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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
ABG icon
1951
Asbury Automotive
ABG
$3.32B
– –
-1,726
Closed -$415K
ABR icon
1952
PUT
Arbor Realty Trust
ABR
$752M
– –
-50,000
Closed -$741K
ADNT icon
1953
Adient
ADNT
$1.36B
– –
-6,431
Closed -$246K
AFG icon
1954
American Financial Group
AFG
$11.5B
– –
-1,796
Closed -$213K
AFL icon
1955
Aflac
AFL
$57B
– –
-7,488
Closed -$556K
AGL icon
1956
Agilon Health
AGL
$1.36B
– –
-459
Closed -$199K
AIG icon
1957
American International
AIG
$38.8B
– –
-1,929
Closed -$115K
ALLO icon
1958
Allogene Therapeutics
ALLO
$570M
– –
-21,438
Closed -$107K
AMC icon
1959
AMC Entertainment Holdings
AMC
$2.62B
– –
-13,794
Closed -$607K
APPS icon
1960
Digital Turbine
APPS
$1.34B
– –
-37,410
Closed -$347K
ARCC icon
1961
Ares Capital
ARCC
$13.8B
– –
-23,786
Closed -$447K
AVNT icon
1962
Avient
AVNT
$3.79B
– –
-5,303
Closed -$217K
AVY icon
1963
Avery Dennison
AVY
$12.9B
– –
-1,004
Closed -$182K
BAH icon
1964
Booz Allen Hamilton
BAH
$8.77B
– –
-2,734
Closed -$305K
BCE icon
1965
BCE
BCE
$19.6B
– –
-10,377
Closed -$473K
BCRX icon
1966
BioCryst Pharmaceuticals
BCRX
$2.2B
– –
-17,164
Closed -$121K
BEN icon
1967
Franklin Templeton
BEN
$16.8B
– –
-9,743
Closed -$260K
BEN icon
1968
PUT
Franklin Templeton
BEN
$16.8B
– –
-1,000
Closed -$26.7K
BF.B icon
1969
CALL
Brown-Forman Class B
BF.B
$12B
– –
-400
Closed -$26.7K
BF.B icon
1970
Brown-Forman Class B
BF.B
$12B
– –
-7,122
Closed -$476K
BF.B icon
1971
PUT
Brown-Forman Class B
BF.B
$12B
– –
-2,000
Closed -$134K
BHC icon
1972
Bausch Health
BHC
$2.13B
– –
-10,051
Closed -$80.4K
BKR icon
1973
Baker Hughes
BKR
$57.4B
– –
-6,022
Closed -$213K
BLDR icon
1974
Builders FirstSource
BLDR
$6.37B
– –
-1,616
Closed -$220K
BLKB icon
1975
Blackbaud
BLKB
$1.96B
– –
-18,284
Closed -$1.3M
77 78
79
80 81

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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.