
|
167
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.67B
| $10.9M | 0.05% |
441,200
+11,800
| +3% | +$290K |
|
168
CALL
Accenture
ACN
$108B
| $10.7M | 0.05% |
34,800
+9,400
| +37% | +$2.73M |
|
169
CALL
Broadcom
AVGO
$1.68T
| $10.6M | 0.05% |
122,000
+31,000
| +34% | +$2.21M |
|
170
PUT
LyondellBasell Industries
LYB
$18.8B
| $10.6M | 0.05% |
115,200
+1,800
| +2% | +$165K |
|
171
CALL
McDonald's
MCD
$167B
| $10.5M | 0.05% |
35,300
+2,700
| +8% | +$784K |
|
172
CALL
ExxonMobil
XOM
$660B
| $10.4M | 0.05% |
97,200
+38,500
| +66% | +$4.2M |
|
173
PUT
Honeywell
HON
$67.4B
| $10.4M | 0.05% |
53,156
+7,002
| +15% | +$1.3M |
|
174
CALL
JD.com
JD
$35.8B
| $10.2M | 0.05% |
300,000
| – | – |
|
175
Amazon
AMZN
$2.69T
| $10.1M | 0.05% |
77,525
-113,655
| -59% | -$13M |
|
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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.