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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
+0.2%
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
$31.9B
AUM Growth
+$4.16B
Cap. Flow
-$2.94B
Cap. Flow %
-9.21%
Top 10 Hldgs %
46.01%
Holding
2,574
New
285
Increased
1,034
Reduced
489
Closed
543

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$141M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$68.9M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$39.7M
4
AMZN icon
Amazon
AMZN
+$25M
5
INTC icon
Intel
INTC
+$20.7M

Top Sells

Rank Stock Value
1
ARM icon
Arm
ARM
+$102M
2
HDB icon
HDFC Bank
HDB
+$87.5M
3
ZS icon
Zscaler
ZS
+$69.9M
4
CRWD icon
CrowdStrike
CRWD
+$56.4M
5
O icon
Realty Income
O
+$43.4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.32%
2 Consumer Discretionary 0.89%
3 Technology 0.73%
4 Financials 0.45%
5 Healthcare 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$4.5B 14.1%
8,272,200
+6,272,200
+314% +$3.28B
QQQ icon
2
PUT
Invesco QQQ Trust
QQQ
$502B
$3.2B 10.01%
6,669,200
-5,276,500
-44% -$2.37B
NVDA icon
3
PUT
NVIDIA
NVDA
$5.43T
$1.54B 4.83%
12,469,200
+3,124,200
+33% +$316M
SPY icon
4
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$1.03B 3.24%
1,900,000
– –
QQQ icon
5
CALL
Invesco QQQ Trust
QQQ
$502B
$946M 2.96%
1,975,000
-896,100
-31% -$403M
MSFT icon
6
PUT
Microsoft
MSFT
$3.83T
$848M 2.66%
1,897,900
+333,600
+21% +$141M
IWM icon
7
PUT
iShares Russell 2000 ETF
IWM
$77.3B
$767M 2.4%
3,781,100
+144,600
+4% +$29.2M
AAPL icon
8
PUT
Apple
AAPL
$4.98T
$735M 2.3%
3,489,900
+1,766,600
+103% +$329M
AMZN icon
9
PUT
Amazon
AMZN
$2.69T
$560M 1.75%
2,897,200
+614,900
+27% +$113M
HYG icon
10
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$14.8B
$557M 1.75%
7,223,900
+3,893,900
+117% +$299M
META icon
11
PUT
Meta Platforms (Facebook)
META
$1.91T
$550M 1.72%
1,091,000
+189,400
+21% +$92.1M
NVDA icon
12
CALL
NVIDIA
NVDA
$5.43T
$435M 1.36%
3,520,300
+747,300
+27% +$75.6M
GOOGL icon
13
PUT
Alphabet (Google) Class A
GOOGL
$4.21T
$418M 1.31%
2,292,900
+526,000
+30% +$88.7M
SPY icon
14
State Street SPDR S&P 500 ETF Trust
SPY
$796B
$373M 1.17%
685,382
+270,264
+65% +$141M
AAPL icon
15
CALL
Apple
AAPL
$4.98T
$346M 1.08%
1,640,800
+341,900
+26% +$63.8M
MSFT icon
16
CALL
Microsoft
MSFT
$3.83T
$327M 1.02%
731,100
-41,700
-5% -$17.6M
TSLA icon
17
PUT
Tesla
TSLA
$1.47T
$322M 1.01%
1,625,000
-47,000
-3% -$8.21M
GOOG icon
18
PUT
Alphabet (Google) Class C
GOOG
$4.17T
$313M 0.98%
1,707,900
+492,700
+41% +$83.8M
IVV icon
19
iShares Core S&P 500 ETF
IVV
$848B
$249M 0.78%
455,571
+75,570
+20% +$39.7M
AVGO icon
20
PUT
Broadcom
AVGO
$1.68T
$248M 0.78%
1,547,000
+353,000
+30% +$49.5M
EFA icon
21
PUT
iShares MSCI EAFE ETF
EFA
$78B
$223M 0.7%
2,851,100
+1,772,100
+164% +$140M
AMZN icon
22
CALL
Amazon
AMZN
$2.69T
$191M 0.6%
990,400
+8,400
+0.9% +$1.54M
JPM icon
23
PUT
JPMorgan Chase
JPM
$912B
$184M 0.58%
910,400
+135,900
+18% +$26.6M
META icon
24
CALL
Meta Platforms (Facebook)
META
$1.91T
$181M 0.57%
359,600
+23,300
+7% +$11.3M
NFLX icon
25
PUT
Netflix
NFLX
$296B
$168M 0.52%
2,482,000
+572,000
+30% +$35.7M
1
2 3 4 5

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Capstone Investment Advisors's Q2 2024 Portfolio in Review

As of Q2 2024, Capstone Investment Advisors held 2,574 positions worth $31.9B, up 15% from $27.8B the previous quarter. Its ten largest holdings account for 46% of the portfolio.

Capstone Investment Advisors withdrew a net $2.94B in Q2 2024, closing 543 positions and reducing 489 holdings. Its most notable exit was Arm, an estimated $102M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 92% a quarter earlier, followed by Consumer Discretionary and Technology.

Against the trend, Capstone Investment Advisors opened a new position in ExxonMobil worth $5.19M.

  • Capstone Investment Advisors's largest Q2 2024 buy was ExxonMobil: 45,062 shares worth $5.19M.
  • Capstone Investment Advisors added most to State Street SPDR S&P 500 ETF Trust in Q2 2024, an estimated $141M increase.
  • Capstone Investment Advisors's biggest Q2 2024 reduction was HDFC Bank, cutting an estimated $87.5M.
  • Capstone Investment Advisors fully exited Arm in Q2 2024, selling an estimated $102M.
  • Capstone Investment Advisors's ten largest holdings make up 46% of its $31.9B portfolio in Q2 2024.
  • Capstone Investment Advisors opened 285 new positions and closed 543 in Q2 2024.
  • Capstone Investment Advisors's portfolio value rose 15% quarter-over-quarter to $31.9B.

Based on Capstone Investment Advisors's 13F filing for Q2 2024, filed 14 Aug 2024.