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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
QQQ icon
1
PUT
Invesco QQQ Trust
QQQ
$502B
$2.98B 13.42%
8,319,600
-3,557,700
-30% -$1.32B
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$2.15B 9.7%
5,039,500
+3,409,500
+209% +$1.52B
QQQ icon
3
CALL
Invesco QQQ Trust
QQQ
$502B
$2.15B 9.69%
6,007,400
+1,262,000
+27% +$468M
EFA icon
4
PUT
iShares MSCI EAFE ETF
EFA
$78B
$698M 3.14%
10,132,600
+9,332,600
+1,167% +$669M
EEM icon
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$31.6B
$693M 3.12%
18,267,700
+14,725,600
+416% +$583M
AAPL icon
6
PUT
Apple
AAPL
$4.98T
$480M 2.16%
2,803,100
-98,200
-3% -$18M
MSFT icon
7
PUT
Microsoft
MSFT
$3.83T
$418M 1.88%
1,322,400
+140,500
+12% +$46.4M
NVDA icon
8
PUT
NVIDIA
NVDA
$5.43T
$328M 1.48%
7,550,000
+930,000
+14% +$41.7M
HYG icon
9
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$14.8B
$273M 1.23%
3,700,000
-1,050,000
-22% -$78.4M
AMZN icon
10
PUT
Amazon
AMZN
$2.69T
$271M 1.22%
2,135,000
+354,900
+20% +$47.6M
MSFT icon
11
CALL
Microsoft
MSFT
$3.83T
$254M 1.15%
805,700
+247,100
+44% +$81.7M
TSLA icon
12
PUT
Tesla
TSLA
$1.47T
$253M 1.14%
1,010,800
+168,100
+20% +$43.2M
XLF icon
13
PUT
State Street Financial Select Sector SPDR ETF
XLF
$52.6B
$244M 1.1%
7,349,100
+5,296,400
+258% +$183M
META icon
14
PUT
Meta Platforms (Facebook)
META
$1.91T
$208M 0.94%
692,100
+16,100
+2% +$4.85M
GOOGL icon
15
PUT
Alphabet (Google) Class A
GOOGL
$4.21T
$200M 0.9%
1,531,200
+272,100
+22% +$35.2M
AAPL icon
16
CALL
Apple
AAPL
$4.98T
$188M 0.85%
1,097,200
-1,343,200
-55% -$246M
GOOG icon
17
PUT
Alphabet (Google) Class C
GOOG
$4.17T
$179M 0.81%
1,360,600
+242,600
+22% +$31.5M
AMZN icon
18
CALL
Amazon
AMZN
$2.69T
$97.3M 0.44%
765,700
-863,800
-53% -$116M
GLD icon
19
CALL
SPDR Gold Trust
GLD
$145B
$95.3M 0.43%
555,600
-472,400
-46% -$84.5M
GLD icon
20
PUT
SPDR Gold Trust
GLD
$145B
$95.3M 0.43%
555,600
+105,600
+23% +$18.9M
UNH icon
21
CALL
UnitedHealth
UNH
$338B
$87.9M 0.4%
174,300
+500
+0.3% +$246K
LQD icon
22
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$27.7B
$86.7M 0.39%
850,000
+150,000
+21% +$15.8M
CRM icon
23
PUT
Salesforce
CRM
$193B
$85.1M 0.38%
419,900
+153,600
+58% +$33.2M
XLK icon
24
PUT
State Street Technology Select Sector SPDR ETF
XLK
$127B
$81.4M 0.37%
993,400
-1,803,800
-64% -$155M
XLI icon
25
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$80.6M 0.36%
795,500
+300,400
+61% +$32.2M
1
2 3 4 5

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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.