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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
+0.91%
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
$20.2B
AUM Growth
+$460M
(+2.3%)
Cap. Flow
-$3.27B
Cap. Flow
% of AUM
-16.16%
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 | Financials | 0.67% |
| 2 | Technology | 0.59% |
| 3 | Consumer Discretionary | 0.58% |
| 4 | Healthcare | 0.52% |
| 5 | Communication Services | 0.34% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
PUT
Invesco QQQ Trust
QQQ
$478B
| $4.39B | 21.68% |
11,877,300
+1,820,000
| +18% | +$613M |
|
|
2
CALL
Invesco QQQ Trust
QQQ
$478B
| $1.75B | 8.66% |
4,745,400
-11,646,900
| -71% | -$3.92B |
|
|
3
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $723M | 3.57% |
1,630,000
+15,000
| +0.9% | +$6.3M |
|
4
PUT
Apple
AAPL
$4.45T
| $563M | 2.78% |
2,901,300
+752,100
| +35% | +$131M |
|
|
5
CALL
Apple
AAPL
$4.45T
| $473M | 2.34% |
2,440,400
+1,607,900
| +193% | +$280M |
|
|
6
PUT
Microsoft
MSFT
$3.74T
| $402M | 1.99% |
1,181,900
+285,800
| +32% | +$89.6M |
|
7
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $357M | 1.76% |
4,750,000
+750,000
| +19% | +$56M |
|
|
8
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$807B
| $301M | 1.49% |
680,000
+580,000
| +580% | +$243M |
|
|
9
PUT
NVIDIA
NVDA
$5.27T
| $280M | 1.38% |
6,620,000
+2,344,000
| +55% | +$77.8M |
|
10
PUT
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $243M | 1.2% |
2,797,200
+1,128,000
| +68% | +$88.9M |
|
11
PUT
Amazon
AMZN
$2.94T
| $232M | 1.15% |
1,780,100
-142,000
| -7% | -$16.2M |
|
12
PUT
Tesla
TSLA
$1.31T
| $221M | 1.09% |
842,700
+150,500
| +22% | +$30.1M |
|
|
13
CALL
Amazon
AMZN
$2.94T
| $212M | 1.05% |
1,629,500
-374,600
| -19% | -$42.8M |
|
14
PUT
Meta Platforms (Facebook)
META
$1.53T
| $194M | 0.96% |
676,000
+61,300
| +10% | +$15.1M |
|
|
15
CALL
Microsoft
MSFT
$3.74T
| $190M | 0.94% |
558,600
+187,100
| +50% | +$58.6M |
|
16
CALL
SPDR Gold Trust
GLD
$143B
| $183M | 0.91% |
1,028,000
-281,000
| -21% | -$51.6M |
|
17
PUT
Alphabet (Google) Class A
GOOGL
$4.2T
| $151M | 0.74% |
1,259,100
+352,800
| +39% | +$40.6M |
|
18
PUT
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $140M | 0.69% |
3,542,100
+2,879,200
| +434% | +$113M |
|
|
19
PUT
Alphabet (Google) Class C
GOOG
$4.19T
| $135M | 0.67% |
1,118,000
+214,800
| +24% | +$24.9M |
|
|
20
CALL
iShares MSCI Emerging Markets ETF
EEM
$29.9B
| $131M | 0.65% |
3,300,000
-220,000
| -6% | -$8.65M |
|
21
PUT
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
| $121M | 0.6% |
1,858,000
+1,275,100
| +219% | +$77.7M |
|
|
22
Invesco QQQ Trust
QQQ
$478B
| $96M | 0.47% |
260,002
+198,122
| +320% | +$66.7M |
|
|
23
iShares MSCI USA Min Vol Factor ETF
USMV
$24.4B
| $93.4M | 0.46% |
1,256,000
+1,207,600
| +2,495% | +$88.3M |
|
|
24
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $90M | 0.44% |
1,034,800
+161,800
| +19% | +$12.8M |
|
|
25
CALL
Meta Platforms (Facebook)
META
$1.53T
| $85.6M | 0.42% |
298,400
-137,000
| -31% | -$33.8M |
|
Similar funds
NAMI
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 $3.27B 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 Financials at 0.67% of assets, up from 0.6% a quarter earlier, followed by Technology and Consumer Discretionary.
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.