Capstone Investment Advisors is based out of New York. Capstone Investment Advisors is a hedge fund with 28 clients and discretionary assets under management (AUM) of $43,428,858,752 (Form ADV from 2024-01-09). Their last reported 13F filing for Q4 2023 included $33,221,596,343 in managed 13F securities
and a top 10 holdings concentration of 42.14%. Capstone Investment Advisors's largest holding is Invesco QQQ Trust, Series 1 with shares held of 14,439,200. Whalewisdom has at least 76 13F filings, and 9 13G filings
2023-12-31
Top Buys (13F)
Name | % Change |
---|---|
QQQ Invesco QQQ Trust, S (PUT) | 4.38% |
SPY SPDR S&P 500 ETF TRU | 3.66% |
IWM iShares Russell 2000 (PUT) | 2.39% |
AMZN Amazon.com Inc. | 0.95% |
MSFT Microsoft Corp. (PUT) | 0.95% |
2023-12-31
Top Sells (13F)
Name | % Change |
---|---|
SPY SPDR S&P 500 ETF TRU (PUT) | 6.82% |
QQQ Invesco QQQ Trust, S (CALL) | 5.76% |
EFA iShares MSCI EAFE ET (PUT) | 2.6% |
EEM iShares MSCI Emergin (PUT) | 1.96% |
XLF The Financial Select (PUT) | 0.49% |
2023-12-31
13F Holdings Summary
Name | $ Change |
---|---|
QQQ Invesco QQQ Trust, S | 17.8% |
SPY SPDR S&P 500 ETF TRU | 3.96% |
QQQ Invesco QQQ Trust, S | 3.93% |
SPY SPDR S&P 500 ETF TRU | 2.88% |
AAPL Apple Inc | 2.83% |
2023-12-31
13F Activity
Market Value | $33.2b, Prior: $22.2b |
New Purchases | 417 stocks |
Added To | 1049 stocks |
Sold out of | 426 stocks |
Reduced holdings in | 497 stocks |
Top 10 Holdings % | 42.14% |
Turnover %[1] | 40.69% |
Turnover Alt %[2] | 15.35% |
Time Held Top 20 | 6.15 quarters |
Time Held Top 10 | 3 quarters |
Time Held All | 10.37 quarters |
[1]: Turnover is calculated by taking the # of new holdings (initial purchases) + the # of positions sold out of (not just reduced) divided by the total # of holdings for the quarter.
[2]: Alt Turnover is calculated by taking either the total MV of new purchases or the MV of securities sold, whichever is less, divided by the total MV of the fund.
2023-12-31
13F Sector Allocation Over Time
2023-12-31
Analysis
Top 20 equal-weighted holdings. Performance numbers calculated through 2023-12-31